Time zone of the currently selected asset, used for setting AssetFrame to a daily TimeFrame that begins at FrameOffset in local time. When your strategy contains a portfolio of different assets that you want to trade at different times, use this parameter to define the time frames of individual assets.
Time zone of the currently selected asset, used for setting AssetFrame to a TimeFrame that skips all bars outside market hours in local time, but follows the BarPeriod inside market hours. The market hours are given by StartMarket and EndMarket.
int, -23..+24, or UTC, WET, CET, ET, JST, AEST
0 when the current bar has no price quotes of the current asset or is to be skipped according to AssetZone or AssetMarket; negative number of skipped bars at the end of the time frame; 1 otherwise. Can be used to set TimeFrame for skipping bars with no quotes or for trading on different time zones (see example).
Bar number of the last received price quote of the current asset, from 0 to NumBars-1. Can be used to determine if there was a quote in the current bar.
- The listed variables can be set and evaluated individually for every asset.
- For emulating day bars of different assets with different time zones, use 1-hour bars with AssetZone and AssetFrame (see example). Use FrameOffset for starting the emulated bar at a certain local hour.
- For assets that are only traded at certain market hours, use the example under TimeFrame for skipping bars outside market hours.
// trade two assets with different time zones
BarPeriod = 60;
FrameOffset = 9; // trade both assets at 9:00 of their local time
AssetZone = WET;
AssetZone = JST;
TimeFrame = AssetFrame; // use a daily time frame changing at 9:00 local time
TimeFrame, StartMarket, LookBack, asset
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