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Hi Tomasz,
and thanks for your reply.
I was doing what you suggested even before, but it works only between
us and europe if for example you have local time set to US NYSE, since
eu trading hours correspond to 0200 till 1039 which is within the same
day in the sense of 0000 2359 interval nyse time,but with asian
markets it doesn`t work.
For example Japan opens 1800 and closes at 0900 , so the last 9
minutes of trading are not used for daily compression (assuming local
nyse time for compression) and for hk is even more.
A way around is to use daily/nigh session setting for daily
compression , but then data from different time zones would not be
shown correctly anymore, sine a correct daily compression requires rth
selection for the local time, but not anymore for some others.
What I need is a daily regular trading hour bar for
asians/american/european markets according to the exchanges rth.
Time shift is a per-database setting, so it cannot be used to taylor
compression for different groups using exchange time, and regular
trading hours are expressed in local time anyway.
The simplest and most clear solution I can see is that shifting is
made a per-group setting, and exchange time is used to define trading
hours instead of local time.
Or possibly to use a shift which allow all RTH intervals to be in 0000
2359 interval (but it may not exist for all markets).
I hope to be wrong and that there is a way to achieve this with the
current setting options
Thanks
Ly
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko (groups)"
<groups@xxx> wrote:
>
> Hello,
>
> Yes I am doing this. I use eSignal data for US and European markets.
> eSignal timestamps everything with UTC (universal time).
> eSignal plugin then reads your Windows system settings and
> converts UTC to your localtime so all your charts appear in the
local time
> by default.
> If you don't like it you can go to File->Database
Settings->Intraday settings
> and define time shift between your local time zone and any other you
> want to use (for example you may want it to display US ET hours).
> This setting is per-database so all charts are synchronized in time
> and given timestamp means the same in all symbols.
>
> Now if you want different REGULAR trading hours settings for different
> markets to make daily compression working according to your preferences
>
http://www.amibroker.com/kb/2006/03/19/how-does-the-daily-time-compression-work/
>
> you may set PER-GROUP intraday settings, to do so use Symbol->Categories
> window and check "Group uses own intraday settings" box as shown in
the help file:
> http://www.amibroker.com/guide/w_dbsettings.html
>
> Then you can put symbols belonging to different time zones to
different groups
> and use groups to define different regular trading hours
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "loveyourenemynow" <loveyourenemynow@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, February 21, 2008 10:24 PM
> Subject: [amibroker] mutitime zone database settings
>
>
> > Hi,
> >
> > I am trying to have symbols from different time zones in the same time
> > zone, and inparticular to get the riht daily compression, but after
> > many attempts I still cannot get it.
> >
> > I know there is group setting for intraday, but using that change the
> > setting for all the symbols in the database instead of only those in
> > the group.
> >
> > Especially having asian and amercian symbols together is very
> > difficult since asia open in one day and clse in the following using
> > american time.
> >
> > IS anybody doing it?
> >
> > Thanks
> > Ly
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
>
Please note that this group is for discussion between users only.
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