stock indicatorsfor .NET

Pivot Points ​

Pivot Points depict support and resistance levels, based on prior calendar windows. You can specify window size (e.g. month, week, day, etc) and any of the traditional Floor Trading, Camarilla, Demark, Fibonacci, and Woodie variants. See Rolling Pivot Points for lookback window variant. [Discuss] 💬

Loading chart data...
csharp
// C# usage syntax
IReadOnlyList<PivotPointsResult> results =
  bars.ToPivotPoints(windowSize, pointType);

Parameters ​

paramdescription
windowSize
BarInterval		Size of the lookback window. Default is BarInterval.Month
pointType
PivotPointType		Type of Pivot Point. Default is PivotPointType.Standard

Historical price bars requirements ​

You must have at least 2 windows of bars to cover the warmup periods. For example, if you specify a Week window size, you need at least 14 calendar days of bars.

bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

BarInterval options (for windowSize) ​

BarInterval.Month - Use the prior month's data to calculate current month's Pivot Points

BarInterval.Week - Use the prior week's data to calculate current week's Pivot Points

BarInterval.Day - Use the prior day's data to calculate current day's Pivot Points. Commonly used for intraday data.

BarInterval.OneHour - Use the prior hour's data to calculate current hour's Pivot Points

PivotPointType options ​

PivotPointType.Standard - Floor Trading (default)

PivotPointType.Camarilla - Camarilla

PivotPointType.Demark - Demark

PivotPointType.Fibonacci - Fibonacci

PivotPointType.Woodie - Woodie

Response ​

csharp
IReadOnlyList<PivotPointsResult>
  • This method returns a time series of all available indicator values for the bars provided.
  • It always returns the same number of elements as there are in the historical price bars.
  • It does not return a single incremental indicator value.
  • The first window will have null values since there's not enough data to calculate.

🚩 Incomplete first window

The second window may be inaccurate if the first window contains incomplete data. For example, this can occur if you specify a Month window size and only provide 45 calendar days (1.5 months) of bars.

🖌️ Repaint warning

The last window is repainted when it does not contain a full window of data.

PivotPointsResult ​

propertydescription
Timestamp
DateTime		Date from evaluated TBar
R4
double?		Resistance level 4 (Camarilla only)
R3
double?		Resistance level 3
R2
double?		Resistance level 2
R1
double?		Resistance level 1
PP
double?		Pivot Point
S1
double?		Support level 1
S2
double?		Support level 2
S3
double?		Support level 3
S4
double?		Support level 4 (Camarilla only)

Utilities ​

See Utilities and helpers for more information.

Chaining ​

This indicator is not chain-enabled and must be generated from bars. It cannot be used for further processing by other chain-enabled indicators.

See Chaining indicators for more.

Streaming ​

Use the buffer-style List<T> when you need incremental calculations without a hub:

csharp
PivotPointsList pivotPointsList = new(windowSize, pointType);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => pivotPointsList.Add(bar);

// based on `ICollection<PivotPointsResult>`; fills as the handler runs
IReadOnlyList<PivotPointsResult> results = pivotPointsList;

Subscribe to a BarHub for advanced streaming scenarios:

csharp
BarHub barHub = new();
PivotPointsHub observer = barHub.ToPivotPointsHub(windowSize, pointType);

// call from your WebSocket or SSE message handler
void OnBarReceived(IBar bar) => barHub.Add(bar);

// results fill as the handler runs
IReadOnlyList<PivotPointsResult> results = observer.Results;

See Buffer lists and Stream hubs for full usage guides.