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Amibroker and daylight saving
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Amibroker and daylight saving

  #1 (permalink)
Trading Apprentice
Napoli Italy
 
Futures Experience: None
Platform: AmiBroker
Favorite Futures: Forex
 
Posts: 4 since May 2015
Thanks: 0 given, 0 received

Amibroker and daylight saving

Hi to all,
I have a database of 1Min of EUR/USD of DukasCopy. The TimeZone used is GMT (UTC) so when I want to see "daily timeFrame" I see 3-4 hours of trading on Sunday bar.

In order to have 5 bars for week and use all data ..In the group of the specific Ticker I have used the following settings:
1)show day and night session only = true
2)Day Session (RTH) : 09:00 - 21:00
3)night sessions (ETH): 21:00 - 09:00
4)Day/Night session times as defined above = true


All Is alright...until 08/March when the daylight saving change the way I must compress the data to make right daily bars.


So On that date I Should change the settings in this:
1)show day and night session only = true
2)Day Session (RTH) : 10:00 - 22:00
3)Night sessions (ETH): 22:00 - 10:00
4)Day/Night session times as defined above = true.


THIS IS A BIG PROBLEM!!!

How can I manage daylight saving in AmiBroker?
Is there an automatic way?
Is there anyway to mange the intraday Configuration in AFL so I can assign Day Session (RTH) and Night sessions (ETH) dinamically?


Thanks a lot.
Bye.

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  #2 (permalink)
Membership Temporarily Revoked
Zurich/Switzerland
 
Futures Experience: Advanced
Platform: -
Favorite Futures: -
 
Posts: 79 since Oct 2014
Thanks: 0 given, 33 received

You may import your split Ascii data via timeshift command separately (to same symbol of course).

How do you wanna handle that automatically if each region of the world has different dates of DST?
For example Europe starts differently than US and so on.
So either your data provider has taken care of it already or you have to take care of it.

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