Time zone handling
Zorro's standard time zone is UTC (Greenwich mean time), which is also the time
zone of historical data, logs, and charts. Time and date functions and variables are normally
time. Alternatively, local time zones can be used either on the bar or on the
asset level. For handling or converting time zones, the following variables
Time zone of bars (default: UTC). Affects bar generation: daily bars will start and end
at BarZone midnight plus BarOffset.
For this, set BarZone before the first asset
call. BarZone is also used by several date/time functions that
use local time. For
using specific asset-dependent time zones with intraday bars, see AssetFrameZone and AssetMarketZone.
Time zone of the historical data files, for converting them to UTC.
This variable is rarely needed since timestamps in historical data files
should be already in UTC. If not, set HistoryZone to the time zone
in the data. The time stamps
in historical data files and dataset files are
then automatically converted to UTC on dataLoad or
Time zone of the broker plugin. This variable is rarely needed since broker plugins
timestamps in UTC. Otherwise the broker plugin is supposed to set
BrokerZone with the GET_BROKERZONE command. The
broker API time
then converted to UTC on import.
Time zone of the log and chart. If not set, all dates and times in the log and
chart are in UTC.
Time zone of the current asset; initally read from the Market field of the
asset list, otherwise copied from BarZone
or set by script.
Time zone of the current asset for daily trading; used
to set AssetFrame to a daily
TimeFrame that begins at FrameOffset
in local time.
int, UTC for UTC time (default), EST for New York, WET for London, CET for Frankfurt, AEST for Sydney, JST
for Tokyo, or any number from -23..+23 that gives the time zone
offset in hours to UTC. Daylight saving time is used, except for UTC and for
time zones at or beyond JST.
Asset specific time frame, automatically set by AssetFrameZone.
0 when the current asset had no price quotes
in the current bar or when its market is closed; negative number of skipped bars
when the market opens; 1 otherwise. Normally used to set TimeFrame =
AssetFrame for skipping bars
outside market hours, or for trading on different time zones (see example).
- BarZone, HistoryZone, and BrokerZone affect the sampling of
bars and thus must be set before loading history with the first
asset() call. The asset-specific
AssetZone and AssetMarket must be set after selecting the asset
and can be changed at runtime.
- If backtests use price history in local time and no time zone is set, all time/date functions
and variables are then also in local time instead of UTC.
- Setting a non-UTC BarZone generates a daily bar of 23
or 25 hours when the daylight saving period begins or ends. The
run function can run twice or be skipped when the
clock is set backwards or forwards. This should be
taken into account in strategies that strongly rely on a 24-hour bar period or
on bars ending or starting at a certain time.
- For emulating day bars of different assets with different time zones, use 1-hour bars with AssetFrameZone and AssetFrame (see example). Use FrameOffset for starting the emulated bar at a certain local hour.
// trade daily at 15:30 New York time
BarPeriod = 1440;
BarOffset = 15*60+30;
BarZone = EST;
// trade two assets on different time zones
BarPeriod = 60;
FrameOffset = 10; // trade both assets at 10:00 am local time
AssetFrameZone = WET;
AssetFrameZone = JST;
TimeFrame = AssetFrame; // use a daily time frame changing at 10:00 local time
BarMode, Time/Date functions,. asset
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