hi
So Ive included the code and an ITF file for runing checks.
Here the switching is not consistently on sundays. I appear to have data – timezone is europe/London utc +01:00
I included the graphing, but I’m not altogether sure why I’m getting days other than a sunday for the Switch
Any assistance would be appreciated.. there is some additional code tried behind comments
I’ve tried on FX and Dax – time change code not too important as that canbe anything, but it should be switching on Sundays in line with the daylights saivngs but is inconsistently sundays…
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars = 2000
//-------------------------------------------------------------------------------------
//March settings
//-------------------------------------------------------------------------------------
If normaltime=1 then
startT = 040000 //Starting TIME
endT = 123000 //Ending TIME
td1 = 1 AND OpenDayOfWeek = 1 AND OpenTime >= startT AND OpenTime <= endT //Monday
td2 = 1 AND OpenDayOfWeek = 2 AND OpenTime >= startT AND OpenTime <= endT //Tuesday
td3 = 1 AND OpenDayOfWeek = 3 AND OpenTime >= startT AND OpenTime <= endT //Wednesday
td4 = 1 AND OpenDayOfWeek = 4 AND OpenTime >= startT AND OpenTime <= endT //Thursday
td5 = 1 AND OpenDayOfWeek = 5 AND OpenTime >= startT AND OpenTime <= 040000 //Friday
tdCond = td1 OR td2 OR td3 OR td4 OR td5
tdclose = 1 AND OpenDayOfWeek = 5 AND OpenTime >= 200000 //Friday close off 9pm
endif
if changedtime=1 then
startT = 040000 //Starting TIME
endT = 123000 //Ending TIME
td1 = 1 AND OpenDayOfWeek = 1 AND OpenTime >= startT AND OpenTime <= endT //Monday
td2 = 1 AND OpenDayOfWeek = 2 AND OpenTime >= startT AND OpenTime <= endT //Tuesday
td3 = 1 AND OpenDayOfWeek = 3 AND OpenTime >= startT AND OpenTime <= endT //Wednesday
td4 = 1 AND OpenDayOfWeek = 4 AND OpenTime >= startT AND OpenTime <= endT //Thursday
td5 = 1 AND OpenDayOfWeek = 5 AND OpenTime >= startT AND OpenTime <= 040000 //Friday
tdCond = td1 OR td2 OR td3 OR td4 OR td5
tdclose = 1 AND OpenDayOfWeek = 5 AND OpenTime >= 200000 //Friday close off 9pm
endif
timeframe (daily)
If openmonth=3 then
daycount=daycount+1
endif
if OpenMonth=3 and OpenDayOfWeek=0 then
sunday=Sunday+1
endif
If OpenMonth=3 and sunday=2 then//clocks go forward in America to pen = 1-30pm GMT
changedtime=1
normaltime=0
endif
If OpenMonth=3 and sunday>=4 and 31-daycount<7 then//or OpenMonth=3 and sunday=5 and 31-daycount=0 then
normaltime=1
changedtime=0
daycount=0
sunday=0
endif
//-------------------------------------------------------------------------------------
//-------------------------------------------------------------------------------------
//Oct Nov Settings
//-------------------------------------------------------------------------------------
If openmonth=10 then
daycount=daycount+1
endif
if OpenMonth=10 and opendayofweek=0 then
sunday=Sunday+1
endif
If OpenMonth=10 and sunday>=4 and 31-daycount<7 then//or OpenMonth=10 and sunday=5 and 31-daycount=0 then
changedtime=1//1-30pm again as 1-30pm will be 2-30pm US
normaltime=0
daycount=0
sunday=0
endif
If openmonth=11 and opendayofweek=0 then
normaltime=1
changedtime=0
sunday=0
daycount=0
endif
graph changedtime coloured (255,0,0)
graph normaltime coloured (0,0,255)
//graph daycount
timeframe (4 hours, updateonclose)
Myamount=1
If not onmarket then
buy myamount perpoint at market
endif
If not tdcond and onmarket then
sell at market
endif
No takers then
Fixed anyways.
