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Weekend Data

Posted: Fri Mar 07, 2014 1:31 pm
by Tickroll
Hi Tickstory,

I am trying to emulate ARMADA MARKETS trading timezone conditions,
they use GMT +2 (w / New York DST), which means their Sunday
Candle is automatically combined with the following Monday's.

Now, to have a similar result should I include weekend data, or not?

Does leaving the Weekend Data out mean that the data from Sunday will be lost, or not used, at all?

And does including Weekend data; mean it will get automatically combined with Monday's candle?
(I prefer this option, as it still utilizes important Sunday Data).


Many Thanks

Re: Weekend Data

Posted: Sun Mar 09, 2014 7:00 am
by 4EverMaAT
Tickroll wrote:Hi Tickstory,

I am trying to emulate ARMADA MARKETS trading timezone conditions,
they use GMT +2 (w / New York DST), which means there Sunday
Candle is automatically combined with the following Monday's.

Now, to have a similar result should I include weekend data, or not?

Does leaving the Weekend Data out mean that the data from Sunday will be lost, or not used, at all?

And does including Weekend data; mean it will get automatically combined with Monday's candle?
(I prefer this option, as it still utilizes important Sunday Data).


Many Thanks
not sure about tickstory, but birt's csv2fxt script allow you to adjust the GMT offset for the fxt (mt4) data. In addition, you can set the DST that is to be used (because some parts of the year spring we use GMT +2 and fall uses GMT +3).

Re: Weekend Data

Posted: Sun Mar 09, 2014 8:53 pm
by Tickroll
Thanks for your response, but I only really use Tickstory!

Re: Weekend Data

Posted: Mon Mar 10, 2014 11:50 pm
by tickstory
Hi Tickroll,

The 'filter weekend' option will filter all tick data that occurs after Friday 22:00 hrs (UTC) and before Sunday 21:00hrs (UTC). It will then perform the time-shift to the selected time-zone and create bar data from this. This means that if the converted times fall between Monday 00:00-23:59hrs, then yes, everything will be seen on that bar.

Hope this helps.