SessionFirstBarTime
Posted: Nov 29 2010
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
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