I’ll put it up for good measure, though I’m still confused why I need days <=4 when March 2019 has 5 Sundays starting on 3rd.. so yet to see if it causes an isue by looking back.. Any comment on that be useful -still to backtest some years to check for consistency and cant really tell why its a week early if I put <4 when it falls on Sunday 3rd March in 2019, so a long wait for testing live so looking back best bet.. any resolve on why day<4 doesnt work when Sunday falls on 3rd be appreciated..Probably to do with how day is counted on sundays….Line 50 on my code for “weekcount” – foreseen issue possibly if Sunday lands on 4th and its a 4 week month so still looking to tweak it but its woking, just the resolve on <=4 when it lands on 3rd… getting there
//In the UK the clocks go forward 1 hour at 1am on the last Sunday in March, and back 1 hour at 2am on the last Sunday in October.
//Daylight Saving Time (DST) in the USA starts on the 2nd Sunday in March (go forward an hour) and ends on the 1st Sunday in November.(turn clocks back)
//2nd Sunday (US) changes again last Sunday in March (UK)
//Last Sunday in Ocober UK changes 1st Sunday in November (US)
DEFPARAM CumulateOrders = False
DEFPARAM PreLoadBars = 5000
timeframe (15 minutes, updateonclose)
//-------------------------------------------------------------------------------------
//March settings
//-------------------------------------------------------------------------------------
live=0
If live=0 then
if normaltime=1 then
startT = 040000 //Starting TIME
endT = 123000 //Ending TIME
td1 = 1 AND OpenDayOfWeek = 1 AND OpenTime >= startT AND OpenTime <= endT //Monday
td2 = 1 AND OpenDayOfWeek = 2 AND OpenTime >= startT AND OpenTime <= endT //Tuesday
td3 = 1 AND OpenDayOfWeek = 3 AND OpenTime >= startT AND OpenTime <= endT //Wednesday
td4 = 1 AND OpenDayOfWeek = 4 AND OpenTime >= startT AND OpenTime <= endT //Thursday
td5 = 1 AND OpenDayOfWeek = 5 AND OpenTime >= startT AND OpenTime <= 040000 //Friday
tdCond = td1 OR td2 OR td3 OR td4 OR td5
tdclose = 1 AND OpenDayOfWeek = 5 AND OpenTime >= 200000 //Friday close off 9pm
elsif changedtime=1 then
startT = 040000 //Starting TIME
endT = 123000 //Ending TIME
td1 = 1 AND OpenDayOfWeek = 1 AND OpenTime >= startT AND OpenTime <= endT //Monday
td2 = 1 AND OpenDayOfWeek = 2 AND OpenTime >= startT AND OpenTime <= endT //Tuesday
td3 = 1 AND OpenDayOfWeek = 3 AND OpenTime >= startT AND OpenTime <= endT //Wednesday
td4 = 1 AND OpenDayOfWeek = 4 AND OpenTime >= startT AND OpenTime <= endT //Thursday
td5 = 1 AND OpenDayOfWeek = 5 AND OpenTime >= startT AND OpenTime <= 040000 //Friday
tdCond = td1 OR td2 OR td3 OR td4 OR td5
tdclose = 1 AND OpenDayOfWeek = 5 AND OpenTime >= 200000 //Friday close off 9pm
endif
endif
timeframe (daily)
if not openmonth=3 or not openmonth=10 then
sunday=0
weekcount=0
endif
if openmonth=3 and OpenDayOfWeek=0 then
sunday=Sunday+1
endif
If openmonth=3 and sunday=2 then//clocks go forward in America to pen = 1-30pm GMT
changedtime=1
normaltime=0
endif
If openmonth=3 and day<=4 and opendayofweek=0 then
weekcount=5
elsif openmonth=3 and weekcount<>5 then
weekcount=4
endif
If openmonth=3 and weekcount=5 and sunday=5 then
normaltime=1
changedtime=0
sunday=0
weekcount=0
elsif openmonth=3 and weekcount=4 and sunday=4 then
normaltime=1
changedtime=0
sunday=0
weekcount=0
endif
//-------------------------------------------------------------------------------------
//-------------------------------------------------------------------------------------
//Oct Nov Settings
//-------------------------------------------------------------------------------------
if OpenMonth=10 and opendayofweek=0 then
sunday =Sunday+1
endif
If openmonth=10 and day<=4 and opendayofweek=0 then
weekcount=5
endif
if OpenMonth=10 and weekcount<>5 then
weekcount=4
endif
If OpenMonth=10 and weekcount=5 and sunday=5 then
changedtime=1//1-30pm again as 1-30pm will be 2-30pm US
normaltime=0
sunday=0
weekcount=0
endif
if OpenMonth=10 and weekcount=4 and sunday=4 then
changedtime=1//1-30pm again as 1-30pm will be 2-30pm US
normaltime=0
sunday=0
weekcount=0
endif
If openmonth=11 and opendayofweek=0 then
normaltime=1
changedtime=0
sunday=0
weekcount=0
endif
graph changedtime coloured (255,0,0)
graph normaltime coloured (0,0,255)
graph day
timeframe (15 minutes, updateonclose)
Myamount=1
If not onmarket then
buy myamount perpoint at market
endif
If not tdclose and onmarket then
sell at market
endif
this is the way I account for the time change. Yours is better in that it’s open ended, whereas mine uses the actual dates 2010-2024, but I’d be curious to know if it gives you a different result.
