/**
* Camarilla Pivot Points Indicator
* Calculates support and resistance levels using Camarilla equations
*/
export interface CamarillaPivotData {
// Main pivot point
pivot: number
// Resistance levels (R1-R5)
r1: number
r2: number
r3: number
r4: number
r5: number
// Support levels (S1-S5)
s1: number
s2: number
s3: number
s4: number
s5: number
// Current price position
position: 'above_r5' | 'between_r4_r5' | 'between_r3_r4' | 'between_r2_r3' | 'between_r1_r2' |
'between_pp_r1' | 'at_pp' | 'between_pp_s1' | 'between_s1_s2' | 'between_s2_s3' |
'between_s3_s4' | 'between_s4_s5' | 'below_s5'
// Nearest levels
nearestResistance: number | null
nearestSupport: number | null
distanceToResistance: number
distanceToSupport: number
// Trading signals based on level breaks
bullishBreakout: boolean
bearishBreakout: boolean
// Level strength
levelStrength: 'weak' | 'moderate' | 'strong' | 'very_strong'
// Target levels for breakouts
breakoutTarget: number | null
}
/**
* Calculate Camarilla Pivot Points
* @param high Previous period's high price
* @param low Previous period's low price
* @param close Previous period's close price
* @param currentPrice Current price (optional, for position analysis)
* @returns CamarillaPivotData object
*/
export function calculateCamarillaPivots(
high: number,
low: number,
close: number,
currentPrice?: number
): CamarillaPivotData {
// Calculate range
const range = high - low
// Calculate pivot point
const pivot = (high + low + close) / 3
// Calculate resistance levels
const r1 = close + (range * 1.1 / 12)
const r2 = close + (range * 1.1 / 6)
const r3 = close + (range * 1.1 / 4)
const r4 = close + (range * 1.1 / 2)
const r5 = close + (range * 1.1 / 1.5) // Extended projection
// Calculate support levels
const s1 = close - (range * 1.1 / 12)
const s2 = close - (range * 1.1 / 6)
const s3 = close - (range * 1.1 / 4)
const s4 = close - (range * 1.1 / 2)
const s5 = close - (range * 1.1 / 1.5) // Extended projection
// Determine position if current price is provided
let position: CamarillaPivotData['position'] = 'at_pp'
let nearestResistance: number | null = null
let nearestSupport: number | null = null
let distanceToResistance = 0
let distanceToSupport = 0
if (currentPrice) {
if (currentPrice > r5) {
position = 'above_r5'
nearestResistance = null
nearestSupport = r5
distanceToResistance = 0
distanceToSupport = ((currentPrice - r5) / currentPrice) * 100
} else if (currentPrice > r4) {
position = 'between_r4_r5'
nearestResistance = r5
nearestSupport = r4
distanceToResistance = ((r5 - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - r4) / currentPrice) * 100
} else if (currentPrice > r3) {
position = 'between_r3_r4'
nearestResistance = r4
nearestSupport = r3
distanceToResistance = ((r4 - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - r3) / currentPrice) * 100
} else if (currentPrice > r2) {
position = 'between_r2_r3'
nearestResistance = r3
nearestSupport = r2
distanceToResistance = ((r3 - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - r2) / currentPrice) * 100
} else if (currentPrice > r1) {
position = 'between_r1_r2'
nearestResistance = r2
nearestSupport = r1
distanceToResistance = ((r2 - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - r1) / currentPrice) * 100
} else if (currentPrice > pivot) {
position = 'between_pp_r1'
nearestResistance = r1
nearestSupport = pivot
distanceToResistance = ((r1 - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - pivot) / currentPrice) * 100
} else if (currentPrice < pivot && currentPrice > s1) {
position = 'between_pp_s1'
nearestResistance = pivot
nearestSupport = s1
distanceToResistance = ((pivot - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - s1) / currentPrice) * 100
} else if (currentPrice > s2) {
position = 'between_s1_s2'
nearestResistance = s1
nearestSupport = s2
distanceToResistance = ((s1 - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - s2) / currentPrice) * 100
} else if (currentPrice > s3) {
position = 'between_s2_s3'
nearestResistance = s2
nearestSupport = s3
distanceToResistance = ((s2 - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - s3) / currentPrice) * 100
} else if (currentPrice > s4) {
position = 'between_s3_s4'
nearestResistance = s3
nearestSupport = s4
distanceToResistance = ((s3 - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - s4) / currentPrice) * 100
} else if (currentPrice > s5) {
position = 'between_s4_s5'
nearestResistance = s4
nearestSupport = s5
distanceToResistance = ((s4 - currentPrice) / currentPrice) * 100
distanceToSupport = ((currentPrice - s5) / currentPrice) * 100
} else {
position = 'below_s5'
nearestResistance = s5
nearestSupport = null
distanceToResistance = ((s5 - currentPrice) / currentPrice) * 100
distanceToSupport = 0
}
}
// Determine breakout signals
const bullishBreakout = currentPrice ? currentPrice > r4 : false
const bearishBreakout = currentPrice ? currentPrice < s4 : false
