PivotPoint Formulas: Time of Change

[Lancer]

Jason,

1. Are there specific symbols that generate these errors?
I've seen the errors on ES #F, NQ #F, QQQ, and other charts, so it doesn't appear to be symbol-specific. The chart periodicity seems to make a difference though; e.g. different behavior on 3 min. vs. 13 min. chart.

2. What time template are you using and are there specific time templates that get the errors?
Time templates are 24 hrs 0:00 to 0:00, 5 days (3 min.) and 10 days (13 min. or 10 min.). I haven't tried any templates other than that.

3. What build number are you using?
Build 602

4. Is there a specific day of the week that generates the errors?
No specific day.

5. Are you able to reproduce any of the errors today?
The zero-value errors (all lines go to zero) occur at the time of pivot change, so there's no way to reproduce that. Maybe $Playback might do it by playing back data across the change time. Right now, today's charts are showing all pivots at zero after the 13:00 Pacific change. Reloading the pivots study causes today's pivot lines to change location, and results in no change to the zero-value lines after 13:00.

5a. If so, please give me a detailed step-by-step example of what you do that generates the error with the time template, symbol and interval. Post some images of the errors here.
The errors occur in real-time, so unless $Playback can setup the conditions, I don't see a way to reproduce the errors.

You can try this: Apply the pivots formula to a 1 min., 3 min., 10 min., 13 min., and 60 min chart so you can see the different behaviors on different period charts. Try symbols NQ #F and QQQ. Open the charts prior to the regular session open and note the pivot values. A while after the open, reload the formula or reload the symbol, and see the pivots change location on some charts. Later, do it again and see if there's any further change. At the end of the day (13:00 PT for Equities; 13:15 for index futures (13:30 to be sure to catch final settlement)), take a look at the charts and see lines go to zero at the pivots time change. Next day, same thing but don't reload formula or symbol, and just let the chart run through the change time and see lines go to zero. That's all I do to get the errors.

Thanks very much for your help.

[eSignal_JasonK]

Hello Lancer,

Thank you for the excellent details. I should be able to find the problem now. I'll do some testing with this sometime next week.

Have a good weekend.

[Lancer]

Hi Jason,

Just wanted to pass on some further information regarding misbehavior of the pivots formula.

I've noticed that on charts where the symbol is unchanged all day, at the pivot change time (e.g. 13:00 or 13:30 Pacific) all the pivot and HLC lines will drop to zero. If the symbol is changed in the chart sometime during the regular session, then the pivots will not drop to zero at the pivot change time. Today for example, on one set of charts I changed index futures symbols at 12:45, following that, at the 13:30 pivot change time, all pivots changed levels and displayed correctly. On another set of charts, I did not change symbols all day, and pivots on those charts all dropped to zero at the pivot change time.

Very curious behavior. I hope this helps find the problem.

Thanks.

[eSignal_JasonK]

Hello Lancer,

Here's an update on the situation. Unfortunately, I've yet to recreate the zero lines bug. I've tried several of your scenarios over the past several days and the change over at 1330 is working fine. I'm beginning to think that this problem is unrelated to the EFS code. I recall a while back a similar situation with another client. The end solution was to create a brand new chart to override the old chart file. The fact that some of your charts work fine and others don't makes me wonder if you are experiencing the same problem. Before creating fresh chart files for your layout, I'd like to test the formula using your specific layout (or page). Please publish your page using the "Publish Page to File Share" icon. Be sure to check the box to include any EFS files running in your charts.



If you don't have a file share group, you can publish it to my "JasonK Formulas" group. You'll need to subscribe to it first.
JasonK Formulas Group

After that, then remove all your charts from your layout, create new charts and resave your layout. Test the formula with the new charts and let me know if you are able to reproduce the zero lines still. In the mean time, I'll continue to test on my end as well.

By the way, I made a small modification to the formula to allow us to test the change over throughout the day and not just at 1330. In the attached file, I've setup a user input, EndTime, so that we can change the EndTime for the change over through the "Edit Studies" option. Enter 700, 702, 930 or 1100, etc. The default is set to 1330.

Have a safe weekend.