Summary
FibonacciPivotPoints is RTTA's streaming Fibonacci pivot set. Levels for the
current bar come from the previous bar's high, low, and close: a classic mid
pivot plus support/resistance at \(0.382\), \(0.618\), and \(1.0\) of the
previous range.
Update API
result = rtta.FibonacciPivotPoints(fillna=True).update(high, low, close)
# result.pp, result.r1, result.r2, result.r3, result.s1, result.s2, result.s3
The first bar only seeds previous HLC. With fillna=True, all seven fields
return that bar's close; with fillna=False, they return NaN.
Theory Of Operation
Fibonacci pivots combine the classic central pivot with Fibonacci retracement ratios applied to the prior session's range. Traders treat R1–R3 / S1–S3 as intraday support and resistance. RTTA computes levels from the prior completed bar only, then advances previous HLC to the current bar — the same streaming pattern as classic, Woodie, and Camarilla pivots.
Recurrence
Let \(H_{t-1}, L_{t-1}, C_{t-1}\) be the previous bar's high, low, and close, and let \(R = H_{t-1} - L_{t-1}\).
After emitting levels, RTTA sets previous HLC to the current bar's \(H_t, L_t, C_t\).
Implementation Notes
The recurrence is implemented in src/rtta/indicator.cpp in
class FibonacciPivotPoints. The result type is PivotPointsResult with fields
pp, r1, r2, r3, s1, s2, s3.