Fills at the next bar's open, 10bps per side for fees and slippage. Single series, in-sample — treat as indicative, not as a promise.
A low win rate here is correct. This system pays through asymmetry, not hit rate. Tightening the trail raises the win rate and lowers the return — that is the trade Livermore spent the book warning about.
Paste CSV or TSV with a header row containing open, high, low and close. A date column is optional.
To wire this to live data, run livermore_api.py and point the page at
/api/read?symbol=…. The API, the MCP server and the Pine scripts all run the same
rules, so the chart, the bot and the website cannot disagree about the signal.
The same logic as this page, as TradingView scripts: Livermore Pivotal Point plots the pivotal-point rules, indicator and strategy versions.