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SessionFirstBarTime

Posted: Nov 29 2010
by Chillie
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

Re: SessionFirstBarTime

Posted: Dec 08 2010
by Dave Masalov
Dear Daniel,

Please use sessionstartday, sessionstarttime, sessionendday and sessionendtime keywords. You may find the description in the help.

Re: SessionFirstBarTime

Posted: Dec 13 2010
by Chillie
Thanks.

How do I find what my session number is during back testing?

Re: SessionFirstBarTime

Posted: Dec 16 2010
by Dave Masalov
Dear Daniel,

Please use CurrentSession keyword.