ETFOptionsTrader wrote: Thu Jun 18, 2020 6:59 am But the H4 pivots begin one tick before (compared to the daily pivots). They're both set to s. Open so they should be using the start of the first candle of the day.

...not sure about that, it may be a broker tick-volume data (contains date/time/minutes/seconds) issue or whatever, try to search other pivots (if you found that handles it, use that one) if it is doing the same thing. I won't be looking into this kind of thing moving forward.