I have worked with a strategy that is time dependent and I'm use to brokers with a +2 gmt and +3 GMT once NYC goes DST. (the system stays constant with NYC)
Previously, I could export tickdata for mql with the +2/+3 dst adjustment automatically.
How can I prepare the tick data for zorro with this adjustment?
aww cool! I just figured out a way to export tickdata based on NY +/- DST also. Not sure which way would be better. Maybe tick always in UTC and have zorro adjust. But it could be pretty easy to mess up.
Yes, if you use for example Dukas it's easy to set the TZ using Tick Downloader. Other tools can do that too. But I prefer to have everything in GMT+0 and adjust the timezone during the backtest. It's about personal preference I guess, both ways should work fine. But I think the second way makes it somewhat easier to adapt if you need to switch to a broker which uses different TZ.
