Page 1 of 1

Synchronizing Exchange times to backtest on Portfolio trader

Posted: Jul 30 2019
by Ming80
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

Re: Synchronizing Exchange times to backtest on Portfolio trader

Posted: Aug 01 2019
by Anna MultiCharts
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.