Time function in strategy giving strange number on Friday

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  • 05/21/2020 at 7:24 PM #132687 quote
    Dow Jones
    Participant
    Veteran

    Hi guys,

    When checking the strategy in DAX (Germany 30), I noticed on some Friday in 2019, the time is giving the number 10,000 for the whole Friday.

    I attached the picture and the corresponding dates are 31 May, 7 June, 2 Aug, 16 Aug, 20 Sept, 27 Sept. Time zone used is UTC+2

    I can’ t link them to public holiday or anything close, perhaps just a system glitch? Does anyone know why? Thanks in advance.

    Time-Function-Friday.png Time-Function-Friday.png
    05/21/2020 at 9:37 PM #132711 quote
    GraHal
    Participant
    Master

     

    yahootew3000 wrote:

    the time is giving the number 10,000 for the whole Friday.

    I don’t understand what you are saying, sorry?

    On the screen shot … where are we looking, what are we looking at?

    I’ve looked all over your screen shot 3 times and I can’t even see 10,000 anywhere??

    05/21/2020 at 9:41 PM #132712 quote
    Sebastian Arsjo
    Participant
    Junior

    Not sure what it is but  i see “time 10.000”  in the top left corner

    GraHal thanked this post
    05/21/2020 at 9:53 PM #132713 quote
    GraHal
    Participant
    Master

    Oh yeah thanks Sebastian

    yahootew3000 … maybe if you post your code we can make more sense of it all and offer some assistance?

    05/21/2020 at 10:05 PM #132714 quote
    robertogozzi
    Moderator
    Master

    TIME returns the time when the daily bar (on a Daily TF) closes, so it returns 10000 (actually 010000) on CET (Utc+2) TZ’s, but on friday night when it returns 230000.

    OPENTIME will return 10000 (010000) Mon thru Fri and 000000 on Sunday (CET, Utc+2).

    05/22/2020 at 4:06 AM #132736 quote
    Dow Jones
    Participant
    Veteran
    GraHal wrote:

    maybe if you post your code we can make more sense of it all and offer some assistance?

    Hi @Grahal, actually just the vectorial code, I was analyzing why on certain Friday it doesn’t trade then find out that time. So nothing more I can add about code, just doing GRAPH time only 🙂

    05/22/2020 at 4:14 AM #132737 quote
    Dow Jones
    Participant
    Veteran
    robertogozzi wrote:

    TIME returns the time when the daily bar (on a Daily TF) closes

    Thanks, @robertogozz for your explanation. Sorry I still don’t understand, maybe my fault as I missed the info for the TF. The strategy is the famous vectorial, it is using 5 min TF. Can see as you said, on the Friday, it does jump to 010000, after that, the whole Friday just flat to 010000 (attach the screen shot). Other Fridays (like weeks before), they were all ok, the strange behavior only happen to few Friday in the year.

    Time-Function-Friday2.png Time-Function-Friday2.png
    05/22/2020 at 4:17 AM #132739 quote
    Dow Jones
    Participant
    Veteran
    Sebastian Arsjo wrote:

    “time 10.000” in the top left corner

    Indeed many info in the chart, I should explain more. You are right, it is about the time 10.000, I do a GRAPH time (to find out the variable value), so it means time value is 010000 for my screen shot happening for the whole Friday (selected day in 2019). Thanks for your sharp eye & care to help explaining.

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Time function in strategy giving strange number on Friday


ProOrder: Automated Strategies & Backtesting

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Dow Jones @yahootew3000 Participant
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This topic contains 7 replies,
has 4 voices, and was last updated by Dow Jones
5 years, 9 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/21/2020
Status: Active
Attachments: 2 files
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