GSB Forums

How to train different time frames with minute data?

sean819 - 20-2-2018 at 06:01 AM

Hi,
I use Multicharts and the data just can export tick,minute or day type. I don't know how to train 30 minutes time frame with minute data.
I have tried Adaptrade Builder. There is a feature that can set time frame(bar size) for data. How to do the same work in GSB?

Petzy - 20-2-2018 at 01:15 PM

Hi,

I made a quick guide. I hope it will help you.

Don't read to much into the descriptions of my session times in the document. I am not exactly sure myself how to translate time zones AM/PM etc. I usally end up doing a session template and then look in the chart how it turned out. Then I change it and eventually I get it right :)

Sorry for misspellings etc.

/Peter Gunnarsson

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admin - 20-2-2018 at 01:53 PM

This is covered in less detail at http://www.trademaid.info/forum/viewthread.php?tid=17#pid184 in the quick manual.
Petzy, thanks for your support. Can I have the doc in word so I can tweak it for other users.
Just want to explain your time zone on using drive X

sean819 - 20-2-2018 at 11:22 PM

Thanks a lot Petzy.
But I receive warning"primary price data files do not match their contracts' session and may not close open trade at the day clost as expected" when I start. Should I ignore?

admin - 20-2-2018 at 11:26 PM

Quote: Originally posted by sean819  
Thanks a lot Petzy.
But I receive warning"primary price data files do not match their contracts' session and may not close open trade at the day clost as expected" when I start. Should I ignore?

Go to tools, contracts list and make sure the moc time = contract time. Second moc time add 59 seconds to the contract time.

Daniel UK1 - 7-6-2019 at 04:02 PM

An old thread, but i give it a try.... in here when exporting data from MC to GSB, its described as one should set session template to EXCHANGE TIME and not LOCAL, AND then on CHART set time to Exchange... i thought it should be the other way around ? session template to Exchange, and then always use LOCAL on chart.... can someone provide clarity that is using Multichart how you are setting up your session template and chart when exporting data ? And second question is, should session times in template be session time on exchange, despite that your local time on PC is not same as exchange ?

For example i am on Eastern time, will that affect what i shall use as session times on my template?

I am overly confused about this, thanks for any help someone can provide on this matter..

Regards

admin - 7-6-2019 at 06:39 PM

Quote: Originally posted by Daniel UK1  
An old thread, but i give it a try.... in here when exporting data from MC to GSB, its described as one should set session template to EXCHANGE TIME and not LOCAL, AND then on CHART set time to Exchange... i thought it should be the other way around ? session template to Exchange, and then always use LOCAL on chart.... can someone provide clarity that is using Multichart how you are setting up your session template and chart when exporting data ? And second question is, should session times in template be session time on exchange, despite that your local time on PC is not same as exchange ?

For example i am on Eastern time, will that affect what i shall use as session times on my template?

I am overly confused about this, thanks for any help someone can provide on this matter..

Regards


Read the last past of this link.
https://trademaid.info/gsbhelp/13SupplyingDatatoGSB.html
TS users get confused, and with MC you have additional complications.
My opinion is people should use TS instead of MC, however for some users - there are some very good reasons to use MC. IE TS doesnt have live data on what you want to trade. (there are more pros to mc than this, but its an example)

Daniel UK1 - 9-6-2019 at 07:14 AM

Thank you, i have read this, several times and watched the videos multiple times, despite this i am very much unclear of how to set things up.

I believe logic for TS and MC is the same, when it comes to setting up time on custom sessions and chart.

After having read the documentation, my understanding is that i shall use time in MC QUOTEMANAGER custom sessions, based on EXCHANGE time, so if i want to trade ES on CME i use time specified as CET time, (exchange time) for example 830-1500ET, and on chart i shall use the created custom session and set CHART to LOCAL time.
Based on this my last bar on chart since i am on EASTER TIME, will show 1600.

Hence i need to set MOC to 1600 IN GSB, in order for code to close out trades properly.

So specify MOC time in GSB, is reallly the only adjustment i will make due to PC local time setting.

I f someone can confirm that my understanding is incorrect or correct, would be very helpful.

Regards


Gregorian - 9-6-2019 at 08:45 PM

Daniel UK1:

If your PC is set to U.S. Eastern time:

Set MC QuoteManager to Exchange time.

Set your charts to Local time.

Your GSB time ranges (MOC etc.) should use U.S. Eastern times.

I have used GSB with MC for years, and this works properly.

Daniel UK1 - 10-6-2019 at 01:13 AM

Gregorian:

Thank you so much.

That means, that in the NG example if i i would want to use 9-1430 as session time for NG as its recommended, since this is exchange time and specified as CET, i would use on my PC :
10-1530 as session time in quotemanager and set MOC in GSB to 1530.

Kindly confirm

Daniel

admin - 10-6-2019 at 01:16 AM

Quote: Originally posted by Daniel UK1  
Gregorian:

Thank you so much.

That means, that in the NG example if i i would want to use 9-1430 as session time for NG as its recommended, since this is exchange time and specified as CET, i would use on my PC :
10-1530 as session time in quotemanager and set MOC in GSB to 1530.

Kindly confirm

Daniel

I think this is correct

Gregorian - 10-6-2019 at 12:29 PM

Quote: Originally posted by Daniel UK1  
That means, that in the NG example if i i would want to use 9-1430 as session time for NG as its recommended, since this is exchange time and specified as CET, i would use on my PC :
10-1530 as session time in quotemanager and set MOC in GSB to 1530.


No, actually, this is not correct. NG, like CL, is NYMEX, which is based on New York / U.S. Eastern time. if your PC is set to U.S. Eastern time, then Exchange time is 9-1430 Eastern, which is how QuoteManager should be configured. MOC in GSB should be set to 1430.

If this were a CME stock index, like ES, which runs on U.S. Central time, Exchange time in QuoteManager would be set to 830-1515, but in GSB you would use Eastern time, 930-1615. Since the exchange shuts down at 1615, you would be better advised to set MOC earlier, perhaps 1610 or whatever your bar type will support. Otherwise when MC tries to close trades, it will fail because the exchange is closed.

Daniel UK1 - 10-6-2019 at 04:40 PM

Gregorian, many thanks for taking the time to help out, much appreciated.

So the rule to always follow in order to be correct at all times, is to

- Use local time setting on chart.

- Use Exchange time setting in Quotemanager, and specify the sessions you want to trade, in the EXCHANGE timezone format

- In GSB always specify sessiontimes in contract list, input fields etc, and name files with the chosen session template from Quotemanager you have used when exported the data from chart, BUT convert this time zone format to eastern time zone format (My PC timezone) for use in GSB.

- MOC shall also always be specified in Eastern time (PC Timezone).

I believe i have a clear understanding of this now.

Thank you Gregorian


Gregorian - 11-6-2019 at 08:52 AM

Quote: Originally posted by Daniel UK1  
So the rule to always follow in order to be correct at all times, is to

- Use local time setting on chart.

- Use Exchange time setting in Quotemanager, and specify the sessions you want to trade, in the EXCHANGE timezone format

- In GSB always specify sessiontimes in contract list, input fields etc, and name files with the chosen session template from Quotemanager you have used when exported the data from chart, BUT convert this time zone format to eastern time zone format (My PC timezone) for use in GSB.

- MOC shall also always be specified in Eastern time (PC Timezone).


Yes, that is all correct.