Oanda - Darwinex data syncronisation

Posted By: MatPed

Oanda - Darwinex data syncronisation - 05/16/18 10:47

Hi,
I am trading live Oanda and downloaded their data that, accordingly with muy info are GMT based.
Now I want to trade on Darwinex that is GMT+2 (do not ask me why...)
Darwinex does not allow to download enough data to train and test the strategy so I need to sync the historic data with the Darwinex timezone. Please not that I need the data synced not only for training and testing purposes but for trading too, because "set(PRELOAD);" is mandatory to load enough data for the indicators.

Now the question,setting:
AssetZone = +2;

does the trick or Something different has to be done?

Thank you




Posted By: byakuren81

Re: Oanda - Darwinex data syncronisation - 06/15/18 22:19

I am surprised, normally Oanda data are UTC aligned by default and as Zorro is too, I would wonder why they would have implemented their plugin with GMT data.
Posted By: MatPed

Re: Oanda - Darwinex data syncronisation - 06/16/18 09:58

Sorry I cannot answer to your curiosity, I am not part of Darwinex Staff. Somebody in the community said they switch in order to have one more full bar in a week. Do not ask me what does it mean...
The biggest limitation of Darwinex is that they ar Metatrader minded...

Ciao
Posted By: byakuren81

Re: Oanda - Darwinex data syncronisation - 06/16/18 12:41

I was talking about the Oanda data downloaded by Zorro that are UTC and not GMT. I did not know Darwinex I will take a look. You should look at BarZone it usually does the job. If BarZone is not set you will get UTC data aligned (BarZone=24 by default) and if set to 0 you will get GMT. You can make sure of that by writing daily data to a csv with BarPeriod=1440, you will set BarZone=0 will get a daily closing time of 00:00 when GMT and UTC are aligned and 23:00 when daylight saving time is applied as GMT is then one hour ahead of UTC. So for GMT+2 you should be setting BarZone=2. To be honest, to my mind the EOD alignment making most sense is US-Eastern, as you will then have the week ending on Friday at 17:00 EST and starting on Sunday at 17:00 EST. The Sunday bar will then be a complete 24 hours bar as ending on Monday at 17:00 EST. It's a question of point of view but for having worked quite a long time on the financial markets I tend to choose this daily alignment.
Posted By: AndrewAMD

Re: Oanda - Darwinex data syncronisation - 06/16/18 12:49

First of all, all broker plugins are supposed to output T6 files with date in UTC format already. The work should have been done for you.

You can verify this by using the Z History Editor and looking at the entries.
Posted By: MatPed

Re: Oanda - Darwinex data syncronisation - 06/16/18 13:19

I am still a lot confused by date timestamp, server time, asset trading time, barzone, assetzone and so on.
The reason of my post is exactly the result of this "confusion" I have.

I want to use the data downloaded from Oanda in order to train, test and possible trade a script on Darwinex, and I asked if the AssetZone = +2; was correct.

Based on your post it seams wrong. What to do you recommend?

Thank you
Posted By: byakuren81

Re: Oanda - Darwinex data syncronisation - 06/16/18 13:37

Use AssetZone when you want to trade assets with different time zones, if you want to trade the same time zone for all assets use BarZone as explained in my previous answer. By the way on which time frame do plan running your back testing on?
Posted By: MatPed

Re: Oanda - Darwinex data syncronisation - 06/16/18 14:24

BarPeriod = 240;
several currency and CFD so, lets make an example
Darwinex server time is UTC+2.

Lets trade firs Nikkei225 and than GER30
BarPeriod = 240;
WeekEnd = 1+2+4
AssetZone = JST;
dosomething;
AssetZone = UTC;
dosomethingelse;

am I correct?
Posted By: byakuren81

Re: Oanda - Darwinex data syncronisation - 06/16/18 14:47

If Darwinex server time is UTC+2 it's the same as GMT+2, the difference between the two being that GMT is a time zone whereas UTC is a time reference.
To help you to understand the nuance between them, know that UTC time will always be static but if you align on GMT, daylight saving time will be taken into account as it is a time zone.
In Paris, Madrid, Rome, Frankfurt time zone as you are in +1 hour compare to UTC and another +1 because of the daylight saving time applied during this period of the year (in which we are currently in). As you are living in Milan (if it is still the case!) it makes sense Darwinex system is aligning to your current time zone.
So you should be using BarZone = CET (where CET = 1 in Zorro);
Posted By: byakuren81

Re: Oanda - Darwinex data syncronisation - 06/16/18 14:55

Also, remember that Zorro bar time is the bar closing time and not the bar opening time as displayed on charts of many brokers and trading platforms.
Posted By: MatPed

Re: Oanda - Darwinex data syncronisation - 06/16/18 15:01

ok, the difference between UTC and GMT is clear, thank you.

The most relevant poin is another Nikkey is traded in new york so ET (not JST).
I should set AssetZone in order to let my script trade that asset when the market is open. This is the point.
Lets try to recap my vps is located in London (lets say GMT) connected to a Server GMT+2 and the script need to trade several saaset one of them is Nikkey225 traded in New York-

BarPeriod = 240;
...
AssetZone = ET;
tadeThatasset;

is that all?
Posted By: byakuren81

Re: Oanda - Darwinex data syncronisation - 06/16/18 15:08

check this example in case you did not already, I think it corresponds to your case from what I understood, it is in Zorro manual under AssetZone, AssetFrame,...

// trade two assets with different time zones
BarPeriod = 60;
FrameOffset = 9; // trade both assets at 9:00 of their local time
while(asset(loop("EUR/USD","USD/JPY")))
{
if(strstr(Asset,"EUR"))
AssetZone = WET;
else if(strstr(Asset,"JPY"))
AssetZone = JST;
TimeFrame = AssetFrame; // use a daily time frame changing at 9:00 local time
...
}

If the asset you want to trade is listed in NY then indeed you will have to use ET time zone.
Posted By: MatPed

Re: Oanda - Darwinex data syncronisation - 06/16/18 15:13

yes that was exactly the beginning of all my confusion.
I hate that script ahahahahha

In particular TimeFrame = AssetFrame drive me crazy!
Posted By: Adey

Re: Oanda - Darwinex data syncronisation - 06/26/18 14:29

Hi,

Just wanted to point out that UTC and GMT, are always the same. UTC is just the modern name for GMT. IRC GMT was tracked in the UK, and UTC is tracked by atomic clock somewhere else.

But the important thing is that UTC and GMT are the same, as they both reference the same timezone which is the time at the Greenwich Median in the UK. Which is the basis of all time zone measurements around the world.

So if the data is GMT +2 it will be the same UTC +2.

Adey
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