Weird day start / end

Questions about MCFX and MCFX Data Feed.
Duvald
Posts: 18
Joined: 11 Dec 2008

Weird day start / end

Postby Duvald » 22 Dec 2008

Hi,
on data 1 I have 365 days of 1 minute data, and on data2 I have daily chart.

The start / end of day on the minute chart are weird: sometimes day ends correctly at 23:59, but sometime it ends at 22:59, or even 1am.... this is a problem when creating strategies that close at EOD precisely, or start at the first candle.

Cordially,
Duvald

MKlein
Posts: 147
Joined: 14 Aug 2007

Postby MKlein » 22 Dec 2008

I think you're seeing two issues here. One is daylight saving time, and the other is the early close of trade on Friday. I don't know whether or not MCFX is consistent in its handling of these changes, as they're not important to my strategies, but I do know there've been issues with the handling of daylight saving in the past.

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Andrew Kirillov
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Postby Andrew Kirillov » 23 Dec 2008

Minutes bars will finish at 16:00 (as FXCM sends), but Daily bars have 17:00 time stamp. We set a wrong timestamp for daily bars, but data is the same. We will fix it. It is a minor issue, but it produces a wrong result if you mix two resolutions.

Duvald
Posts: 18
Joined: 11 Dec 2008

Postby Duvald » 29 Dec 2008

I tried to build 24 hour bars, instead of daily bars, as supposedly it would be also built from intraday data such as minute bars.

Problem is also present: 24hours bars finish at 23:00 where minutes bars continue the day for 1 hour more.

Duvald
Posts: 18
Joined: 11 Dec 2008

Postby Duvald » 24 Jul 2009

Hi,
has all these issues fixed on multicharts beta 5.5 (not mcfx) for forex data and combination of multiople time frame ? How the multitimeframe has evolved in latest 5.5 of multichart ?

zukkaweb
Posts: 125
Joined: 08 Feb 2008

Postby zukkaweb » 27 Feb 2010

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