TimeStamp of historic data

Posted By: Grat

TimeStamp of historic data - 09/27/16 08:56

Hi,

I have question: how to Zorro work with the time from the historical data

a) historic data from zorro is a UTC+0?

b) if have broker server in the other TimeZone, howto synchronize data downloaded from broker with data from Zorro? Change the time into UTC+0?

c) In the system I'm use this:
open order only in time between 8-12 hour. Data from Broker is a +2UTC. PC is a +1UTC. Historic data is a UTC. How to work in the train and trade mode?

thank,
Milan

Posted By: gtell

Re: TimeStamp of historic data - 09/27/16 14:24

I am not sure for #b and #c, but what concerns #a, from my experience, from what I see, it is UTC+0.
I am located in UTC+2.

Posted By: Grat

Re: TimeStamp of historic data - 09/27/16 15:39

from the manual:

Quote:

typedef struct T1
{
DATE time; // time of the tick in UTC time, OLE date/time format
float fVal; // price data
} T1;

typedef struct T6
{
DATE time;
float fHigh, fLow;
float fOpen, fClose;
float fVal, fVol; // additional data, like ask-bid spread, volume etc.
} T6;

but from the ducascopy i have tick data:

Quote:

Date Time ,Bid ,Ask ,Volume BID,Volume Ask
-----------------------------------------------------------------
2016.01.04 00:00:00.039,1.01055,1.0109,1.00,1.75
2016.01.04 00:00:00.090,1.01048,1.01087,1.00,1.75
2016.01.04 00:00:00.192,1.01046,1.01085,1.00,2.25
2016.01.04 00:00:00.243,1.01049,1.01081,1.00,1.00
2016.01.04 00:00:00.944,1.01048,1.01082,1.00,1.75

Is a possible make my own historic data? (modify the "convert.c")

Quote:

typedef struct T1a
{
DATE time;
float fTick;
float fBid, fAsk;
float fVBid, fVAsk; // additional data, like ask,bid volume etc.
} T1a;

in the strategy I use:
....
....
History = ".t1a";
....
....

If I call func:
price (int offset) : var => I'm get the Ask or Bid or Average price?

Posted By: pcz

Re: TimeStamp of historic data - 09/27/16 17:25

Grat: see these two threads:

Backtesting with T1 data and variable spread
Variable Spread Backtesting with .bar data and Zorro free