OPEN-SOURCE SCRIPT

Previous Day Pivot Path - Intraday Support Resistance

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Previous Day Pivot Path - Intraday Support Resistance

Overview

Previous Day Pivot Path is an intraday reference-level study built from the confirmed OHLC values of the previous selected trading day. It plots the current day's central pivot and support/resistance levels, then records the first chart bar in which each level is reached and assigns a compact arrival rank.

The script is intended for traders and researchers who want to identify the current day's mathematically derived reference levels without converting them into buy/sell instructions. It does not predict whether a level will hold or break, and it does not present win-rate, profitability, or performance claims.

What makes this implementation different

1. First-arrival path instead of static lines only

Each tracked level begins the day as pending. When the selected price source first reaches it, the script records an arrival rank and can place a numbered badge at the corresponding time.

If more than one previously unreached level is reached in the same chart bar, those levels receive the same rank. OHLC bars do not reveal the true tick-by-tick order inside that bar, so the script deliberately avoids inventing an intrabar sequence that the available data cannot prove.

2. Reached-level fading and next-level focus

Reached levels can fade automatically. The nearest unreached level can receive stronger line emphasis and an optional translucent focus halo. After all displayed levels have been reached, the focus can fall back to the nearest level or remain inactive.

This visual hierarchy separates completed parts of the day's path from levels that remain unvisited, while preserving the exact horizontal prices.

3. Confirmed previous-day data

All daily formula inputs are requested from the last completed daily bar. Open time, close time, open, high, low, and close are all offset by one daily bar before they are used. The current developing daily high, low, or close is never used in the pivot formulas.

The script also checks that the completed daily session is chronologically aligned with the selected intraday source day before it initializes new levels or arrival events.

4. Source-session freshness protection

Three OHLC source modes are available:

- Automatic: uses chart-context OHLC on standard candles and standard-symbol OHLC on non-standard charts.
- Chart context: preserves the chart's ticker modifiers, session, adjustment, and chart-type context.
- Standard symbol: removes non-standard ticker modifiers and uses standard market OHLC.

When the selected standard source has no bar aligned with the current chart timestamp, the script does not reuse an old forward-filled OHLC value. Arrival events pause, and existing drawings remain fixed at the last valid source bar until aligned data becomes available again.

5. Session-aware day handling

The script uses a trading-day key suitable for markets whose sessions cross midnight. This prevents a simple calendar-date change from being treated as the session boundary on many overnight Forex and futures markets.

If the first loaded dataset begins after the selected source day's opening bar, the earlier first-arrival sequence is unknowable. For that one partial day, arrival tracking and open-dependent features are conservatively bypassed rather than reconstructed from incomplete history.

6. Time-anchored persistent drawings

Persistent lines, boxes, right-edge labels, and arrival badges use UNIX-time coordinates. This avoids relying on very old bar_index coordinates on dense second charts and keeps historical drawings independent of the number of bars elapsed since their creation.

7. Multiple formula families plus an editable research mode

The script includes:

- Traditional
- Classic
- Fibonacci
- Camarilla
- Custom research

The custom mode lets users select the pivot center and edit three previous-range multipliers. The multipliers are sorted from smallest to largest before assignment to R1/S1, R2/S2, and R3/S3.

8. Price-grid and duplicate-level controls

Calculated levels can remain raw, round to the nearest minimum tick, or round outward so resistance is rounded upward and support downward. When rounding produces the same price for multiple logical levels, the script can merge them into one line and one badge with a combined code such as P/R1.

9. Researchable arrival definitions

Users can define a first arrival with:

- Wick range
- Candle body range
- Confirmed close crossing

Optional tolerance can be exact, a number of ticks, or a percentage of the previous-day range. Gap crossings can be counted or ignored. Arrival ranking can follow only displayed levels, the selected depth, or all levels produced by the formula.

10. Deliberate chart hygiene

The default presentation prioritizes P, R1/S1, and then outer levels through width, line style, transparency, and optional reached-level fading. Right-edge labels support automatic text contrast and horizontal lane staggering when prices are close.

