枢轴点指标公式
经过一晚上的努力,成功编写了pivot point trading(枢轴点交易指标),可在同花顺任意周期下自动转换。
枢轴点15分钟图表      枢轴点60分钟图表
附:支点指数公式仅适用于日周期。
pivot:= ( ref(high,1) + ref(low,1) + pre ) / 3;
r1:= 2*pivot - ref(low,1);
s1:= 2*pivot - ref(high,1);
r2:= pivot + (r1-s1);
s2:= pivot - (r1-s1);
在线计算器
r3:= ref(high,1) - (2 * (ref(low,1) - pivot));
s3:= ref(low,1) - (2 * (ref(high,1) - pivot));
sm1:(pivot+s1)/2;
sm2:(s1+s2)/2;
sm3:(s2+s3)/2;
rm1:(pivot+r1)/2;
rm2:(r1+r2)/2;
rm3:(r2+r3)/2;
附:使用说明(转)
pivot point trading
the pivot point is the level at which the market direction changes for the day. using some simple arithmetic and the previous days high, low and close, a series of points are derived.
these points can be critical support and resistance levels. the pivot level and levels calculated from that are collectively known as pivot levels.
every day the market you are following has an open, high, low and a close for the day (some markets like forex are 24 hours but generally use 5pm est as the open and close). this information basically contains all the data you need to calculate the pivot levels.
the reason pivot point trading is so popular is that pivot points are predictive as opposed to lagging. you use the information of the previous day to calculate potential turning points for the day you are about to trade (present day).
because so many traders follow pivot points you will often find that the market reacts at these levels. this give you an opportunity to trade.
汇价每天有个轴心价位,可以按照不同的计算方法计算出来。通常的有camarilla, woodi等。也有日轴心,周轴心和月轴心。他是按照日线的开盘,收盘,最高和最低价计算出。一般是按照美国的5点钟计算。大概是北京时间早上4或者5点(夏令时)左右。
既然是轴心,其重要性不可否认。而且因为很多人重视这个轴价,所以肯定会体现在这些价格上。
before i go into how you calculate pivot points, i just want to point out that i have put an online calculator and a really neat desktop version that you can download for free here
if you would rather work the pivot points out by yourself, the formula i use is below:
这是安讯士价格的在线计算器。也可以由以下公司计算。它根据前一天的4个价格计算7个价格点。
resistance 3 = high + 2*(pivot - low) 阻力三
resistance 2 = pivot + (r1 - s1)        阻力二
resistance 1 = 2 * pivot - low          阻力一
pivot point = ( high + close + low )/3 轴心价位
support 1 = 2 * pivot - high              支撑一
support 2 = pivot - (r1 - s1)            支撑二
support 3 = low - 2*(high - pivot)    支撑三
as you can see from the above formula, just by having the previous days high, low and close you eventually finish up with 7 points, 3 resistance levels, 3 support levels and the actual pivot point.
if the market opens above the pivot point then the bias for the day is for long trades as long as price remains above the pivot point. if the market opens below the pivot point then the bias for the day is for short trades as long as the market remains below the pivot point.
the three most important pivot points are r1, s1 and the actual pivot point.
如果市场在轴心价位以上开盘,并维持在pivot之上,当天总体倾向做多,反正看空。
the general idea behind trading pivot points is to look for a reversal or break of r1 or s1. by the time the market reaches r2,r3 or s2,s3 the market will already be overbought or oversold and these levels should be used for exits rather than entries.
这当天中r1,s1最为重要,如果支撑不住则就会继续发展。
a perfect set up would be for the market to open above the pivot level and then stall slightly at r1 then go on to r2. you would enter on a break of r1 with a target of r2 and if the market was really strong close half at r2 and target r3 with the remainder of your position. 比较理想的状态是开盘于pivot上方,然后越过r1,朝r2走。如果突破r1,则入场做多,r2是第一目标价位,如果市场足够强,则留一部分头寸到r3出局。
this all looks pretty straight forward. 看起来如此直接了当?
unfortunately life is not that simple and we have to deal with each trading day the best way we can. i have picked a day at random from last week and what follows are some ideas on how you could have traded that day using pivot points. 可惜生活不是这样简单,我们必须把日内交易做得最佳即可。下面是随机选出的一天,看怎么进行交易。
on the 12th august 04 the euro/dollar (eur/usd) had the following:
high - 1.2297
low - 1.2213
close - 1.2249
this gave us:
resistance 3 = 1.2377
resistance 2 = 1.2337
resistance 1 = 1.2293
pivot point = 1.2253
support 1 = 1.2209
support 2 = 1.2169
support 3 = 1.2125
have a look at the 5 minute chart below
the green line is the pivot point. the blue lines are resistance levels r1,r2 and r3. the red lines are support levels s1,s2 and s3. 的确是一个非常满意的交易日。在pivot下方开盘但受到s2的支撑然后上破pivot,突破r1,我们入场,在r2和r3分别平了我们的头寸。
there are loads of ways to trade this day using pivot points but i shall walk you through a few of them and discuss why some are good in certain situations and why some are bad. 有许多种pivot交易方法。以下只谈几种。
the breakout trade 突破交易法
at the beginning of the day we were below the pivot point, so our bias is for short trades. 开盘在pivot下方,所以我们倾向于做空。

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