Non-US users and the daylight savings time change

cunparis · 03-09-2009, 07:47 AM

This mainly applies to non-US users. The daylight savings time doesn't change at the same time everywhere. So when it changes in the US and doesn't change for me, then my strategies are all out of sync. I just realized that this will impact backtesting as well. In europe the two times are out of sync for 3 or more weeks of the year..

NinjaTrader_Josh · 03-09-2009, 07:55 AM

cunparis,

If this influences your strategy you would need to address in your code for those particular weeks.

cunparis · 03-09-2009, 08:10 AM

Quote:

Originally Posted by NinjaTrader_Josh

cunparis,

If this influences your strategy you would need to address in your code for those particular weeks.

I don't see how I can.

Regular market hours in the US are 15:00 - 22:00 here. For 3 weeks (starting sunday) it is 14:00 - 21:00. The problem is I have no control over session times in the strategy. The only thing I can do is stop and restart my strategies using the new session time. i should have stopped them over the weekend and restarted but I didn't think the US was going on daylight savings time so soon.

NinjaTrader_Josh · 03-09-2009, 08:13 AM

You can try using a time filter. http://www.ninjatrader-support2.com/...ead.php?t=3226

cunparis · 03-09-2009, 09:39 AM

Quote:

Originally Posted by NinjaTrader_Josh

You can try using a time filter. http://www.ninjatrader-support2.com/...ead.php?t=3226

At first I discounted this idea because I only want my indicators to use regular market hours data. But now I'm thinking with time filter + custom dataseries I can get the behavior I want and just leave the session time at the default 12am-12am. Do you see any problem with this approach?

NinjaTrader_Josh · 03-09-2009, 09:41 AM

Seems fine to me.

cunparis · 03-09-2009, 10:03 AM

I think the solution is for me to configure the timezone of my PC in US time and then the daylight savings time would be totally transparent. Why didn't I think of that before?

1800promote · 03-10-2009, 05:52 AM

Did that work for you? I have the same issue .

cunparis · 03-10-2009, 03:03 PM

Quote:

Originally Posted by 1800promote

Did that work for you? I have the same issue .

Yes, I did it last night and today the strategies worked fine. I have a dedicated pc for trading so the timezone difference isn't a problem.

03-09-2009, 07:47 AM	#1
cunparis Senior Member Join Date: Feb 2008 Location: Paris Posts: 710 Thanks: 10 Thanked 10 times in 7 posts	Non-US users and the daylight savings time change This mainly applies to non-US users. The daylight savings time doesn't change at the same time everywhere. So when it changes in the US and doesn't change for me, then my strategies are all out of sync. I just realized that this will impact backtesting as well. In europe the two times are out of sync for 3 or more weeks of the year..
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03-09-2009, 07:55 AM	#2
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	cunparis, If this influences your strategy you would need to address in your code for those particular weeks. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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03-09-2009, 08:13 AM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	You can try using a time filter. http://www.ninjatrader-support2.com/...ead.php?t=3226 Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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03-09-2009, 09:41 AM	#6
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	Seems fine to me. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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03-09-2009, 10:03 AM	#7
cunparis Senior Member Join Date: Feb 2008 Location: Paris Posts: 710 Thanks: 10 Thanked 10 times in 7 posts	I think the solution is for me to configure the timezone of my PC in US time and then the daylight savings time would be totally transparent. Why didn't I think of that before?
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03-10-2009, 05:52 AM	#8
1800promote Junior Member Join Date: Nov 2008 Posts: 9 Thanks: 0 Thanked 0 times in 0 posts	Did that work for you? I have the same issue .
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