// Assess level strength based on range
let levelStrength: 'weak' | 'moderate' | 'strong' | 'very_strong' = 'moderate'
const rangePercent = (range / close) * 100
if (rangePercent < 1) {
levelStrength = 'weak'
} else if (rangePercent > 3) {
levelStrength = 'very_strong'
} else if (rangePercent > 2) {
levelStrength = 'strong'
}
// Calculate breakout targets
let breakoutTarget: number | null = null
if (bullishBreakout) {
breakoutTarget = r5
} else if (bearishBreakout) {
breakoutTarget = s5
}
return {
pivot,
r1, r2, r3, r4, r5,
s1, s2, s3, s4, s5,
position,
nearestResistance,
nearestSupport,
distanceToResistance,
distanceToSupport,
bullishBreakout,
bearishBreakout,
levelStrength,
breakoutTarget
}
}
/**
* Get Camarilla pivot signal
* @param pivots CamarillaPivotData object
* @returns Trading signal
*/
export function getCamarillaSignal(pivots: CamarillaPivotData): 'buy' | 'sell' | 'neutral' {
const { position, bullishBreakout, bearishBreakout, levelStrength } = pivots
// Strong breakout signals
if (bullishBreakout && levelStrength === 'strong') {
return 'buy'
} else if (bearishBreakout && levelStrength === 'strong') {
return 'sell'
}
// Position-based signals for mean reversion
if (position === 'above_r5') {
return 'sell' // Extreme overbought
} else if (position === 'below_s5') {
return 'buy' // Extreme oversold
} else if (position === 'between_r4_r5' || position === 'between_s4_s5') {
// Near breakout levels - wait for confirmation
return 'neutral'
}
// Bounce signals from key levels
if (position === 'between_pp_r1' || position === 'between_pp_s1') {
return 'neutral' // Too close to pivot
}
return 'neutral'
}
/**
* Calculate Camarilla pivots for multiple timeframes
* @param dailyHigh Daily high
* @param dailyLow Daily low
* @param dailyClose Daily close
* @param currentPrice Current price
* @param intradayHigh Current intraday high (optional)
* @param intradayLow Current intraday low (optional)
* @returns Combined pivot analysis
*/
export function calculateMultiTimeframeCamarilla(
dailyHigh: number,
dailyLow: number,
dailyClose: number,
currentPrice: number,
intradayHigh?: number,
intradayLow?: number
): {
daily: CamarillaPivotData
intraday?: CamarillaPivotData
combinedSignal: 'buy' | 'sell' | 'neutral'
confluence: boolean
} {
const daily = calculateCamarillaPivots(dailyHigh, dailyLow, dailyClose, currentPrice)
let intraday: CamarillaPivotData | undefined
if (intradayHigh && intradayLow) {
// Use current price as close for intraday calculation
intraday = calculateCamarillaPivots(intradayHigh, intradayLow, currentPrice, currentPrice)
}
// Determine combined signal
const dailySignal = getCamarillaSignal(daily)
const intradaySignal = intraday ? getCamarillaSignal(intraday) : 'neutral'
let combinedSignal: 'buy' | 'sell' | 'neutral' = 'neutral'
if (dailySignal === intradaySignal && dailySignal !== 'neutral') {
combinedSignal = dailySignal
} else if (dailySignal !== 'neutral') {
combinedSignal = dailySignal // Favor daily signal
} else if (intradaySignal !== 'neutral') {
combinedSignal = intradaySignal
}
// Check for confluence (price at same level on multiple timeframes)
const confluence = intraday ? checkPivotConfluence(daily, intraday, currentPrice) : false
return {
daily,
intraday,
combinedSignal,
confluence
}
}
/**
* Helper function to check pivot confluence
*/
function checkPivotConfluence(
daily: CamarillaPivotData,
intraday: CamarillaPivotData,
currentPrice: number
): boolean {
const tolerance = 0.001 // 0.1% tolerance
// Check if current price is near a pivot level on both timeframes
const dailyLevels = [daily.r1, daily.r2, daily.r3, daily.r4, daily.pivot, daily.s1, daily.s2, daily.s3, daily.s4]
const intradayLevels = [intraday.r1, intraday.r2, intraday.r3, intraday.r4, intraday.pivot, intraday.s1, intraday.s2, intraday.s3, intraday.s4]
for (const dailyLevel of dailyLevels) {
for (const intradayLevel of intradayLevels) {
if (Math.abs(dailyLevel - intradayLevel) / dailyLevel < tolerance) {
// Levels are close, check if current price is near this confluence
if (Math.abs(currentPrice - dailyLevel) / currentPrice < 0.005) { // Within 0.5%
return true
}
}
}
}
return false
}
/**
* Get Camarilla pivot interpretation
* @param pivots CamarillaPivotData object
* @returns Human-readable interpretation
*/
export function getCamarillaInterpretation(pivots: CamarillaPivotData): string {
const { position, levelStrength, bullishBreakout, bearishBreakout, breakoutTarget } = pivots
let interpretation = `Camarilla Pivots - Position: ${position.replace('_', ' ').toUpperCase()}`
if (bullishBreakout) {
interpretation += ` - Bullish breakout above R4`
if (breakoutTarget) {
interpretation += ` - Target: ${breakoutTarget.toFixed(4)}`
}
} else if (bearishBreakout) {
interpretation += ` - Bearish breakout below S4`
if (breakoutTarget) {
interpretation += ` - Target: ${breakoutTarget.toFixed(4)}`
}
} else {
interpretation += ` - ${levelStrength} level strength`
}
return interpretation
}
