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Daylight Saving Time Issue

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    Daylight Saving Time Issue

    Hi,

    I believe there is an issue with the way NT8 takes in to account Daylight Saving Time shifts when calculating bars. More specifically, the weekly starting time, and hence the end time of the current bar, seems to be determined by whatever the weekly starting time was at the beginning of the chart, rather than the current week which I think would be preferable. To repeat:

    It's 11:15pm on 28/3/19. I'm in Sydney, with computer and NT8 set to UTC+10.
    Using Standard Forex Trading Hours Template : UTC-05:00, Week beginning Sunday 5pm through to Friday 5pm
    Bring up a chart AUDUSD - 240 minute (connected to FXCM, with NT8 historical)

    Set the timeframe to load 30 days, and reload all historical data for good measure
    At the end of last week, NT8 indicates that the final bar for the week reportedly ended at 05:00 on 23/3/19 and the next bar ended at 09:00 on 25/3/19 (which is incorrect)

    Now, change the timeframe to load 10 days, and reload all historical data for good measure
    At the end of last week, NT8 now indicates that the final bar for the week reportedly ended at 08:00 on 23/3/19 and the next bar ended at 12:00 on 25/3/19 (which is correct)

    The difference between 10 days and 30 days covers New York (UTC-5) shifting to DST whilst Sydney remains unchanged. It doesn't seem correct to me that the end time of the current bar that I'm looking at depends on how many bars there are in the chart? This issue has been bugging me for years with NT in various forms, and I think may have just gotten to the bottom of it.

    Thanks.

    #2
    When I perform this chart test on my end with 30 days to load in UTC+10 (Sydney), I see the (correct) results you're reporting for the 10 days to load time:



    After watching the video above, what is different between what I am doing and what you're doing on your end (other than the slight difference in time at which I tested the issue)?

    Comment


      #3
      Not sure if you have tried this, have you set NT8 and your computer clock to UTC - 05:00 Easten time (US and Canada) shut down Nt8 and then reload?

      Comment


        #4
        Originally posted by NinjaTrader_PatrickG View Post
        When I perform this chart test on my end with 30 days to load in UTC+10 (Sydney), I see the (correct) results you're reporting for the 10 days to load time:



        After watching the video above, what is different between what I am doing and what you're doing on your end (other than the slight difference in time at which I tested the issue)?
        Um, not much by the look of it... you tell me:



        Comment


          #5
          Originally posted by beastment View Post
          Sorry, let me try that again:

          Comment


            #6
            Originally posted by AndyM View Post
            Not sure if you have tried this, have you set NT8 and your computer clock to UTC - 05:00 Easten time (US and Canada) shut down Nt8 and then reload?
            I just tried it then, and I got consistent behaviour, i.e.:

            Set everything to UTC-5:
            Set the timeframe to load 30 or 10 days, and reload all historical data for good measure
            At the end of last week, NT8 indicates that the final bar for the week reportedly ended at 17:00 on 22/3/19 and the next bar ended at 21:00 on 24/3/19



            In both cases (30 or 10 days) it produces the same result, which is what I would expect. However, it's not an ideal solution given that I don't live in UTC-5.

            Switching PC and NT8 back to UTC+10 and restarting, and the original issue reappears.
            Last edited by beastment; 03-29-2019, 05:42 AM. Reason: UTC+10, not -10.....

            Comment


              #7
              I cannot reproduce this issue on my end with both the PC and NinjaTrader set to UTC+10 (Sydney) time. There must be another unique element that we haven't detected yet.

              Do you have 'adjust for daylight saying time automatically' enabled? Are you choosing "UTC +10 Canberra, Melbourne, Sydney" for the time zone? Here are my windows PC clock settings:

              Comment


                #8
                Originally posted by NinjaTrader_PatrickG View Post
                I cannot reproduce this issue on my end with both the PC and NinjaTrader set to UTC+10 (Sydney) time. There must be another unique element that we haven't detected yet.

                Do you have 'adjust for daylight saying time automatically' enabled? Are you choosing "UTC +10 Canberra, Melbourne, Sydney" for the time zone? Here are my windows PC clock settings:

                https://www.screencast.com/t/8ZKMaS1V
                Yep, that's exactly what I have:

                Comment


                  #9
                  Originally posted by beastment View Post
                  And my trading hours template just in case:


                  Comment


                    #10
                    I still believe there is some unique variable on your PC that is causing the issue. To look into this further, I think it would be best if we continued the conversation via email. Please send me your log and trace files so that I may look into what is occurring on your end.
                    • You can do this by going to the Control Center-> Help-> Email Support
                    • Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
                    • Please reference the following ticket number in the body of the email: 2115830 ATTN Patrick G

                    Comment


                      #11
                      Originally posted by NinjaTrader_PatrickG View Post
                      I still believe there is some unique variable on your PC that is causing the issue. To look into this further, I think it would be best if we continued the conversation via email. Please send me your log and trace files so that I may look into what is occurring on your end.
                      • You can do this by going to the Control Center-> Help-> Email Support
                      • Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
                      • Please reference the following ticket number in the body of the email: 2115830 ATTN Patrick G
                      Thanks Patrick. I've sent the files through.

                      Comment


                        #12
                        To summarize, beastment found that the data series property 'break at EOD' being on or off was the catalyst to this issue.

                        Comment

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