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DST adjustments #463656
12/20/16 00:11
12/20/16 00:11
Joined: Jan 2016
Posts: 12
New South Wales
C
CaptainChezza Offline OP
Newbie
CaptainChezza  Offline OP
Newbie
C

Joined: Jan 2016
Posts: 12
New South Wales
Hey guys,

I have worked with a strategy that is time dependent and I'm use to brokers with a +2 gmt and +3 GMT once NYC goes DST. (the system stays constant with NYC)

Previously, I could export tickdata for mql with the +2/+3 dst adjustment automatically.

How can I prepare the tick data for zorro with this adjustment?

Re: DST adjustments [Re: CaptainChezza] #463659
12/20/16 14:59
12/20/16 14:59
Joined: May 2016
Posts: 180
Prague
pcz Offline
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pcz  Offline
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Joined: May 2016
Posts: 180
Prague
You can use GMT+0 data and built-in time functions in Zorro: http://www.zorro-trader.com/manual/en/month.htm

Re: DST adjustments [Re: pcz] #463665
12/20/16 23:17
12/20/16 23:17
Joined: Jan 2016
Posts: 12
New South Wales
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CaptainChezza Offline OP
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CaptainChezza  Offline OP
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Joined: Jan 2016
Posts: 12
New South Wales
aww cool!
I just figured out a way to export tickdata based on NY +/- DST also.
Not sure which way would be better.
Maybe tick always in UTC and have zorro adjust.
But it could be pretty easy to mess up.

Re: DST adjustments [Re: CaptainChezza] #463675
12/21/16 10:59
12/21/16 10:59
Joined: May 2016
Posts: 180
Prague
pcz Offline
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pcz  Offline
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Joined: May 2016
Posts: 180
Prague
Yes, if you use for example Dukas it's easy to set the TZ using Tick Downloader. Other tools can do that too. But I prefer to have everything in GMT+0 and adjust the timezone during the backtest. It's about personal preference I guess, both ways should work fine. But I think the second way makes it somewhat easier to adapt if you need to switch to a broker which uses different TZ.


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