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Date/Time: Tue, 23 Apr 2024 10:08:07 +0000



[User Discussion] - Pivot Point - Variable Period Incorrect Output

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[2013-04-09 00:02:09]
User22396 - Posts: 191
I am sure this has been beaten to death but this study does not display correctly...

using ES pit session the 3 day rolling pivot for today Monday 8apr is 1548.50 using 3d hi=1566.25, 3d lo= 1533.25, and 3d last (fri pit last)=1546...(1566.25+1533.25+1546)/3 =1548.5 the pivot variable study shows the same=1548.5

friday 5apr
3d hi=1568.00, 3d lo=1544.00, 4apr pit last=1554.75
pivot =(1568.00+1544.00+1554.75)/3=1555.58 while the pivot point variable shows 1561.58 which seems to be carried over from wens 3apr?

thurs 4apr
3hi=1568 3lo=1544 3apr pit last=1548.25
pivot(1568+1544+1548.25)/3=1553.42 while the pivot variable study displays 1561.58 still carried over from wens apr3

wens 3apr
3hi=1568 3lo=1552.5 2apr pit last=1564.25
pivot (1568+1552.5+1564.25)/3=1561.58 ...NOW the pivot variable period matches

tues 2apr pivot is 1555.42 while the pivot variable has 1560.67 same as monday 1apr
mon 1apr pivot 1557.75 while the pivot variable has 1560.67

The study is not using the data correctly....can someone please fix?

Thanks
b


[2013-04-09 00:09:49]
User22396 - Posts: 191
for tomorrow 9apr the 3day rolling pivot for ES pit session should be

3d hi 1560.50
3d lo 1533.25
3d pit last 1559 (mon 8apr last)
(1560.5+1533.25+1559)/3=1550.92
[2013-04-09 00:33:05]
Sawtooth - Posts: 3976
Take a look at this thread on the old board:
http://www.sierrachart.com/supportboard/showthread.php?t=40871

Go to post #15.
[2013-04-09 00:47:50]
User22396 - Posts: 191
yup found your various pivot spreadsheets...thanks

I am hoping they can fix the pivots variable study so can forward project the right outputs


[2013-04-09 01:43:19]
Sierra Chart Engineering - Posts: 104368
Please provide us a Chartbook which contains the Pivot Points-Variable Period study so we can test this. The Chartbook should only contain one single chart. Instructions:
https://www.sierrachart.com/index.php?l=PostingInformation.php#AttachFile

It would be best if you provide us an image of the chart and then point out visually where in the chart the problem is.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-04-09 02:05:35]
User22396 - Posts: 191
http://www.sierrachart.com/image.php?l=1365473107128.png

[2013-04-09 02:12:25]
User22396 - Posts: 191
chartbook and spreadsheet attached

tomgilb hopefully you are ok with me uploading your spreadsheet...my apologies if you are not I will delete asap
attachmentPivot.cht - Attached On 2013-04-09 02:10:53 UTC - Size: 35.56 KB - 768 views
attachmentACD nDay Rolling Pivots.scwbf - Attached On 2013-04-09 02:10:59 UTC - Size: 97.44 KB - 769 views
[2013-04-09 02:16:57]
User22396 - Posts: 191
my apologies but the example chartbook I uploaded has the wrong pit session end time for ES but that does change the mismatching...
[2013-04-09 02:31:25]
User22396 - Posts: 191
does NOT change the mismatching...lol...sorry
Date Time Of Last Edit: 2013-04-09 02:31:37
[2013-04-10 01:49:14]
User22396 - Posts: 191
was what i uploaded the proper attachments?
[2013-04-10 03:16:44]
Sierra Chart Engineering - Posts: 104368
There is a misunderstanding as to what the study is designed to do. The lines you show from the spreadsheet study do not even look valid and are inconsistent with how the Pivot Points-Variable Period study is designed. The Pivot Point calculation you have configured is based on an entire 3 calendar days and will be the same across those 3 days assuming all the days actually exist. Some of them are going to be weekends.

We do not have any further time to spend on this. This is now marked as a user discussion.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2013-04-10 03:20:11

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