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How to Create a Pyramid in the Massing Environment
Here is how to create a pyramid in the conceptual massing environment:
1. In the default 3D view of the mass family template, click on Level 1 work plane to make it active. In the Draw panel, select the Circumscribed Polygon tool. In the options bar, change the sides to 4.
2. Place and click the cursor at the intersection of the reference planes, hold down the shift key (to constraint the drawing direction) and click on a second point (see fig. 1):
Figure 1
3. Here's the result for a 200' x 200' square (see fig. 2):
Figure 2
4. Click on any of the vertical reference planes. In this case, let's click on the Center (Left/Right) reference plane to make it active (see fig. 3). Select the line tool from the Draw panel:
Figure 3
5. Draw a triangle (see fig. 4):
Figure 4
6.  Press the escape key twice to deselect the Line tool. Hold down the option key and select the square and the triangle shapes (see fig. 5):
Figure 5
7. Finally, click the Create Form button from the contextual menu>Form panel. You now have a pyramid (see fig. 6)!
Figure 6

You can also create parameters as you're sketching to control the height, angle and base dimensions. But I'll leave that up to you.

How to Create a Pyramid with the Family Editor
I came across a technical support forum with a discussion on how to create a pyramid. I don't usually participate in discussion threads but for this topic, I made an exception. I've seen a lot of Revit users offer various solutions on how to create a pyramid. Some of the methods they use are: using solid blends or using voids to carve the shape. Here is the solution I posted at
"A pyramid is a simple sweep in Revit. If you’ve used the sweep tool to generate say a baseboard, you’ll notice that when your path turns to a 90 degree angle, the corner of the sweep gets mitered. In effect, a pyramid is just a plain sweep with a triangular profile mitered at four sides on its square path."

Here is how it's done:

1. Using the solid sweep tool, create a square path in Plan view (Figure 1):

Figure 1

2. Go to the Front elevation view and draw a triangular profile (Figure 2). Click Finish.

Figure 2

That's it! Here's the 3D view (Figure 3):

Figure 3
If you want to get a parametric version I made, go to this Revitcity link:
Scroll down till you see my response to the thread and click on the 87807PyramidParametric.rfa hyperlink. Thanks.