I need to use a time filter in my strategy. However, the local machine is not set to the timezone of the instrument's exchange. I can use the local time and calculate the time difference carefully, but when it comes to daylight saving time, it is very painful that Europe, America, and Australia all have different dates of switch. I wonder if there is a way of using Exchange's timezone so that the code can be set and forget.
Any input will be appreciated.
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