I only use it for american indices to adjust their opening and closing times on GMT but you can change the Tradetime numbers to whatever…
//adjustment for American Daylight Savings time
DLS =(Date >= 20100314 and date <=20100328) or (Date >= 20101031 and date <=20101107) or (Date >= 20110313 and date <=20110327) or (Date >= 20111030 and date <=20111106) or (Date >= 20120311 and date <=20120325) or (Date >= 20121028 and date <=20121104) or (Date >= 20130310 and date <=20130331) or (Date >= 20131027 and date <=20131103) or (Date >= 20140309 and date <=20140330) or (Date >= 20141026 and date <=20141102) or (Date >= 20150308 and date <=20150329) or (Date >= 20151025 and date <=20151101) or (Date >= 20160313 and date <=20160327) or (Date >= 20161030 and date <=20161106) or (Date >= 20170312 and date <=20170326) or (Date >= 20171030 and date <=20171105) or (Date >= 20180311 and date <=20180325) or (Date >= 20181028 and date <=20181104) or (Date >= 20190310 and date <=20190331) or (Date >= 20191027 and date <=20191103) or (Date >= 20200308 and date <=20200329) or (Date >= 20201025 and date <=20201101) or (Date >= 20210314 and date <=20210328) or (Date >= 20211031 and date <=20211107) or (Date >= 20220313 and date <=20220327) or (Date >= 20221030 and date <=20221106) or (Date >= 20230312 and date <=20230326) or (Date >= 20231029 and date <=20231105) or (Date >= 20240310 and date <=20240331) or (Date >= 20241027 and date <=20241103)
If DLS then
Tradetime = time >=133000 and time <200000
elsif not DLS then
Tradetime = time >=143000 and time <210000
endif
I’ll take a look at that, however I found when graphing the results were anomalous, and often differed, so I’ve yet to see how it operates and its a long winded way to write it but I wrote the below code.. The code appeared to graph correctly when backtested across the years..
I will take a look at your code and graph it to see as its a lot shorter of course.. too ended up inputed specific years….
DEFPARAM CumulateOrders = False // Cumulating positions deactivated
Defparam preloadbars=1300
If normaltime=1 then
StartT=143000
EndT=144000
EndTend=144100
td1 = 1 AND OpenDayOfWeek = 1 AND OpenTime >= startT AND OpenTime <= endT //Monday
td2 = 1 AND OpenDayOfWeek = 2 AND OpenTime >= startT AND OpenTime <= endT //Tuesday
td3 = 1 AND OpenDayOfWeek = 3 AND OpenTime >= startT AND OpenTime <= endT //Wednesday
td4 = 1 AND OpenDayOfWeek = 4 AND OpenTime >= startT AND OpenTime <= endT //Thursday
td5 = 1 AND OpenDayOfWeek = 5 AND OpenTime >= startT AND OpenTime <= EndT //Friday
tdcond= td1 or td2 or td3 or td4 or td5
td6 = 1 AND OpenDayOfWeek = 1 AND OpenTime >= EndTend //Monday
td7 = 1 AND OpenDayOfWeek = 2 AND OpenTime >= EndTend //Tuesday
td8 = 1 AND OpenDayOfWeek = 3 AND OpenTime >= EndTend //Wednesday
td9 = 1 AND OpenDayOfWeek = 4 AND OpenTime >= EndTend //Thursday
td10 = 1 AND OpenDayOfWeek = 5 AND OpenTime >= EndTend //Friday
tdclose2= td6 or td7 or td8 or td9 or td10
//---------------------------------------------------------
tdclose = 1 AND OpenDayOfWeek = 5 AND OpenTime >= 210000 //Friday close off 9pm
endif
if changedtime=1 then
StartT=133000
EndT=134000
EndTend=134100
td1 = 1 AND OpenDayOfWeek = 1 AND OpenTime >= startT AND OpenTime <= endT //Monday
