How to calculate Exchange Opening Time?

[Baruch]

Hi,
For my strategy I need to know the opening times of all exchanges (NY, Tokyo, Sidney, London).
So I have those parameters:
private int NYStart = 830;
private int TokyoStart = 1800;
private int SydneyStart = 1800;
private int LondonStart = 200;

Its for CST so I also have a parameter for CSTOffsetHours.
Now I need to change those opening hours depending on different DST (day light saving times).
So that is how I do it:
int MonthDay = ToDay(Time[0]) % 10000;
if (MonthDay > 313 && MonthDay < 1106) TokyoStart -= 100;
if (!(MonthDay > 403 && MonthDay < 1002)) SydneyStart += 100;
if (MonthDay > 313 && MonthDay < 2603) TokyoStart -= 100;
if (MonthDay > 313 && MonthDay < 1106) LondonStart -= 100;
if (MonthDay > 1030 && MonthDay < 1106) LondonStart += 100;

Is this correct?

Baruch

[NinjaTrader_Bertrand]

Baruch, it looks correct to me - you would need to give it a testrun on historical data to check what values are returned for your local timezone setting then, if you run into issues another approach would be converting everything to UTC - http://msdn.microsoft.com/en-us/libr...v=VS.100).aspx

[Baruch]

Hi Bertrand,
My question is not about the syntax, but about the values. Are they correct?

Baruch
p.s. I don't see how converting to UTC will help. Does it converts the UK DST when its different from US DST?

Baruch

[NinjaTrader_Bertrand]

I could unfortunately not comment on your logic, you would need to give it a test run to debug - you could do everything UTC related...also expressing your various start times in it.

[Baruch]

Thanks Bertrand,
I'll do it.

Baruch