QuantNomad

QuantNomad - Significant Pivot Reversal Strategy

I'm working on improving the Pivot Points Reversal Strategy.
As one of the ways to filter out insignificant levels I decided to check that pivot point is not above/below neighbors, but check that it's above/below at least by a certain amount.
I use ATR, so in params, you can set length of ATR and also ATR multiplier. The new level will be calculated only if PP will be above/below neighbors by atr * atr_mult.
It seems this approach might help in some cases.

Here I have PivotPoint + RSI strategy:

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Published alerts for this strategy:
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will it work in 1 minute interval for bank nifty
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QuantNomad scsubudhi
@scsubudhi, Hey dude, code is open you can check that yourself.
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scsubudhi QuantNomad
@QuantNomad, thanks sir
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can i apply it
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Hi, is there any chance to add alerts to this strategy?
Appreciate your help.
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QuantNomad santro_trade
@santro_trade, Hi, will publish alerts for this strategy in few days
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