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Bars start #425919
07/12/13 18:01
07/12/13 18:01
Joined: Jun 2013
Posts: 1,609
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DdlV Offline OP
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DdlV  Offline OP
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Sorry, I don't see this in the manual: Where does Zorro start its bars? I.e., when is 0 day, 0 hour, 0 minute?

Let's say I start a Trade run Tuesday 15:27 UTC and the strategy specifies BarPeriod = 19 (to purposely pick a number not regular vs. hours). For simplicity, say no Lookback. Is 0/0/0 Tuesday 15:27 UTC? Tuesday 00:00? Sunday sometime? Other?

Also, is Tuesday 15:27 UTC a part of the 1st bar that Zorro will use to trade? Or is it part of the last history bar that Zorro does not use to trade?

Thanks.

Re: Bars start [Re: DdlV] #425937
07/13/13 10:19
07/13/13 10:19
Joined: Sep 2003
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Spirit Offline

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Spirit  Offline

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The manual says the bars start at midnight UTC, but a 19 minutes barperiod starts probably at very irregular times.

Re: Bars start [Re: Spirit] #425941
07/13/13 12:53
07/13/13 12:53
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DdlV Offline OP
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Thanks Spirit.

I looked again (searched for "midnight" laugh ) and think I found what you're referring to - BarOffset?

It says daily bars normally start at UTC midnight - i.e., on a day boundary. Is the 1st bar used for trading the bar that contains Zorro's startup or the next day?

It says 60 minute bars normally start on hour boundaries. Is the 1st bar used for trading the bar that contains Zorro's startup or the next hour?

Following this logic, 19 minute bars would normally start on a 19 minute boundary. But where are those boundaries? When does the 19 minute cycle start?

Thanks!

Re: Bars start [Re: DdlV] #426003
07/15/13 08:41
07/15/13 08:41
Joined: Jul 2000
Posts: 27,935
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jcl Offline

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jcl  Offline

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There is no fixed boundary for 19 minute bars, so they can start anytime, dependent on the current time and the previous lookback period. Only bars with regular length, such as 1 hour or 1 day, are guaranteed to start at fixed boundaries.


Re: Bars start [Re: jcl] #426022
07/15/13 12:46
07/15/13 12:46
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DdlV Offline OP
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DdlV  Offline OP
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Thanks jcl. But "they can start anytime" doesn't really help. The questions are, "when does Zorro start them?" and "when is the 1st bar used for trading?".

Using the 19 minute and Zorro startup at Tuesday 15:27 UTC example, is Tuesday 15:27 UTC a bar boundary? Is Tuesday 15:27 UTC minus Lookback a bar boundary? Does Zorro start trading with the bar containing Tuesday 15:27 UTC or with the following bar?

Thanks.

Re: Bars start [Re: DdlV] #426067
07/16/13 06:29
07/16/13 06:29
Joined: Jul 2000
Posts: 27,935
Frankfurt
jcl Offline

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jcl  Offline

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It starts trading with the following bar. It never starts inside a bar.

Re: Bars start [Re: jcl] #426084
07/16/13 12:31
07/16/13 12:31
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DdlV Offline OP
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Thanks jcl.

Do you know the answer to the other question? What is the exact bar start/alignment/boundary?

Thanks.

Re: Bars start [Re: DdlV] #426090
07/16/13 14:30
07/16/13 14:30
Joined: Jul 2000
Posts: 27,935
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jcl Offline

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jcl  Offline

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I don't know for sure, but will ask. I assume the start is the first midnight in the lookback period, as that would be logical for aligning bars to day/hour boundaries.


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