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Roberto

Camarilla calculations not correct for IBKR

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Has anyone done their Camarilla calculations by hand and compared them to on screen values?

My calculations don't agree with IBKR, I'd like to know if anyone else has seen this....

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I've noticed that they can be different in TradingView and ThinkorSwim, versus IBKR. Still, I think IBKR calculates them the same as DAS when it's paired with IBKR. At least my IBKR levels match Thor's.

I think it has to do with the extended hours data each platform uses. I find that IBKR's levels work well for me. In the Pivot Boss book, Frank Ochoa says that levels based off regular hours and extended hours both work well.

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I've found the numbers to inconsistent to the point of being unreliable.  The best answer I've gotten from a trading platform so far is that it's possible not to get every single order from every exchange in the database, in which case a H/L could be off...

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