Time/date periods


Start of the simulation; determines the begin of the backtest or - when WFO is used - the first training cycle. The variable can be set in different ways:
- A 4-digit number (f.i. 2006) gives the number of the historical data file with which the simulation starts (f.i. EURUSD_2006.t6). If the data file has no year number (f.i. MSFT.t6), StartDate is ignored and the simulation starts with the start of the file.
- A date in the 8-digit yyyymmdd format starts the backtest at a certain date (f.i. 20090401 = April 1st, 2009). The LookBack period is added in front of the date and begins accordingly earlier. Due to the lookback period, StartDate = 2006 is not the same as StartDate = 20060101.
- StartDate = NOW; sets the start date to the current day, and executes the run function in [Trade] mode immediately after the lookback period, regardless of the current time. Useful for strategies that do not run permanently, but are only started for modifying a portfolio.
- StartDate = 0; (default) starts the simulation with NumYears before the current year.


End of the simulation, either 4 digits for determining the number of the last historical price data file (similar to StartDate), or a date in yyyymmdd format for ending the backtest at that date (f.i. 20091231 = December 31, 2009), or NOW for the current day. If at 0 (default), the simulation runs until the end of the available price history. In January it runs until the end of the price history of the previous year.


Number of years of the simulation if no StartDate or EndDate is given (default: 6 years; max 32 years). The current year counts as one full year. Set NumYears to -1 for not loading any prices by assetHistory.


Maximum number of bars of the simulation (default: 0 = no limit). The simulation ends either at EndDate or after the given number of bars (including the LookBack period), whichever happens earlier.


Interval in days for automatically downloading price data from the selected broker (default: 0 = don't automatically download price data). The download process starts when calling asset() the first time in a [Test] or [Train] cycle and the price history is older than the given number of days. Zorro will then log in to the broker, download recent price data in M1 or T1 format dependent on History, and add it to the price history. This variable can be used for getting fresh data in a retraining or retesting process. It has no effect in [Trade] mode. Set UpdateDays to -1 for loading prices even when the history is up to date.


Interval in days for automatically retraining a live trading system (Zorro S required; default: 0 = no automatic retraining). Set this to the duration of the WFO test period for keeping a WFO trained system always in sync with the market. The retraining interval starts with the session start.


Maximum allowed gap in days in the historical prices and in downloaded price data (default: 0 = no gap checking). Set this to 2 or above in order to check the price curve for gaps and inconsistencies, and give an Error 047 message if any are detected. Weekends and Holidays are except from gap checking. Gaps of 1 day are normal in historical prices when market holidays are not set up in the Holidays array (see below).


Start of the business week in dhhmm, where d = day number (1 = Monday .. 7 = Sunday), hh = hour and mm = minute (not used). Default: 72300 (Sunday 23:00). Used to determine the weekend for BarMode flags. 


End of the business week in dhhmm as above Default: 52000 (Friday 20:00). Weekend begins at this time. Used to determine the weekend for BarMode flags. 


Daily market opening time in hhmm local time format, hh = hour and mm = minute. Default: 0930. Used for the day and market functions and for AssetMarket. Also prevents trading before this time and sampling of bars dependent on BarMode flags. 


Daily market closing time in hhmm local time format, hh = hour and mm = minute. Default: 1600. Used for the day and market functions and for AssetMarket. Also prevents trading at or after this time and sampling of bars dependent on BarMode flags. Set StartMarket = EndMarket = 0 for disabling market closing.




Pointer to an int array of holiday dates either in yyyymmdd or in mmdd format, ending with 0. Default: { 0101, 1225, 0 }. Can be set to a 0-terminated array for defining local stock market holidays. The yyyymmdd format specifies a holiday only in a certain year, mmdd for all years.




Date/time in Windows DATE format for passing a certain point in time to the contractUpdate function or to the date/time functions that support the NOW argument. When at 0 (default), the current PC date and time is used for NOW.


Time period in Windows DATE format to be added to the current time in [Trade] mode, for a quick-and-dirty test of the live behavior at a particular day, or at weekend or market closure (see also Troubleshooting). Set it to 1 or adding a day, or to 1./24 for adding one hour to the current time, or increase it by 1./24 at any 1-hour bar for trading a system in double speed. Affects also the lookback period and the time of a connected server; does not affect timestamps of historical data.





StartDate = 20150901; // start the simulation in September 2015
EndDate = 20160901; // and simulate one year. static int USHolidays[10] = { 0101, 0218, 0419, 0704, 0527, 0902, 1128, 1225, 0 }; Holidays = USHolidays; // set up US holidays

See also:

bar, BarPeriod, LookBack, Detrend, time/date functions, PlotDate


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