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Re: Get a csv file into an array of structs, confused about lite-c
[Re: jcl]
#470961
02/14/18 12:56
02/14/18 12:56
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Posts: 39 Germany
easyX
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: easyX]
#471361
03/01/18 05:59
03/01/18 05:59
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luisd
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The problem seems to be be that the data back in old history is shifted even more, so somewhere between there was a change.
How long is a trade week? Always 5*24h (in forex) or did it change over the year(s)? If so it would be possible to find the shift (by looking at first and last bar of a week) Use the CME forex futures trading hours for reference. The CFD from FXCM and other brokers align to the CME hours Forex hours use DST.
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: luisd]
#471367
03/01/18 11:16
03/01/18 11:16
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But how to get the historic trading hours of the CME forex future?
The problem is that not everywhere in the World they have DST (Japan) or it's slightly different (US compared to EU). So if you need to be sure where in the timeline you are ist very complex and a big mess.
As a simple example .. market open times of all different markets at any time at least since 2002.
First there was a rule change back in 2007 for US DST. Then Japan has no DST. Australia is on the southern hemisphere. So many factors you have to think of. I never found a working indicator e.g. in mt4 who tought about all this and had no mistakes! It seems Zorro so far has the most advanced DST handling.
But stil i somehow have to get my CET backtest data into UTC, even though the data seems not to be 100% consistent with timezone, i think older data is different. My idea is to analyse it week by week, checking if there is data for 5*24h, if so shift itthat it starts 23:00 sunday, but sometimes there is 1h missing, have to see if it's always the first after the weekend then it would be ok (but still not nice that it's missing).
Biggest problem for me is that i am still a big noob in c litec, handling with files for me is very difficult, never did that before at all.
Last edited by easyX; 03/01/18 11:17.
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Re: Get a csv file into an array of structs, confused about lite-c
[Re: luisd]
#471504
03/06/18 22:37
03/06/18 22:37
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Ok i figured out that my Data is 100% GMT+1/+2 (central european time) This was made sure by checking for the regular NFP news, it's easy to find/visible and always at the same time. So now knowing this i want to convert my data to UTC for Zorro. How can i add/subtract 1 hour from a time? I also don't really understand Now and NOW why do i need this? can't find any examples how to use this.. (i need clear examples to understand/copy something i haven't done yet, even though its basic)
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