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How to set global Asset,Bar Zone or AssetFrame?
#480507
06/11/20 23:38
06/11/20 23:38
Joined: Oct 2019
Posts: 27Germany
TedMar
OP
Newbie
OP
Newbie
Joined: Oct 2019
Posts: 27
Germany
Hi, i looking for resolve a simple resolution to set Zone,Bars and Market in EST (New York)
i.e.
load History t.6 from SPY with UTC Time Stamps
Local Maschine is CEST (UTC +2)
function run()
{
StartDate = 20200301;
EndDate = 20200314;
AssetZone = EST;
AssetMarket = EST;
BarZone = EST;
StartMarket = 0930;
EndMarket = 1600;
BarMode = BR_MARKET;
set(LOGFILE+PLOTNOW);
setf(PlotMode, PL_FINE);
// HistoryZone = UTC;
BarPeriod = 5;
asset("SPY");
vars Prices = series(priceClose());
}
code NOT WORKS for me...
i would like see every Day start Market at 9:30 before and after Daylight Saving switch too (9 March)
How i can set SPY in EST zone?
v2.27.7b
Last edited by TedMar; 06/11/20 23:40 .
Re: How to set global Asset,Bar Zone or AssetFrame?
[Re: Spirit ]
#480520
06/12/20 12:21
06/12/20 12:21
Joined: Oct 2019
Posts: 27Germany
TedMar
OP
Newbie
OP
Newbie
Joined: Oct 2019
Posts: 27
Germany
im not clear about it, if i set AssetZone in Asset block , can't see any changes.
is possible u write down an example?
THX
Re: How to set global Asset,Bar Zone or AssetFrame?
[Re: TedMar ]
#480521
06/12/20 12:37
06/12/20 12:37
Joined: May 2015
Posts: 390Czech Republic
Grat
Senior Member
Senior Member
Joined: May 2015
Posts: 390
Czech Republic
try this...
function run()
{
StartDate = 20200301;
EndDate = 20200314;
BarZone = EST;
BarPeriod = 5;
BarMode = BR_MARKET;
StartMarket = 0930;
EndMarket = 1600;
set(LOGFILE+PLOTNOW);
setf(PlotMode, PL_FINE);
// HistoryZone = UTC;
asset("SPY");
AssetZone = EST;
AssetMarket = EST;
vars Prices = series(priceClose());
}
Last edited by Grat; 06/12/20 12:37 .
Re: How to set global Asset,Bar Zone or AssetFrame?
[Re: Grat ]
#480524
06/12/20 15:08
06/12/20 15:08
Joined: Oct 2019
Posts: 27Germany
TedMar
OP
Newbie
OP
Newbie
Joined: Oct 2019
Posts: 27
Germany
AssetZone Time zone of the current asset , used for setting AssetFrame to a daily TimeFrame that begins at FrameOffset in local time. When your strategy contains a portfolio of different assets that you want to trade daily at different times, use this parameter to define the time frames of individual assets.
Grat u code not works , i changed time frame to 30 for better log.
[169: Thu 20-03-05 20:00] (302.34)
[170: Thu 20-03-05 20:30] (300.65)
[171: Fri 20-03-06 14:30] (293.18) // pre Daylight Saving (14:30)
[172: Fri 20-03-06 15:00] (293.34)
[173: Fri 20-03-06 15:30] (296.42)
[174: Fri 20-03-06 16:00] (297.09)
[175: Fri 20-03-06 16:30] (295.14)
[176: Fri 20-03-06 17:00] (294.94)
[177: Fri 20-03-06 17:30] (293.21)
[178: Fri 20-03-06 18:00] (294.56)
[179: Fri 20-03-06 18:30] (295.59)
[180: Fri 20-03-06 19:00] (293.66)
[181: Fri 20-03-06 19:30] (293.46)
[182: Fri 20-03-06 20:00] (291.01)
[183: Fri 20-03-06 20:30] (292.19)
[184: Sat 20-03-07 14:30] (282.81) // Sat?
[185: Mon 20-03-09 13:30] (275.30) // after Daylight Saving (13:30)
[186: Mon 20-03-09 14:00] (279.87)
[187: Mon 20-03-09 14:30] (280.75)
[188: Mon 20-03-09 15:00] (278.62)
[189: Mon 20-03-09 15:30] (281.06)
[190: Mon 20-03-09 16:00] (282.70)
[191: Mon 20-03-09 16:30] (281.02)
[192: Mon 20-03-09 17:00] (279.72)
[193: Mon 20-03-09 17:30] (278.61)
[194: Mon 20-03-09 18:00] (275.83)
[195: Mon 20-03-09 18:30] (274.95)
[196: Mon 20-03-09 19:00] (276.62)
[197: Mon 20-03-09 19:30] (277.91)
[198: Tue 20-03-10 13:30] (284.64) // after Daylight Saving
[199: Tue 20-03-10 14:00] (282.64)
How i get 9:30 start Session?