Optional context references include:

- Central Pivot Range (CPR)
- Previous-day high and low (PDH/PDL)
- Previous-day close (PDC)
- Current selected-source day open
- Opening bracket between the nearest displayed levels above and below the day open
- Compact session brief

All context elements can be disabled independently.

Formula reference

Let O, H, L, and C be the confirmed previous selected daily bar, and let Range = H - L.

Traditional

P = (H + L + C) / 3
R1 = 2P - L
S1 = 2P - H
R2 = P + Range
S2 = P - Range
R3 = H + 2(P - L)
S3 = L - 2(H - P)

Classic

P = (H + L + C) / 3
R1 = 2P - L
S1 = 2P - H
R2 = P + Range
S2 = P - Range
R3 = P + 2Range
S3 = P - 2Range

Fibonacci

P = (H + L + C) / 3
R1/S1 = P +/- 0.382 x Range
R2/S2 = P +/- 0.618 x Range
R3/S3 = P +/- 1.000 x Range

Camarilla

P = (H + L + C) / 3
R1/S1 = C +/- 1.1 x Range / 12
R2/S2 = C +/- 1.1 x Range / 6
R3/S3 = C +/- 1.1 x Range / 4


Custom research

The center can be HLC3, HLCC4, OHLC4, midpoint, or previous close. Three editable multipliers are applied symmetrically to the previous-day range after being sorted from smallest to largest.

Arrival timing

Confirmed bar

This is the reproducible default. An arrival is recorded only after the chart bar is confirmed.

Live bar

Live timing is available for wick arrivals. Intrabar-persistent state latches a wick touch across realtime updates of the open bar. Because all levels first reached inside the same chart bar share one rank, the script does not claim a tick-level order that bar data cannot establish.

Body and close-cross modes automatically use confirmed bars to avoid transient open-bar signals.

Non-standard charts

Heikin-Ashi, Renko, Kagi, Line Break, Point & Figure, and Range bars can be synthetic or approximate. Automatic mode uses standard-symbol OHLC for the level and event source on non-standard charts, but arrival events are paused by default. Users can explicitly allow them for research after accepting the chart-type limitation.

The script is designed for time-based intraday charts. Tick charts and daily-or-higher charts are intentionally rejected with a visible notice rather than processed with ambiguous session assumptions.

Language and user interface

English is the default dynamic chart language. Selecting 日本語 changes dynamic labels, tooltips, safety notices, session-brief text, and language-aware alert() messages. Input names remain short bilingual labels so both English and Japanese users can configure the study.

Key Japanese UI translations:

未到達 = Pending
到達 = Reached
確定足 = Confirmed bar
ライブ・ヒゲ保持 = Live wick latch
前日値幅 = Prior range
次の未到達 = Next unreached
準備完了 = Ready
ソース足なし = Source bar unavailable
日次データ整合待ち = Aligning daily data
合成足イベント停止 = Synthetic events paused

International level codes such as P, R1, S1, PDH, and PDL remain unchanged in both languages.

Alerts

Neutral alert conditions are available for:

- Any pivot's first arrival
- P, R1, S1, R2, S2, R3, and S3 first arrivals
- Confirmed close crossing above or below P

An optional language-aware alert() call can include the reached level codes, shared rank, symbol, timeframe, and selected calculation method. Alerts describe observable level events only; they are not trade recommendations.

Suggested workflow

1. Use a standard candlestick intraday chart for the most direct interpretation.
2. Keep Automatic, Traditional, Nearest tick, Confirmed bar, and Wick for the conservative defaults.
3. Select the desired level depth and optional previous-day references.
4. Enable live timing only when intrabar wick monitoring is required.
5. Create alerts from the neutral first-arrival or confirmed P-cross conditions as needed.
6. Use Market Replay and several symbols/session types before relying on customized settings.

Important limitations

- A previous-day pivot is a mathematical reference, not a prediction that price will reverse or continue.
- Data vendors can revise historical bars, and exchange session definitions can differ across instruments.
- Standard-symbol mode can intentionally have no aligned bar outside its selected session. In that case, events pause instead of carrying stale OHLC forward.
- The first loaded partial source day cannot provide a complete earlier arrival sequence.
- A chart bar cannot prove the order of multiple level touches inside that bar; those first touches share one rank.
- Live wick tracking reacts to realtime updates. Reloaded historical bars contain finalized OHLC, not the original tick stream.
- Synthetic chart bars may not represent executable market prices. Arrival tracking on such charts is disabled by default.
- The study does not provide entries, exits, position sizing, stop placement, or performance statistics.


