[help] EA results varies because of weekend data. How to remove? - page 2

[Tjipke de Vries]

Philodox:

I apologize if I made some confusion with my words. I was trying to mean, alot of the values changed slightly.. but when all of the values changed slightly, i suppose its quite major...

.. and Oanda definitely have more bars. Oanda weekends starts at around Fri gmt-3 2300-0000, ends around gmt-3 Sun 2100-2200, while Alpari weekend starts at gmt-3 2300 and ends at 0000.

So there are like an extra 3-4bars of data everyweek on Oanda's feed

Stop trading Friday Time XX:XX

Start Trading Monday YY:YY

[Nikita Lavrenko]

I have the same issue and I decided to write a mini program on python using pandas library to remove historical data of weekend.

My EA use several indicators that get hundred bars on H1 and that's why result on 2 brokers are absolutely different.

[William Roeder]

Phil: So there are like an extra 3-4bars of data everyweek on Oanda's feed

There are no extra bars; period. Oanda is a NY+7, so no Sunday bars.

Chart times are broker times.

• FX opens 5pm Eastern Time (NY) Sunday and ends 5pm NY Friday. Some brokers start after (6pm is common/end before (up to 15 minutes) due to low volatility.
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  Swap is computed 5pm ET. No swap if no open orders at that time.

• Brokers use a variety of time zones. Their local time (with or without DST,) GMT, UTC, GMT+2, UTC+2, NY+7.

  Only with NY+7 does the broker's 00:00 equals 5pm ET and the start of a daily bar (and H4) is the start of a new FX day.

  GMT/BST brokers, means there is a 1 or 2 hour D1/H4 bar on Sunday (depending on NY DST,) and a short Friday bar.

  GMT+2 is close but doesn't adjust for NY DST.

  EET is closer except when their DST doesn't match NY's. Last Sunday of March and 1:00 on the last Sunday of October vs second Sunday in March and return at 2:00 a.m. EDT to 1:00 a.m. EST on the first Sunday in November.

• Non-NY+7, means the chart daily bar overlaps the start, and converting broker time to NY time requires broker to GMT to NY timezone conversions.

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• If you search the web you will find differing answers. Those are all wrong (half the year) because they do not take DST into account (or that it changed for the US in 2007 [important when testing history.])

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• Then there are H4 candles that start on odd hours.
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