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[User Discussion] - Rolling Pivot/Spreadsheet - Shift Issue

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[2014-12-15 01:31:22] #1 [Go To First Post]
OneMoreTick - Posts: 79
Attached is a chartbook for 3 and 5 day rolling pivots in ES which are set to shift at the session close of each day (set for 14:15pm on these charts - I'm in Pacific time). The problem is that at the end of Friday, they don't shift. The next shift after Fri always occurs Monday at 11am, so the pivots are always wrong at the end of Fri until the end of Mon.


ES Cycles.cht - Attached On 2014-12-15 01:30:50 UTC - Size: 107.19 KB - 312 views ES 3-5 DayPiv.scwbf - Attached On 2014-12-15 01:30:55 UTC - Size: 22.36 KB - 328 views

[2014-12-15 13:57:09] #2 [Go To First Post]
Sawtooth - Posts: 3995
What are your session times on each of the 3 charts?

[2014-12-15 14:24:15] #3 [Go To First Post]
OneMoreTick - Posts: 79
Start: 15:00 Close: 14:15

[2014-12-16 01:51:42] #4 [Go To First Post]
Sawtooth - Posts: 3995
Since the session times span two dates, causing the source 1-0-0 chart to have date stamps missing Friday but including Sunday, the overlaid values on the destination charts (which has Fridays and no Sundays) do not track well. If you apply my original INDEX(MATCH()) solution directly on the 0-60-0 charts, with a newer K3 formula for 0-n-0 charts, there is no problem with Mondays. And there is no need to overlay from a 1-0-0 chart. See attached for a comparison. I think the spreadsheet can be made to do what you want.


ES Cycles2.cht - Attached On 2014-12-16 01:43:52 UTC - Size: 125.88 KB - 337 views ES 3-5 DayPiv2.scwbf - Attached On 2014-12-16 01:44:38 UTC - Size: 196.57 KB - 331 views

[2014-12-16 23:23:36] #5 [Go To First Post]
OneMoreTick - Posts: 79
Fantastic, thank you!!

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