easylanguage question: offsetting trading session

Discussion in 'Automated Trading' started by travis, Aug 9, 2010.

  1. travis


    I have this problem. I am trying to build a system on daily pivot levels (PP, S1, R1).

    I downloaded the data from IB TWS for the EUR IDEALPRO symbol. The data is in Central Standard Time and the session ends at 16.00. I don't know why. It seems that the forex session ends when the CME equivalent EUR future ends. However the future starts trading again one hour later. The forex resumes 15 minutes later, at 16.15 CST.

    In order to calculate the correct pivots I would need tradestation (2000i version) to consider the end of the session at 16.00 like midnight, but at the moment it doesn't do it, and it recalculates pivots at 00.00, which is 8 hours later than I want it.

    How can I solve this problem please? I've already tried to download the data in a different time format, and that doesn't work. It seems to me that I have to tell tradestation to consider 16.00 like midnight, but probably it's not possible to do it this way. Any advice?
  2. You need to offset the data in the file before you import into tradestation.
  3. travis


    Oh, thanks. Let's see... We're talking about 100 lines per day. That's 24 thousand per year. I guess it could even be done in excel. But is that really the only way? Has anyone ever heard of a code / Global Server or other solution?
  4. Multicharts 6 has custom sessions.
  5. Just write a script. 25 lines max in PHP to do this.

    1. Read each line.
    2. grab date/time
    3. offset date/time
    4. write back out to new file.
  6. travis


    Thanks to both.