How to set global Asset,Bar Zone or AssetFrame?

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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: 27 Germany TedMar OP Newbie
TedMar 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) Code 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: TedMar] #480517 06/12/20 09:43 06/12/20 09:43
Joined: Sep 2003 Posts: 929 Spirit Moderator
Spirit Moderator Joined: Sep 2003 Posts: 929	Variables beginning with "Asset..." are for the selected asset, so they make not much sense in your code before selecting an asset. But BarZone is ok. https://manual.zorro-project.com/assetzone.htm

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: 27 Germany TedMar OP Newbie
TedMar OP Newbie Joined: Oct 2019 Posts: 27 Germany	Originally Posted by Spirit Variables beginning with "Asset..." are for the selected asset, so they make not much sense in your code before selecting an asset. But BarZone is ok. https://manual.zorro-project.com/assetzone.htm 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: 390
Czech Republic

Grat

Senior Member

Grat

Senior Member

Joined: May 2015
Posts: 390
Czech Republic

try this...

Code

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: TedMar] #480522 06/12/20 12:38 06/12/20 12:38
Joined: May 2015 Posts: 390 Czech Republic G Grat Senior Member
Grat Senior Member G Joined: May 2015 Posts: 390 Czech Republic	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.

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: 27
Germany

TedMar

OP
Newbie

TedMar

OP
Newbie

Joined: Oct 2019
Posts: 27
Germany

Originally Posted by Grat

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.

Code


[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: TedMar] #480532 06/13/20 08:43 06/13/20 08:43
Joined: Sep 2003 Posts: 929 Spirit Moderator
Spirit Moderator Joined: Sep 2003 Posts: 929	All this is wrong, here is it fixed: Code function run() { StartDate = 20200301; EndDate = 20200314; BarZone = EST; BarPeriod = 5; setf(BarMode,BR_MARKET); StartMarket = 0930; EndMarket = 1600; set(LOGFILE+PLOTNOW); asset("SPY"); vars Prices = series(priceClose()); }

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: 27
Germany

TedMar

OP
Newbie

TedMar

OP
Newbie

Joined: Oct 2019
Posts: 27
Germany

Originally Posted by Spirit

All this is wrong, here is it fixed:

?? Result is same , No session start @ 9:30 , and shift @ Daylight Saving

Code

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

Code

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: TedMar] #480537 06/13/20 17:39 06/13/20 17:39
Joined: May 2015 Posts: 390 Czech Republic G Grat Senior Member
Grat Senior Member G Joined: May 2015 Posts: 390 Czech Republic	Ok, question, you are downloaded data from?

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: 27 Germany TedMar OP Newbie
TedMar OP Newbie Joined: Oct 2019 Posts: 27 Germany	Originally Posted by Grat 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)

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