Optimal Pivots are back-tested with on screen statistics

Optimal Pivots

Optimal Pivots plots classic floor trader pivots onto your chart –but with a twist!

Each pivot level and yesterday’s High/Low/Close comes with two market statistics appended: the Touch Rate and the Close Rate.

Touch rate (T) = the percentage of prior sessions that touched each level

Close rate (C) = the percentage of prior sessions that closed within each pivot zone

Derived from opening gap analysis of the US equities session over the last 10 years, these metrics bring the power of historical probability to today’s chart in a way that’s super easy to understand.

NinjaTrader chart showing Optimal Pivots with touch and close rates

Knowing where the market has tended to move to in similar situations is a hugely insightful piece of information which makes building an objective, empirical framework for every trading session straightforward.

Specifically, Optimal Pivots can help you

Hold profitable trades to historically high probability touch levels
Fade moves from low probability areas
Avoid fading moves before high probability levels have been touched
Identify areas where the session most frequently closed

NinjaTrader chart showing Optimal Pivots with touch and close rates with possible trading approach

Optimal Pivots is available for ES, NQ and YM. Simply select your desired market from the dropdown box:

NinjaTrader Data Series properties box for Optimal Pivots showing user options

Strategy Compatible

All the outputs in Optimal Pivots are callable in strategy builder or NinjaScript:

Pivot levels and prior H/L/C levels
Touch rate % of pivot levels
Touch rate % of prior H/L/C
Pivot with highest % touch rate in each session
Prior H/L/C with highest % touch rate in each session

Using these outputs it is relatively simple to build and test pivot point based strategies without complex coding.

Embrace 10 years of market statistics -plotted direct on your chart.

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Risk Disclosure –Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results.

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