td2 = 1 AND OpenDayOfWeek = 2 AND OpenTime >= startT AND OpenTime <= endT //Tuesday
td3 = 1 AND OpenDayOfWeek = 3 AND OpenTime >= startT AND OpenTime <= endT //Wednesday
td4 = 1 AND OpenDayOfWeek = 4 AND OpenTime >= startT AND OpenTime <= endT //Thursday
td5 = 1 AND OpenDayOfWeek = 5 AND OpenTime >= startT AND OpenTime <= EndT //Friday
tdcond= td1 or td2 or td3 or td4 or td5
td6 = 1 AND OpenDayOfWeek = 1 AND OpenTime >= EndTend //Monday
td7 = 1 AND OpenDayOfWeek = 2 AND OpenTime >= EndTend //Tuesday
td8 = 1 AND OpenDayOfWeek = 3 AND OpenTime >= EndTend //Wednesday
td9 = 1 AND OpenDayOfWeek = 4 AND OpenTime >= EndTend //Thursday
td10 = 1 AND OpenDayOfWeek = 5 AND OpenTime >= EndTend //Friday
tdclose2= td6 or td7 or td8 or td9 or td10
//---------------------------------------------------------
tdclose = 1 AND OpenDayOfWeek = 5 AND OpenTime >= 200000 //Friday close off 9pm
endif
timeframe (daily)
once normaltime=1//depending on when started. Reverse for daylight saving opposing
once changedtime=0
IF year=2013 or year=2019 or year=2024 or year=2030 or year=2041 then
march5week=1
else
march5week=0
endif
IF year=2021 or year=2027 or year=2032 or year=2038 or year=2049 then
oct5week=1
else
oct5week=0
endif
if not openmonth=3 or not openmonth=10 then
sunday=0
weekcount=0
endif
//-------------------------------------------------------------------------------------
//March settings
//-------------------------------------------------------------------------------------
if openmonth=3 and OpenDayOfWeek=0 then
sunday=Sunday+1
endif
If openmonth=3 and sunday=2 then//clocks go forward in America to pen = 1-30pm GMT
changedtime=1
normaltime=0
endif
If march5week=0 and openmonth=3 and day<=3 and opendayofweek=0 then
weekcount=5
endif
if march5week=1 and openmonth=3 and day<=4 and opendayofweek=0 then
weekcount=5
endif
if march5week=0 and openmonth=3 and weekcount=0 then
weekcount=4
endif
If openmonth=3 and weekcount=5 and sunday=5 then
normaltime=1
changedtime=0
sunday=0
weekcount=0
elsif openmonth=3 and weekcount=4 and sunday=4 then
normaltime=1
changedtime=0
sunday=0
weekcount=0
endif
//-------------------------------------------------------------------------------------
//-------------------------------------------------------------------------------------
//Oct Nov Settings
//-------------------------------------------------------------------------------------
if OpenMonth=10 and opendayofweek=0 then
sunday =Sunday+1
endif
If oct5week=0 and openmonth=10 and day<=3 and opendayofweek=0 then
weekcount=5
endif
if oct5week=1 and openmonth=10 and day<=4 and opendayofweek=0 then
weekcount=5
endif
if oct5week=0 and OpenMonth=10 and weekcount=0 then
weekcount=4
endif
If OpenMonth=10 and weekcount=5 and sunday=5 then
changedtime=1//1-30pm again as 1-30pm will be 2-30pm US
normaltime=0
sunday=0
weekcount=0
elsif OpenMonth=10 and weekcount=4 and sunday=4 then
changedtime=1//1-30pm again as 1-30pm will be 2-30pm US
normaltime=0
sunday=0
weekcount=0
endif
If openmonth=11 and opendayofweek=0 then
normaltime=1
changedtime=0
sunday=0
weekcount=0
endif
Without recoding it that way then it didnt graph correctly…
Sorry thats some of the program timecode there
