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I'm in California, using the regular sessions of
NASD. When time of the current tick is less than
the time of the last tick I have experienced the
first bar of the next day. Works flawlessly. I am
building intraday and daily bars in arrays from
tick data and it is working flawlessly for months
now. If I was using a 24 hour day it would still
work, 00:00 is less then 23:59, even in Easy
Language!! I could use the 24 hour day from
anywhere, I'm assuming the day would start at
00:00 exchange time and I would only have to make
sure I was not using local time.
I had problems comparing the dates but
comparisons of times has presented no problem at
all, I recommend it.
Max
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Max wrote:
>I had better results using time <time[1] to
detect a day rollover
That will only work if you have single session
data only, or if the
new trading day actually begins at midnight. If
you use 24-hour
data, or live in a time zone where the trading
session contains
midnight (such as trading the Bund from Hawaii),
you need to do
something else.
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"The race may not always go to the swift nor the battle to the strong, but it is the way to bet"
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