Synchronizing Exchange times to backtest on Portfolio trader

Questions about MultiCharts and user contributed studies.
Ming80
Posts: 24
Joined: 18 Jun 2012
Has thanked: 20 times
Been thanked: 1 time

Synchronizing Exchange times to backtest on Portfolio trader

Postby Ming80 » 30 Jul 2019

Hi guys,

I'm currently backtesting a portfolio of strategies of CME futures with NYMEX futures using Portfolio Trader with the time zone set as 'Local'.
The bar resolutions are currently on weekly bars.

1) Would 'Local Time' mean the local time on my computer? (Even if its obvious I had to ask sorry guys =) )
2) If so would there be a workaround to synchronize all strategies to react to their exchange time on daily bar resolution? (e.g create a time offset)
3) What would be the difference if the time zone were to be set as 'Local' when executed in real time?

Thanks, the idea is to be able to currently backtest strategies on these 2 exchanges and hopefully execute them on the same portfolio trader instance.

rgds - Ming

User avatar
Anna MultiCharts
Posts: 560
Joined: 14 Jul 2017
Has thanked: 42 times
Been thanked: 140 times

Re: Synchronizing Exchange times to backtest on Portfolio trader

Postby Anna MultiCharts » 01 Aug 2019

Hello, Ming80!

1) Yes, when Local time zone is selected the bars time will be displayed in the local time zone of your machine as configured in its system settings.
2) Yes, you can make a workaround using the time offset in your code.
3) Please specify which difference are you referring to in particular.

You can have several strategies with slightly different code for working with symbols from different exchanges. This is possible within one portfolio workspace.


Return to “MultiCharts”