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  • #116572 |
    Customer
    67 Posts

    Hello, 

     

    Whenever my broker changes timezone due to DST, do I need to do anything to the previously exported data from TDD?  For example I exported the data last month when the timezone was UTC +2 but now its +3.

    #142368
    Moderator
    2349 Posts

    Hello,

     

    TDD includes DST change so you select broker’s timezone. If you have lets say London based brokerage and you trade UK markets you need to select UTC London (DST yes)

    #142369
    Customer
    67 Posts

    Hello,

     

    TDD includes DST change so you select broker’s timezone. If you have lets say London based brokerage and you trade UK markets you need to select UTC London (DST yes)

    Thanks Tomas.

     

    When I last exported the data, my broker was UTC +2, but recently they changed it to +3 because of daylight savings. Must I export again?

    #142373
    Moderator
    2349 Posts

    If you exported data for timezone that has DST on so it changes from UTC+2 to UTC+3 you do not have to do it

    #145150
    Customer
    67 Posts

    If you exported data for timezone that has DST on so it changes from UTC+2 to UTC+3 you do not have to do it

    Hi Tomas,

     

    My broker currently uses UTC +3 but DST is OFF. This broker changes to UTC +2 for november – march. For the UTC +2 period, must I separately export the data with UTC +2 timezone?

    #145152
    Moderator
    2349 Posts

    In this case I suppose your broker has servers based E. Europe. I would then export using this setting in TD (UTC + 2, DTS ON) which means in summer it should be automatically adjusted to UTC + 3. 

     

    Once you export the data you can check few price bars around the DST ON/OFF switch (compare CSV data to MetaTrader chart) to see whether DST change matches then.

     

    If you spend most of the time making sure your data is correct you will save yourself a lot of problems

    #145153
    Customer
    67 Posts

    In this case I suppose your broker has servers based E. Europe. I would then export using this setting in TD (UTC + 2, DTS ON) which means in summer it should be automatically adjusted to UTC + 3. 

     

    Once you export the data you can check few price bars around the DST ON/OFF switch (compare CSV data to MetaTrader chart) to see whether DST change matches then.

     

    If you spend most of the time making sure your data is correct you will save yourself a lot of problems

    Thanks Tomas. I have 2 questions:

     

    1) For all the data I already downloaded, I can export all at once right?

     

    2) For future downloads when new history becomes available, I only need to export that newly downloaded portion right? Will this portion be automatically added to the CSV file?

    #145156
    Moderator
    2349 Posts

    Hello,

     

    yes, you can export as you need – part only or the entire amount of downloaded data

    Once you get new data you can export just those in import it into StrategyQuant. SQ will append the newly obtained data

    #145161
    Customer
    67 Posts

    In this case I suppose your broker has servers based E. Europe. I would then export using this setting in TD (UTC + 2, DTS ON) which means in summer it should be automatically adjusted to UTC + 3. 

     

    Once you export the data you can check few price bars around the DST ON/OFF switch (compare CSV data to MetaTrader chart) to see whether DST change matches then.

     

    If you spend most of the time making sure your data is correct you will save yourself a lot of problems

     

    Tomas, for UTC+2 and DST ON, there are a few options available (E. europe, athens etc.). Are they all the same?

     

    A separate question about using TDD data in MT4: Is it possible to import tick data into MT4 and do a 99% backtest?

    #145176
    Moderator
    2349 Posts

    Hello,

     

    no, those zones are not the same. The have slightly different DST switch date

    It is possible to use tick data. Here are good article on this 

    https://eareview.net/tick-data/convert-tick-data and 

    https://eareview.net/tick-data/tick-data-backtesting

    #145232
    Customer
    67 Posts

    In this case I suppose your broker has servers based E. Europe. I would then export using this setting in TD (UTC + 2, DTS ON) which means in summer it should be automatically adjusted to UTC + 3. 

     

    Once you export the data you can check few price bars around the DST ON/OFF switch (compare CSV data to MetaTrader chart) to see whether DST change matches then.

     

    If you spend most of the time making sure your data is correct you will save yourself a lot of problems

    Hi Tomas, 

     

    My broker FXOpen always does the DST switch when the market opens on a monday. How do I compare the CSV to the MT4 chart in this case?

    #145236
    Moderator
    2349 Posts

    Hello,

     

    it seems they copy USA DST switch dates which makes it impossible to use standard templates available in TickDownloader. We might add custom template function in future update.

    Does your broker provide any reasonable amount of historical data? It is the best practice to use your broker’s data instead of Dukascopy

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