Last edited by TedMar; 06/12/20 15:11 .
Re: How to set global Asset,Bar Zone or AssetFrame?
[Re: Spirit ]
#480534
06/13/20 14:38
06/13/20 14:38
Joined: Oct 2019
Posts: 27Germany
TedMar
OP
Newbie
OP
Newbie
Joined: Oct 2019
Posts: 27
Germany
All this is wrong, here is it fixed:
?? Result is same , No session start @ 9:30 , and shift @ Daylight Saving
function run()
{
StartDate = 20200305;
EndDate = 20200311;
BarZone = EST;
BarPeriod = 30;
setf(BarMode,BR_MARKET);
StartMarket = 0930;
EndMarket = 1600;
set(LOGFILE+PLOTNOW);
asset("SPY");
vars Prices = series(priceClose());
}
Log
End of lookback period
[143: Thu 20-03-05 14:30] (304.99)
[144: Thu 20-03-05 15:00] (304.59)
[145: Thu 20-03-05 15:30] (305.55)
[146: Thu 20-03-05 16:00] (306.03)
[147: Thu 20-03-05 16:30] (307.94)
[148: Thu 20-03-05 17:00] (305.75)
[149: Thu 20-03-05 17:30] (304.47)
[150: Thu 20-03-05 18:00] (302.49)
[151: Thu 20-03-05 18:30] (303.08)
[152: Thu 20-03-05 19:00] (303.50)
[153: Thu 20-03-05 19:30] (301.43)
[154: Thu 20-03-05 20:00] (302.34)
[155: Thu 20-03-05 20:30] (300.65)
[156: Fri 20-03-06 14:30] (293.18) //14:30 Winter (Daylight Saving)
[157: Fri 20-03-06 15:00] (293.34)
[158: Fri 20-03-06 15:30] (296.42)
[159: Fri 20-03-06 16:00] (297.09)
[160: Fri 20-03-06 16:30] (295.14)
[161: Fri 20-03-06 17:00] (294.94)
[162: Fri 20-03-06 17:30] (293.21)
[163: Fri 20-03-06 18:00] (294.56)
[164: Fri 20-03-06 18:30] (295.59)
[165: Fri 20-03-06 19:00] (293.66)
[166: Fri 20-03-06 19:30] (293.46)
[167: Fri 20-03-06 20:00] (291.01)
[168: Fri 20-03-06 20:30] (292.19)
[169: Mon 20-03-09 13:30] (275.30) //13:30 Summer (Daylight Saving)
[170: Mon 20-03-09 14:00] (279.87)
[171: Mon 20-03-09 14:30] (280.75)
[172: Mon 20-03-09 15:00] (278.62)
[173: Mon 20-03-09 15:30] (281.06)
[174: Mon 20-03-09 16:00] (282.70)
[175: Mon 20-03-09 16:30] (281.02)
[176: Mon 20-03-09 17:00] (279.72)
[177: Mon 20-03-09 17:30] (278.61)
[178: Mon 20-03-09 18:00] (275.83)
[179: Mon 20-03-09 18:30] (274.95)
[180: Mon 20-03-09 19:00] (276.62)
[181: Mon 20-03-09 19:30] (277.91)
[182: Tue 20-03-10 13:30] (284.64)
[183: Tue 20-03-10 14:00] (282.64)
[184: Tue 20-03-10 14:30] (282.36)
[185: Tue 20-03-10 15:00] (278.61)
[186: Tue 20-03-10 15:30] (274.91)
[187: Tue 20-03-10 16:00] (275.47)
[188: Tue 20-03-10 16:30] (277.59)
[189: Tue 20-03-10 17:00] (278.37)
Any idea more to resolve them?
Attached Files
Re: How to set global Asset,Bar Zone or AssetFrame?
[Re: Grat ]
#480538
06/13/20 19:20
06/13/20 19:20
Joined: Oct 2019
Posts: 27Germany
TedMar
OP
Newbie
OP
Newbie
Joined: Oct 2019
Posts: 27
Germany
Ok, question, you are downloaded data from?
https://zorro-project.com/download.php Historical Data Archives
SPY M1 & EOD Options 2011+ - Price & option chain history (t6/t8 formats, 150 MB, free)