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Intraday pivot points in thinkscript, specific timeframes
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Intraday pivot points in thinkscript, specific timeframes

  #1 (permalink)
Cookeville, TN
Trading Experience: Advanced
Platform: R|Trader, Thinkorswim
Favorite Futures: CL, RB, 6E, ZB, DX
Posts: 49 since Oct 2011
Thanks: 11 given, 16 received

Intraday pivot points in thinkscript, specific timeframes

Hello All,
I'm looking to create a basic Thinkscript study (or hire someone to code it up) for intraday Pivot Points (simple [H+L+C]/3) derived from discrete timeframes during the day. Twelve distinct timeframes would be defined in the script (e.g. 05:00-06:30) and a Pivot Point value for each would be calculated and plotted (shown as carried forward from start to end of next successive PP timeframe) on the chart.

There's a script on, called "Variable Lookback Pivot" (can't link to it here since I'm a n00b) which appears to be a decent starting point, but I'm not sure of how to define the timeframes...

I've gone into Thinkorswim's help site ( as well, most relevant content (I think) for setting up definitions of timeframes as "AggregationPeriod" and "Referencing-Secondary-Aggregation" (again, can't link).

Can anyone assist with outlining the basic steps and functions to use?

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