I am hoping someone here can help.
I am looking for an inidicator for NT that would look at the previous pivots, say for a given day(s) and be able to display, just the average range from the pivot high and low.... For example, if I see 3 clear pivots on a 15 minute bar in the past day, each having a range from high pivot to low pivot of 13, 18, 15, then all I am looking for is this indicator to display (or plot) the average (here would be 15.333)...
Broker/Data: Multiple broker + Multiple feed (for access to specific exchanges)
Favorite Futures: European Indices, Precious Metals, Energy
Posts: 423 since Dec 2013
Thanks: 204 given,
Have you looked at Fibonacci, I tend to plot these myself rather than use a package, but their are a few Fibonacci cluster tools that might work well in defining ranges for you. Have look, I hope that was useful.