GMT-Offset of Backtest-(Tick-) data from Dukascopy.. confusing?? - page 2

 
gooly:

I now have seen the Dukascopy data.

The problem seems to be there as Dukaskopy has 3 1h-bars on the Sunday the DST-switch should have been taken place many hours earlier at 3:00 am - it should olny be 2 bars in this particular Sunday night - am I right?

I don't think there should be any Sunday bars on Dukascopy data, I downloaded some of their tick data I still have it, the folder structure is one folder per day including weekends, each folder contains 24 files, each file contains 1hr of ticks. The weekend .bin files are zero filesize. The files that contain ticks start at 00:00 on Monday - 23:00 on Friday.

DST change is usually at 3am on Sunday morning. This means there might be an extra .bin file in the Sunday folder when the clocks go back and one less when the clocks go foward but they would be zero tick files of no consequence because we have no trading bars ar 3am on Sunday regardless of time zone. The real tick files start at 00:00 on Monday as usual.

You said your data is .csv files ? Did you aquire it from someone else ? I am thinking someone already converted the .bin files to .csv and adjusted it to GMT +3.

 
angevoyageur:

Why are all the Volume equals 1 in your screenshot ?


Tickdata (by Tickstory) backtest: Instead of volume (fix set to 1) I have Bid and Ask and not the artificially mt4-constructed prices within the bars. As a consequence all history files from m1 to mn1 have the same size.
 
WHRoeder:

False. Those are GMT times when the market opened. Market opens 6pm Sunday New York time. 2100 = EDT 2000 = EST and closes 4 PM Friday local time. An individual broker may open later (close earlier) but not open before 6 pm.

Incorrect. All those sites are wrong half the time. They try to convert local time to GMT with fails during DST.

Thank you! This explains it to me!
Reason: