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Can I get a little help with EA which includes many functions? 12 replies

Attachments: Time Conversion Functions - Includes Daylight Savings
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Time Conversion Functions - Includes Daylight Savings

  • Post #1
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  • First Post: Edited 11:36am May 18, 2007 11:14am | Edited 11:36am
  •  tesla
  • | Joined Oct 2006 | Status: Friendly Neighborhood Programmer | 533 Posts
Some of my backtests have been hampered by time conversion issues. I decided to draw up an include file that manages converting to/from times in various locales so I can easily check the London time, New York time, etc. I believe it accounts for daylight savings time accurately, even taking into account the old or new rules for DST in the US, depending on year.

I'm uploading the file because it's nice to share and I'm hoping for a bit of help from fellow programmers with the QA.

I would advise against calling ConvertDateTime(...) with every timestamp that needs converting since it could be processor intensive. I call it on the first bar of every Sunday to get the time offset and then reuse the offset for the rest of the week.

Here's an example:
Inserted Code
// if this is the first bar or a new week calculate eastern time offset
if (i == Bars - 1 || (TimeDayOfWeek(Time[i]) < TimeDayOfWeek(Time[i+1])))
  iEasternOffset = ConvertDateTime(Time[i],TIME_SERVER,TIME_NEWYORK) - Time[i];
and then you can make use of the offset with impunity...
Inserted Code
datetime dtEasternTime = Time[i] + iEasternOffset;

As is, the constant settings work for NorthFinance. You'll probably have to add the offset for your broker in the constants and in the GmtOffset(...) function.

I can't upload an mqh, so I've attached it as txt.
Attached File(s)
File Type: txt timefuncs.txt   3 KB | 380 downloads
Thanks for this, I can make good use of it...
  •  iya
  • | Joined Oct 2006 | Status: always protect yourself | 129 Posts
Well done, could come in handy.
Here are some suggestions: First, how about adding a timezone for mainland europe.
Also it would be nice to automatically detect the server timezone. Imho, this should actually be a standard function of mql, but I've seen code calling windows dlls to accomplish this. I'll look into it, and see if it's practical.
  •  tesla
  • | Joined Oct 2006 | Status: Friendly Neighborhood Programmer | 533 Posts
Quoting iya
Also it would be nice to automatically detect the server timezone. Imho, this should actually be a standard function of mql, but I've seen code calling windows dlls to accomplish this. I'll look into it, and see if it's practical.
Yup, this can be done but it hampers the ability to backtest accurately which I feel is one of the biggest benefit of the code.
  • Post #5
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  • Last Post: May 18, 2007 6:10pm May 18, 2007 6:10pm
  •  iya
  • | Joined Oct 2006 | Status: always protect yourself | 129 Posts
So it was primarily for backtesting, then.

I've added some code providing quite flawless online integration:
If you set TIME_SERVER and TIME_LOCAL to unique IDs, the GmtOffset() for these places will get calculated automatically (only works live).
If you set them to one of the predefined constants, GmtOffset() will return the offline values.

Inserted Code
#define TIME_GMT          0
#define TIME_LONDON       1
#define TIME_NEWYORK      2
#define TIME_TOKYO        3
#define TIME_CYPRUS       4
#define TIME_CHICAGO      5
#define TIME_FRANKFURT    6

//    Offline Settings (Backtesting)
#define TIME_SERVER       TIME_FRANKFURT
#define TIME_LOCAL        TIME_FRANKFURT
/*
//    Online Settings
#define TIME_SERVER       7
#define TIME_LOCAL        8
*/
You can also use the other functions, like TimeGMT() when live.
Attached File(s)
File Type: txt TimeZones.txt   6 KB | 480 downloads
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