Why won't my backtesting reflect DST?

 

Hi all,


I've been back testing strategies in MT4 using IG for a while now.  I wanted to try MT5 to get better insights on my EA's, and noticed a huge difference in results.  I came to the conclusion that every MT5 Demo I've tried (2 different brokers in UK GMT+2 and also mql5.com download) are NOT accounting for daylight savings in historical data for back testing (I've actually seen this in 2 other mt4  accounts as well).  I know this because when the time is supposed to roll back 1 hour, My IG MT4 *BACK TESTING* is 2 hours behind my MT5 demo accounts, and when time goes forward, it is 1 hour behind.


I wanted to see if there is any way around this. results can very greatly depending on the time you're trading, so it makes a huge difference.

If anybody has any insight on code I can add, or maybe something that I'm missing here, I would greatly appreciate it.


Kindly,

Jade

 

How can MetaQuotes know all brokers' (they come and go daily) Time zone and Daylight savings time (if they use it and including historical changes for back testing)? Do you have that information for just you and your broker? Only then, with code can you convert session times to broker's time to UTC to local time. You can use offset inputs but then you must maintain them correctly, through all three DST changes when they occur.
          When is the time zone problem going to be fixed? - General - MQL5 programming forum (2020.05.07)

 
William Roeder #:

How can MetaQuotes know all brokers' (they come and go daily) Time zone and Daylight savings time (if they use it and including historical changes for back testing)? Do you have that information for just you and your broker? Only then, with code can you convert session times to broker's time to UTC to local time. You can use offset inputs but then you must maintain them correctly, through all three DST changes when they occur.
          When is the time zone problem going to be fixed? - General - MQL5 programming forum (2020.05.07)

William,


Thanks for the reply!  I have a question for you.  There's providers with historical data that you can upload into MT4/MT5.  I'm thinking maybe I can get the data uploaded already in the time zone I want with DST included (instead of trying to modify code).  Here's a quote from there website: "Add new timezone “(UTC +02:00) UTC +2 with European/London DST” (Alpari)"


It was a feature in one of their updates.  Does this mean my back testing will reflect DST?


Best,

Jade

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