Daylight savings anomaly inconsistency

Forums ProRealTime English forum ProOrder support Daylight savings anomaly inconsistency

Viewing 6 posts - 1 through 6 (of 6 total)
  • #168348

    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…

     

    #168498

    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

     

    #168556

    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…

     

    #171746

    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….

     

     

    #171747

    Without recoding it that way then it didnt graph correctly…

    #171748

    Sorry thats some of the program timecode there

Viewing 6 posts - 1 through 6 (of 6 total)

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