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When America changes to daylight saving time 2 weeks ahead of
Europe, "timeshift" for intraday setting becomes one hour less. If the
intraday setting is changed to give the correct timestamp of 9:30 for
the opening bar of the current period, all previous opening bars have
time stamp of 10:30. This will louse up any TA system based on day
session only intraday bars.
As far as I can see there is only one day session hour setting and it
is global (cannot vary this according to prescribed time periods) I
have tried changing timeshift, day session hours, merge 2 lots of data
collected using different settings. Nothing works.
Clues anyone? Thanks.
Sursod
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