Daylight savings code
- This topic has 14 replies, 6 voices, and was last updated 2 years ago by
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As from monday we’ve got 2 weeks when the American and European daylight savings are out of synch, and I’d like to have a piece of code to allow for the hour difference in opening time.
I’m sure the following is wrong, but you get the general idea. I find the documentation very unclear about how to specify dates.
123456Once DLS = (month =3 and day>=14 and day <=28)If DLS thenTradetime = time >=133000 and time <200000elsif not DLS thenTradetime = time >=143000 and time <210000endif3 users thanked author for this post.
You need to remove ONCE from line 1, because it must be evaluated everyday, not just the first time in autotrading.
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I refined and expanded the code to cover the period 2010 to 2024 and it seems to work in terms of altering the opening times of trades during those weeks – this is for an algo that only operates in the DOW’s first hour so for me the change is crucial.
1234567//adjustment for American Daylight Savings timeDLS =(Date >= 20100314 and date <=20100328) or (Date >= 20101031 and date <=20101107) or (Date >= 20110313 and date <=20110327) or (Date >= 20111030 and date <=20111106) or (Date >= 20120311 and date <=20120325) or (Date >= 20121028 and date <=20121104) or (Date >= 20130310 and date <=20130331) or (Date >= 20131027 and date <=20131103) or (Date >= 20140309 and date <=20140330) or (Date >= 20141026 and date <=20141102) or (Date >= 20150308 and date <=20150329) or (Date >= 20151025 and date <=20151101) or (Date >= 20160313 and date <=20160327) or (Date >= 20161030 and date <=20161106) or (Date >= 20170312 and date <=20170326) or (Date >= 20171030 and date <=20171105) or (Date >= 20180311 and date <=20180325) or (Date >= 20181028 and date <=20181104) or (Date >= 20190310 and date <=20190331) or (Date >= 20191027 and date <=20191103) or (Date >= 20200308 and date <=20200329) or (Date >= 20201025 and date <=20201101) or (Date >= 20210314 and date <=20210328) or (Date >= 20211031 and date <=20211107) or (Date >= 20220313 and date <=20220327) or (Date >= 20221030 and date <=20221106) or (Date >= 20230312 and date <=20230326) or (Date >= 20231029 and date <=20231105) or (Date >= 20240310 and date <=20240331) or (Date >= 20241027 and date <=20241103)If DLS thenTradetime = time >=133000 and time <200000elsif not DLS thenTradetime = time >=143000 and time <210000endifBut unfortunately it also seems to alter the results for trades taken outside of those periods. If you look at the attached image, you can see that the dates, times, and number of bars is identical, but the profit is completely different. The figures on the right are adjusted for American Daylight Savings (although those dates fall outside of the adjusted period), the figures on the left have no adjustment at all.
???
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