Advanced Pivot Scanner

  • Utilitários
  • Christian Stern
    Christian Stern

    Christian Stern

    As CEO of a Switzerland-based specialist company, I combine many years of experience in banking with deep expertise in developing high-quality MQL5 solutions. Our focus is on programming statistical tools for financial analysis and time-series evaluation that unite methodological precision with
    2 tópicos
  • Versão: 1.0

This pivot scanner support five methods:
    1. Classic Pivot nach HLC/3
    2. Fibonacci Pivot mit 0.382/0.618/1.000
    3. Camarilla Pivot, kanonisch C-basiert
    4. Woodie Pivot mit doppeltem Close-Gewicht
    5. DeMark Pivot mit PP/S1/R1

It can be run in adaptive mode or with pre-selected method.

Enjoy to play around and would be nice to read feedback.

This scanner is based on my CRingBuffer class.

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CRingBuffer
Christian Stern
Bibliotecas
CRingBuffer - Numeric ring buffer with lightweight high-performance statistics engine CRingBuffer is a powerful MQL5 library for numeric rolling-window analysis. After each insertion it immediately provides mean, variance, standard deviation, percentiles, z-scores, min/max tracking and normalized values - all in O(1) to O(n log n). Table of contents: Application area Two operating modes Basic statistics Welford statistics (numerically stable, recommended for large price levels) Percentiles Z-s
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