Geeky Question on Pivot Tool

[mikesch]

I want to use the QC Pivot tool to draw the High and Low price lines from the overnight Globex ES session and project those Globex High and Low lines onto the subsequent day's RTH session chart.

1) So started with a 1-minute All Sessions ES #F chart.
2) Then I went into the Pivot tool and entered pivot calculation times FROM 4:30 PM TO 9:30 AM to specify the Globex session.
3) Then I selected Yest High and Yest Low.
4) Then clicked OK.

No lines. Nothing . Anywhere on the chart.

So, just to see what would happen, I went back to the standard Open and Close choices for the pivot calculation times, and the lines show up, but they start at 12:00 AM and end at 11:59:59 PM of each day.

Since the session times that determine the correct period to select High and Low values from don't start or end at Midnight, this makes me wonder if there is something that I don't understand about how to get the Pivot Tool to properly recognize the Globex session Start and End times.

Anyone have any ideas?

[mikesch]

After fooling around with this a little more, I can see the problem.

The Pivot tool time calculation function doesnt accept a time span that crosses over a day boundary.

If you start your time span at 12:00 AM or later, it knows how to work with that. If you wanted to capture the Globex session after 12:00 AM, it would work.

However, if you want to evaluate the entire overnight session from start to finish, it can't deal with it.

Jay, Mike Condra, think we could add some logic to this tool so it can evaluate Highs and Lows for the entire Globex session time span, even though it begins in one day ends in another day?

[JayF]

Mike,

I agree. The pivot study needs some additional functionality to be useful in that area. I'll add it to the list of items to look at for a future release.

Thanks,
Jay