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Pivot Point — pivotpoint

Classic floor-trader pivot points calculated from the previous bar's high, low, and close. Provides a central pivot level plus two support and two resistance levels.

Inputs: [high, low, close] | Options: none | Outputs: [pivot, r1, s1, r2, s2]

Basic

use tulip_rs::indicators::pivotpoint::indicator;

let inputs = [high.as_slice(), low.as_slice(), close.as_slice()];
let (outputs, _) = indicator(&inputs, &[], None).unwrap();

println!("Pivot: {:?}", outputs[0]);
println!("R1:    {:?}", outputs[1]);
println!("S1:    {:?}", outputs[2]);
println!("R2:    {:?}", outputs[3]);
println!("S2:    {:?}", outputs[4]);

import numpy as np
import tulip_rs

high  = np.array([82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00], dtype=np.float64)
low   = np.array([81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11], dtype=np.float64)
close = np.array([81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36], dtype=np.float64)

outputs, state = tulip_rs.indicators.pivotpoint.indicator([high, low, close], [])

print(f"Pivot: {outputs[0]}")
print(f"R1:    {outputs[1]}")
print(f"S1:    {outputs[2]}")
print(f"R2:    {outputs[3]}")
print(f"S2:    {outputs[4]}")

import * as ti from 'tulip-rs-node';

const high  = [82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00, 85.90, 86.58, 86.98, 88.00, 87.87];
const low   = [81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11, 84.03, 85.39, 85.76, 87.17, 87.01];
const close = [81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29];

const [outputs, state] = ti.pivotpoint.indicator([high, low, close], []);
console.log('Pivot:', outputs[0]);
console.log('R1:',   outputs[1]);
console.log('S1:',   outputs[2]);
console.log('R2:',   outputs[3]);
console.log('S2:',   outputs[4]);

// State continuation
const n = high.length - 5;
const [, state2] = ti.pivotpoint.indicator([high.slice(0, n), low.slice(0, n), close.slice(0, n)], []);
const continued = state2.batchIndicator([high.slice(n), low.slice(n), close.slice(n)]);
console.log('Continued Pivot:', continued[0]);

import { init } from 'tulip-rs-wasm';
import * as ti from 'tulip-rs-wasm';

await init(); // bundler resolves the WASM asset automatically

const high  = [82.15, 81.89, 83.03, 83.30, 83.85, 83.90, 83.33, 84.30, 84.84, 85.00, 85.90, 86.58, 86.98, 88.00, 87.87];
const low   = [81.29, 80.64, 81.31, 82.65, 83.07, 83.11, 82.49, 82.30, 84.15, 84.11, 84.03, 85.39, 85.76, 87.17, 87.01];
const close = [81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29];

const [outputs, state] = ti.pivotpoint.indicator([high, low, close], []);
console.log('Pivot:', outputs[0]);
console.log('R1:',   outputs[1]);
console.log('S1:',   outputs[2]);
console.log('R2:',   outputs[3]);
console.log('S2:',   outputs[4]);

// State continuation
const n = high.length - 5;
const [, state2] = ti.pivotpoint.indicator([high.slice(0, n), low.slice(0, n), close.slice(0, n)], []);
const continued = state2.batchIndicator([high.slice(n), low.slice(n), close.slice(n)]);
console.log('Continued Pivot:', continued[0]);

SIMD

By assets — same options, N assets in parallel:

use tulip_rs::indicators::pivotpoint::indicator_by_assets;

let inputs: [&[&[f64]; 3]; 4] = [
    &[h1.as_slice(), l1.as_slice(), c1.as_slice()],
    &[h2.as_slice(), l2.as_slice(), c2.as_slice()],
    &[h3.as_slice(), l3.as_slice(), c3.as_slice()],
    &[h4.as_slice(), l4.as_slice(), c4.as_slice()],
];
let results = indicator_by_assets::<4>(&inputs, &[], None).unwrap();
// results[i][0] = pivot, [1] = R1, [2] = S1, [3] = R2, [4] = S2 for asset i

This indicator has no options, so by-options SIMD does not apply.

By assets — same options, N assets in parallel (must be 2, 4, 8, or 16):

simd_inputs = [[h1, l1, c1], [h2, l2, c2], [h3, l3, c3], [h4, l4, c4]]
outputs_list, states = tulip_rs.indicators.pivotpoint.simd_by_assets(simd_inputs, [])
# outputs_list[i][0] = pivot, [1] = R1, [2] = S1, [3] = R2, [4] = S2 for asset i

This indicator has no options, so by-options SIMD does not apply.

By assets — applied to 4 assets in parallel:

const simdInputs = [
    [[...high], [...low], [...close]],
    [high.map(v => v * 1.1), low.map(v => v * 1.1), close.map(v => v * 1.1)],
    [high.map(v => v * 0.9), low.map(v => v * 0.9), close.map(v => v * 0.9)],
    [high.map(v => v * 1.02), low.map(v => v * 1.02), close.map(v => v * 1.02)],
];
const [results] = ti.pivotpoint.simdByAssets(simdInputs, []);
// results[i][0] = pivot, [1] = R1, [2] = S1, [3] = R2, [4] = S2 for asset i
results.forEach((out, i) => console.log(`Asset ${i + 1} Pivot:`, out[0], 'R1:', out[1], 'S1:', out[2]));

This indicator has no options, so by-options SIMD does not apply.