Backtest and timezone not matching

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    Posts
  • 09/26/2019 at 8:54 AM #108503 quote
    Momo
    Participant
    Junior

    hi i created a very simple indicator that marks the euro session to 1 and all other sessions to 0 see below.

    Now my timezone that i am using is set to gmt +8 but when i use the backtest and test very simple open trade when indicator is 1 and close if 0 then this does not match.

    i have tested by putting the timezone to utc +0 and when i run the backtest then i see the its correct. is the backtest using a different timezone or is this just a bug and how can i fix this to use my current set timezone.

    below is the simple code

    starttime = 150000
endtime = 230000

tradetime = 0.0

if time>=starttime and time<=endtime then
tradetime = 1.0
endif

RETURN tradetime
    09/26/2019 at 10:20 AM #108521 quote
    robertogozzi
    Moderator
    Master

    The time zone you set on your PC are not read by PRT.

    PRT software works on PRT servers, so you need to customize trading time and hours as from attached pic.

    x-17.jpg x-17.jpg
    09/26/2019 at 10:42 AM #108581 quote
    Momo
    Participant
    Junior

    so backtesting is not based on on the timezone set on the local pc but on the server?

    i have set the settings you mentioned but still the same not getting a match

    09/26/2019 at 10:59 AM #108584 quote
    robertogozzi
    Moderator
    Master

    Will you please attach a pic of your settings?

    09/26/2019 at 11:00 AM #108585 quote
    Vonasi
    Moderator
    Master

    Momo Kanouni – please always use the ‘Insert PRT Code’ button when putting code in your replies as it makes it much easier for others to read. I have tidied up your post for you. 🙂

    09/26/2019 at 11:57 AM #108596 quote
    Momo
    Participant
    Junior

    yes sorry

    timezone.jpg timezone.jpg
    09/26/2019 at 3:28 PM #108606 quote
    robertogozzi
    Moderator
    Master

    Try selecting the second option (of the first 3).

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Backtest and timezone not matching


ProOrder: Automated Strategies & Backtesting

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Author
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Momo @momo_kanouni Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by robertogozzi
6 years, 5 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/26/2019
Status: Active
Attachments: 2 files
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