Any broker: Timezone error in Indexes and Coms H4 strats

So, it looks like there is a timezone problem with Coms and Indices. The bar start times do not match the broker terminal chart start times for Darwinex FCHI H4 for example when the correct timezone settings are used to export or analyze. This problem exists when downloading and exporting via TDS and also when downloading, cloning, and analyzing via SQX. Both TDS and SQX are broken for some H4 markets with a similar bug. In TDS UTC+2 with USDT is correct for many brokers and works fine with currencies, just not with Indexes or coms. EST +7 in SQX is the same thing and also works fine with most brokers' currencies but is "off" for indexes and coms. So yeah it was hard to notice cause sqx=tds and they are both broken. I've opened a ticket with TDS as well.  

Example: Darwinex Comodotties, XTIUSD for instance in the Darwinex terminal the week's start bar starts at 1:00 and the output from both TDS and SQX when using the correct timezone the H4 bars start at 0:00 you can see it in the SQX analyzer (and in the visual tester if using TDS).

This will affect ALL brokers' H4 data when a specific market does not start at 0:00 (or 4:00 or multiples of 4)  so that means most brokers coms,  indexes etc. are affected.

EURUSD starts the week with an H4 bar at 0:00, XTIUSD should start the week with an H4 bar at 1:00 which is when that market opens one hour later.

GDAX starts with an H4 bar at 3:00 server time and is especially problematic at the moment because now the trading days within TDS and SQX testing have 6 (h4) bars instead of the 5 bars like in real life. That's 20% more bars in the test than there are in real life. That's what caught my attention to this matter. 

Scroll down for some screenshots...

EDIT: Same bug was present in TDS as well which eventually got confirmed by Bert and fixed, see bellow for more details.

Attachments
  • Votes +8
  • Project StrategyQuant X
  • Type Bug
  • Status In progress
  • Priority Normal

History

b
#1

bentra

17.05.2021 18:51

Task created

b
#2

bentra

17.05.2021 20:43

Subject changed from Timezone error in Darwinex Indexes to Timezone error in Darwinex Indexes and Coms

I double-checked the timezone on the Darwinex FTP site and it is fine so hard to believe but I keep checking it again and again. A similar bug in SQX as TDS seems to exist. (unless Darwinex already recently fixed it on their end... I'll try downloading it now)
b
#3

bentra

17.05.2021 21:54
So bert acknowledges the issue in TDS:
"quote from bert:


"I didn't even know it was possible for H4 bars to start at 01:00 instead of 00:00 in MT4.

In any case, you are correct: it is not possible to make H4 bars start at 01:00 using the Tick Data Suite.""

So in this case we would like our tests to match the real broker data not TDS because TDS is bugged for H4 strategies on coms and indexes (the same way that SQX currently is.....)
b
#4

bentra

17.05.2021 22:09

Subject changed from Timezone error in Darwinex Indexes and Coms to Timezone error in Darwinex Indexes and Coms for H4 strats

IH
#5

clonex / Ivan Hudec

17.05.2021 22:12
Voted for this task.
b
#6

bentra

17.05.2021 22:14
Voted for this task.
b
#7

bentra

17.05.2021 22:16
If you use TDS you may wish to email Bert and let him know you would like to be able to use TDS for H4 strategies on com and index markets.
b
#8

bentra

19.05.2021 06:33

Attachment Screenshot 278.png added

Attachment Screenshot 280.png added

Screenshot 278.png
(153.81 KiB)
Screenshot 280.png
(178.10 KiB)
This terminal screenshot is real life, the first bar starts at 1:00 for XTIUSD. But if you check SQX the same H4 bar starts at 0:00... The timezone is set correctly in SQX and the main markets from this broker match the H4 times properly such as EURUSD.
k
#9

Karish

20.05.2021 01:37
Voted for this task.
HH
#10

Hans

28.06.2021 00:24
Voted for this task.
b
#11

bentra

06.11.2021 15:54
Birt has now fixed this issue TDS

Hi,

Just to keep you posted on this, the bar offset feature has been implemented a while ago but it had to wait for some other features scheduled for this release. It's now available as part of a new beta version - v2.2.41 - available at https://eareview.net/downloads

Ticket: https://eareview.freshdesk.com/public/tickets/1733d9f4c338911ff960c0b90e8a26bd34a22737ea7a1966799f174e654fa7a6


eareview.net support powered by Freshdesk Support Desk 
DR
#12

mentaledge

06.11.2021 16:26
Voted for this task.
M
#13

MM1

06.11.2021 17:00
Voted for this task.
IN
#14

altenburg90

17.11.2021 11:01
Voted for this task.
E
#15

Emmanuel

25.11.2021 11:14
Voted for this task.
PS
#16

Petr Šomek

19.09.2022 08:49

Status changed from New to In progress


Votes: +8

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