Backtesting and trading camarilla pivots

[SavantGarde]

Here Is The Calculation:

H4 = {(High-Low)*(1.1/2)}+Close
H3 = {(High-Low)*(1.1/4)}+Close
H2 = {(High-Low)*(1.1/6)}+Close
H1 = {(High-Low)*(1.1/12)}+Close

L1 = {(High-Low)*(1.1/12)}-Close
L2 = {(High-Low)*(1.1/6)}-Close
L3 = {(High-Low)*(1.1/4)}-Close
L4 = {(High-Low)*(1.1/2)}-Close

Happy & Safe Trading

SavantGarde

rajendrani

where to find formula for camarilla pivot points, i have got one but it gives different value than yours,

i know there is pivot point calculator on the net if any body could post the link.

thanks

shekhar

 

[radha55]

rajendrani

where to find formula for camarilla pivot points, i have got one but it gives different value than yours,

i know there is pivot point calculator on the net if any body could post the link.

thanks

shekhar

You can calculate this on the website when you are away from home or for some reason cannot use excel or manual calculation

http:// camarillatrading.110mb . com (remove spaces)

 

[Sgpal]

Hi,
Based on the above Camarilla Pivot calculation, if anyone write code for
Metastock and Amibroker, It'll be more useful.

Thanks,
Sgpal

 

[uthuman]

Rajendrani thanks for the thread..will love to see the further results..

 

[rajendrani]

Hi,
Based on the above Camarilla Pivot calculation, if anyone write code for
Metastock and Amibroker, It'll be more useful.

Thanks,
Sgpal

Yep it would be really helpful, I had tried various afl for pivots, but could not find any for camarilla, if any amibroker and metastock experts can formulate some then it would be great.

 

[rajendrani]

Rajendrani, Thanks for starting this thread. There are various versions of Camerilla Pivots floating around. WHich one is the exact is doubtful though it is claimed most work quiet efficiently.
Ever looked at it at higher time frame of 5 minutes or multiple!!! As max people have data in 5 minutes or higher TF.
All the best.

Yes karnani sir, I agree with you. I will check on the 5 min or highter TF too, but the result would be same only the charts would look different I guess.

Thanks Rajendrani for Starting this thread. I also used to study the trading method based on Camerilla Pivots but being very new to trading at that time, I was not aware of how to study, develop the method or how to systematically back test it and analyze the results.

But since you have started this thread, I am very happy and will try to share something from my end after study.

Best Wishes.

Manoj

Would look forward for your contribution buddy.

I will try to trade using the camarilla pivots, I am not sure as to how this method is. I will try to backtest this first before using it. I could have backtested this alone, but I would like if our seniors can put some inputs on this and some tweaks and adjustments to this, then we might see some good results.


I will use the camarilla pivots for intraday trading.
QUOTE]

Is this an experiment, are these paper trades or real .

Well this is just an experiment and just a paper trade, not a real one, I am backtesting here on daily basis, So, that even our seniors put in their experience here.

 

[rajendrani]

 

[rajendrani]

Karnani sir, this one using the 5 min charts, results for both looks the same

 

[jatayoo]

Karnani sir, this one using the 5 min charts, results for both looks the same

interesting indeed.
need to try it out on one scrip for a month.:clapping:

 

[jatayoo]

Here Is The Calculation:

H4 = {(High-Low)*(1.1/2)}+Close
H3 = {(High-Low)*(1.1/4)}+Close
H2 = {(High-Low)*(1.1/6)}+Close
H1 = {(High-Low)*(1.1/12)}+Close

L1 = {(High-Low)*(1.1/12)}-Close
L2 = {(High-Low)*(1.1/6)}-Close
L3 = {(High-Low)*(1.1/4)}-Close
L4 = {(High-Low)*(1.1/2)}-Close

Happy & Safe Trading

SavantGarde

A little bit of clarification pl.
1)...does (1.1/2) mean (1.1 divided by 2). THIS WOULD BE 0.55.
The same way for the other calculations within the brackets.:clapping: