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DATA – Daylight problems

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Matusiak Adrian

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8 years ago #113611

Hello.

 

Please, anybody help me to understand this.

 

I have downloaded Dukas data with London time (with auto DST calculation) – just like my platform.

I exported this data into SQ. 

 

What I tried to generate was strategy working on 06:00-12:00 hour at DST off (winter time).

I found suitable strategy, have WF it and optimized. 

Problem is that I have started using it after DST on (summer time). 

 

Strategy was generated along 2 year of data, so a few times there was passing between DST on and DST off. Data seems to be calculated (that what is stated in tickstory).

 

 

So, do I have to change settings of strategy at real trading from 06:00 to 07:00 and from 12:00 to 13:00 at DST on ? 

What with robot generation process? 

 

I’m pasting a few screens of my tests. 

Please place your minds at trade from 22.04.2015 (that’s a only trade I was considered to compare)

 

 

 

 

 

1st is showing SQ under 06:00-12:00 at tests between DST off and DST on. 

File: 0612.png0612.png

 

 

2nd is showing SQ under 07:00-13:00 at tests between DST off and DST on. 

File: 0713.png0713.png

 

 

3rd is showing current real trade review (strategy set 07:00-13:00)

File: trade.pngtrade.png

 

 

I just wonder to know, how SQ is calculating strategy at DST off and DST on times. as far as I see, I had to change settings in SQ and in real trading to 07:00-13:00 to have same trades. 

 

But it is no an idea to test strategy separetly for DST OFF and DST ON times on SQ. Especially when I download calculated data. 

 

Any ideas?

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Matusiak Adrian

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8 years ago #129988

No, that is not what I need. Please read post again. I have exported data WITH calculated DST from Tickstory.

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Threshold

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8 years ago #129989

Hmm, sorry I didn’t see that part about doing it with the tickstory version. I thought i saw SQ version for some reason.
Unforunately the pictures won’t load that you uploaded for me for a couple days too.
So essentially all time based strategies are useless? Seems that I was lucky to not make any yet.

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Matusiak Adrian

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8 years ago #129990

Strange, I can open images without any problems. So, yes, all timerange strategies seems to be useless until we can find solution for this issue.

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Threshold

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8 years ago #129991

Wouldn’t any broker’s data in a DST country be adjusted to DST? Use a UK or USA broker’s data. Alpari is possible. I know NYC close brokers definitely use it in their data, its all based off EST. Only D1 systems would be effected. you will only need to adjust your time settings to EST. FXChoice also has data I’ved used with success and I believe it is GMT DST adjusted.
 

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Threshold

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8 years ago #129994

That sucks about duka data though. Probably most reliable.

Marc’s SQ tick data DL has a sample of this site’s data built in: http://www.forexhistorydatabase.com/ (samples also on the website)

you can try to test it, or we can email them and ask.

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