日本語説明

概要

Previous Day Pivot Pathは、選択したデータソースの確定済み前日OHLCから、当日のP・R・Sを自動計算して描画する日中足向けインジケーターです。

単に水平線を表示するだけではなく、各水準へ当日初めて到達したチャート足を記録し、到達順を番号で表示できます。売買推奨、勝率、収益性、将来予測を提示するものではなく、当日の数理的な節目と到達経路を研究するためのツールです。

主な特徴

初回到達経路

各水準は当日開始時に未到達状態となり、選択した価格ソースが初めて到達すると順位を記録します。同じチャート足の中で複数水準へ初回到達した場合、その足の内部順序はOHLCだけでは証明できないため、すべて同順位とします。

確定前日OHLC

日足リクエストでは、時刻・始値・高値・安値・終値のすべてを1本前へオフセットして使用します。形成中の日足高安や終値はピボット計算に使いません。

ソース欠損時の安全処理

標準銘柄ソースに現在時刻と一致する足がない場合、過去のOHLCを現在足へ持ち越して判定しません。到達イベントを停止し、既存描画を最終有効ソース足で固定します。

夜間市場を考慮した日付管理

Forexや先物など、セッションが日付をまたぐ市場に対応するため、単純なカレンダー日ではなく取引日キーを使用します。

秒足で古くなった描画への耐性

長期間保持する線、ボックス、到達バッジ、右端ラベルはUNIX時刻座標で管理します。高密度な秒足でも、古いbar_index座標による制限へ近づきにくい設計です。

5種類の計算方式

Traditional、Classic、Fibonacci、Camarilla、Custom researchを選択できます。Custom researchでは中心値と3つの前日値幅倍率を変更できます。

到達判定の研究性

ヒゲ、実体、確定終値通過から選択でき、許容幅は厳密一致、ティック数、前日値幅比率から設定できます。ギャップ通過を到達扱いにするかも切替可能です。

視認性

到達済み水準のフェード、最寄り未到達水準の強調、フォーカスハロー、自動文字コントラスト、近接ラベルの横方向段組みを実装しています。

CPR、前日高安、前日終値、当日始値、始値ブラケット、セッション概要は個別に表示・非表示を変更できます。

推奨初期設定

OHLC source Automatic
Pivot method Traditional
Level rounding Nearest tick
Arrival timing Confirmed bar
Arrival basis Wick
Touch tolerance Exact
Arrival universe Displayed levels
Synthetic chart events Off
Auto-stagger labels On
Auto contrast On
Focus halo On

ライブ中のヒゲ到達を監視するときだけ、Arrival timingをLive barへ変更してください。実体・終値通過は安全のため確定足判定になります。

言語切替

Language / 言語でEnglishまたは日本語を選択できます。日本語へ切り替えると、チャート上の動的ラベル、ツールチップ、安全性メッセージ、セッション概要、言語連動alert()が日本語になります。

P、R1、S1、PDH、PDLなどの国際共通コードは両言語で同じ表記です。

重要な注意事項

- ピボットは数理的な参照水準であり、反転やブレイクを保証しません。
- 読み込み初日が選択ソースの日中途中から始まる場合、それ以前の到達順は復元できないため、その日だけ経路追跡を停止します。
- 1本の足内で複数水準へ触れた正確な順序はOHLCから判定できないため、同順位になります。
- 標準銘柄ソースのセッション外では、古い価格を流用せず到達判定を停止します。
- Heikin-Ashi、Renko、Kagiなどの合成足では、到達イベントを既定で停止しています。
- Live barのヒゲ到達はリアルタイム更新に反応します。再読み込み後の履歴足には最終OHLCが残り、当時のティック列そのものは残りません。
- 本インジケーターはエントリー、決済、ストップ、ロット、成績表を提供しません。

Pernyataan Penyangkalan

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