Hi
I am in Australia and trade FX (24 Hour market).
I am trying to detect when the session changes to calculate pivots. To do this I use SessionFirstBarTime which works well during normal trading. However when I backtest I need to take into account changes in Day Light Saving against the exchange time. Is there a way to detect what session a particular bar is in?
Thanks,
Daniel
SessionFirstBarTime
- Dave Masalov
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- Joined: 16 Apr 2010
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Re: SessionFirstBarTime
Dear Daniel,
Please use sessionstartday, sessionstarttime, sessionendday and sessionendtime keywords. You may find the description in the help.
Please use sessionstartday, sessionstarttime, sessionendday and sessionendtime keywords. You may find the description in the help.
- Dave Masalov
- Posts: 1712
- Joined: 16 Apr 2010
- Has thanked: 51 times
- Been thanked: 489 times