setting one has on their local pc.
The output below was created as follows
1) In Historical Data Manager delete existing data for symbol GS
2) Export minute data for stock "GS" out of TradeStation using local pc Timezone = "US Eastern"
3) Import Data Into NT specifying data timezone = "US Eastern"
4) Chart 1 Minute Bars for GS
5) Open Output Window (Tools -> Output Window)
6) Insert attached indicator "SyncErrorDependentOnTimeZone"
creates the following output...
GS Timestamp: 08-Feb-11 4:00:00 PM; GS Value: 168.56; GSDaily Timestamp: 08-Feb-11 4:00:00 PM; GSDaily Value: 168.57;
GS Timestamp: 09-Feb-11 4:00:00 PM; GS Value: 165.93; GSDaily Timestamp: 09-Feb-11 4:00:00 PM; GSDaily Value: 165.61;
GS Timestamp: 10-Feb-11 4:00:00 PM; GS Value: 165.28; GSDaily Timestamp: 10-Feb-11 4:00:00 PM; GSDaily Value: 165.05;
Checking the Historical Data Manager reveals the daily closing prices are correct:
10-Feb-11 165.27 166.65 164.68 165.05 3960805
09-Feb-11 168.23 168.23 164.66 165.61 5251600
08-Feb-11 167.0 168.72 166.26 168.57 4441497
change pc timezone to somewhere east of Tehran, restart NT
1) In Historical Data Manager delete existing data for GS
2) Export minute data for stock "GS" out of TradeStation using local pc Timezone = "Brisbane"
3) Import Data Into NT specifying data timezone = "Brisbane"
4) Chart 1 Minute Bars for GS
5) Open Output Window (Tools -> Output Window)
6) Insert attached indicator "SyncErrorDependentOnTimeZone"
GS Timestamp: 09-Feb-11 7:00:00 AM; GS Value: 168.56; GSDaily Timestamp: 09-Feb-11 7:00:00 AM; GSDaily Value: 167.01;
GS Timestamp: 10-Feb-11 7:00:00 AM; GS Value: 165.93; GSDaily Timestamp: 10-Feb-11 7:00:00 AM; GSDaily Value: 168.57;
GS Timestamp: 11-Feb-11 7:00:00 AM; GS Value: 165.28; GSDaily Timestamp: 11-Feb-11 7:00:00 AM; GSDaily Value: 165.61;
GS Timestamp: 12-Feb-11 7:00:00 AM; GS Value: 166.7; GSDaily Timestamp: 12-Feb-11 7:00:00 AM; GSDaily Value: 165.05;
11-Feb-11 165.27 166.65 164.68 165.05 3960805
10-Feb-11 168.23 168.23 164.66 165.61 5251600
09-Feb-11 167.0 168.72 166.26 168.57 4441497
08-Feb-11 164.79 168.1 164.6 167.01 4554974
The Following Minute Bars Line Up
GS Timestamp: 08-Feb-11 4:00:00 PM; GS Value: 168.56 ... equals ... GS Timestamp: 09-Feb-11 7:00:00 AM; GS Value: 168.56;
However the most recent daily bars are different
GSDaily Timestamp: 08-Feb-11 4:00:00 PM; GSDaily Value: 168.57 ... NOT ... GSDaily Timestamp: 09-Feb-11 7:00:00 AM; GSDaily Value: 167.01;
===
When the exchange closed at 4:00 on 08-Feb the price was 168.57 Which corresponded to a local (Brisbane) time of 7:00am on 9-Feb however
the price was not 167.01.
Conclusions
1) Timestamp does not match the price at this time (Times[Instrument1_Daily][0])
2) Data of different timeframes are not aligned.
3) For a given market and multi-timeframe strategy, you will get different output / trades, depending on what you set your timezone to.
Is this correct?
Nick
Comment