Time Zones?

In Strategy Quant I noticed that a lot of strategies work poorly in one specific time frame or trading session, but I’m hesitant in adjusting the strategy based on time because I don’t know what timezone Strategy Quant is basing the strategy on.  Is it based on my timezone?  Or is it based on Strategy Quant’s timezone?  Then, when I develop a strategy to trade a specific timezone from SQ, will I then have to translate the times to my broker’s time zone when I trade the strategy in MT4?

This holds true for the EA Wizard as well.  I will backtest a strategy in MT4, then upload it into the EA Analyzer and adjust the time frame to trade based on the Trade Analysis.  Now is that time in the EA Wizard based on the broker time that the EA came from in MT4, or is it based on my local time?

Thanks,

Todd

I would think it will be based on your data time that you are doing the testing with, so you would need to adjust for that with your broker. 

I adjust my testing data time when I export from tickstory lite that adjusts to my broker time including DST before i import I’m importing into SQ.

the trades are always in broker or data time. When you import history data to SQ it uses the timeframe of the data source – so usually your broker.

Also, when you import re[ports into EA Analyzer trades are in broker time, not your local time.

the trades are always in broker or data time. When you import history data to SQ it uses the timeframe of the data source – so usually your broker.

 

Also, when you import re[ports into EA Analyzer trades are in broker time, not your local time.

Okay great.  But what about when I download the data through your Tick Downloader, I believe it is from Dukascopy?  So how does that affect the time zones?

I asked the same question here last week and someone told me they thought it was GMT+1, but I had a bit of a look around and I ‘think’ it’s actually GMT. Would love to have this confirmed or denied.

Cheers

I’m just going to download and import the data from the broker to eliminate this headache. Mark said his software just uses the timezone from the data that was imported. So just using the broker data leaves the least risk for errors, and less headache translating the time zones between the programs. Although I don’t feel my particular broker has better data than Dukascopy, I can always tested on Dukascopy later anyway.

Good luck man!

Todd

you can also convert the Dukascopy data to the timezone of your broker.  I normally use SQ free tick downloaded, but I use tickstory lite for my exports, just point it to the same directory as your data downloads then select the pair and right click | export, you can set the TZ you wish, along with accounting for DST.

you can also convert the Dukascopy data to the timezone of your broker.  I normally use SQ free tick downloaded, but I use tickstory lite for my exports, just point it to the same directory as your data downloads then select the pair and right click | export, you can set the TZ you wish, along with accounting for DST.

Nice!  I’ll have to try that, Seaton.  I don’t like using the broker data as I feel it’s flawed and sloppy.  I already ran into a problem which I think is data related.  See the attached Monte Carlo analysis (see attached) where for some tests the data gets cutoff while with other tests it continues through the sample period.  I’ll try your method next 🙂

Cheers man!

Todd