GeneralTradingSarl
215 lines
27 KiB
Plaintext
215 lines
27 KiB
Plaintext
/*+------------------------------------------------------------------+
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//| test_WeekendData.mq5 |
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//| Calli |
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//| https://www.mql5.com/de/users/gooly |
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//| DST USA spring: 2nd. Su. in Mar. autum: 1st. Su. in Nov. |
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//| DST EU spring: last Su. in Mar. autum: last Su. in Oct. |
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//| DST AUS spring: 1st. Su. in Apr. autum: 1st. Su. in Oct. |
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//| Seq. of Chg: Summer USA, Summer EU, Autum EU, Autum USA |
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//| Timeline Summer: AUS 1st Su.Mar,USA 2nd Su.Mar, EU last Su.Mar |
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//| Timeline Winter: AUS 1st Su.Oct,EU last Su.Oct, USA 1st Su.Nov |
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//+------------------------------------------------------------------*/
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/*+--------------- Comment German/English -------------------------+
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Leider musste ich feststellen, dass manche Broker bei der
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Serverzeitumstellung etwas nachlässig sind, was ich nicht erwartet
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hatte und was mich sehr überrascht hat.
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Die FOREX-Sitzung dauert genau 120 Stunden:
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von Sonntag 17:00 Uhr Eastern Standard Time (Nordamerika) bzw. EST
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bis Freitag 17:00 Uhr EST.
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Das Problem entsteht durch die Zeitumstellungen auf Sommerzeit und Winterzeit,
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die in den verschiedenen Regionen der Welt nicht an denselben Sonntagen stattfinden.
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Die USA stellen beispielsweise am 2. Sonntag im März und am 1. Sonntag im November um,
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was auch den Beginn und das Ende der FOREX-Sitzung beeinflusst.
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Die EU stellt am letzten Sonntag im März, also nach den USA, und am
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letzten Sonntag im Oktober, also vor den USA, um (siehe obige Timeline).
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Dadurch entsteht eine Übergangszeit, in der die USA und die EU eine andere
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Zeitdifferenzen haben als die normalen Differenzen von 5
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Stunden (London), 6 Stunden (Frankfurt, MEZ) oder 7 Stunden (Zypern, EET).
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In dieser Zwischenzeit sollte sich diese Änderung der Zeitdifferenz in den
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geänderten Zeitstempeln der ersten und letzten Stunde der FOREX-Sitzung widerspiegeln.
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Wenn die FOREX-Sitzung also am Montag um 00:00 (EET, MQ-Zeit) beginnt, sollte sie
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nach der Änderung in den USA eine Stunde früher beginnen, also am Sonntag um 23:00 Uhr,
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und am Freitag eine Stunde früher enden, also um 23:00 Uhr (oder 22:59:59 Uhr).
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Aber leider musste ich feststellen (und mit diesem Script kann das jeder bei seinem
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Broker überprüfen), dass auf einem MQ Demokonto und auf Konten einiger echter Broker
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die erste Stunde immer(!) am Montag um 00:00 erscheint, die letzte Stunde aber erwartungsgemäß
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am Freitag um 23:00 (bzw. 22:59) oder eine Stunde früher. Damit fehlt die erste Stunde
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der FOREX Session, in der der Händler oder ein EA auf Ereignisse am Wochenende reagieren könnte.
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Auch kann das Ende der FOREX Session nicht mehr dadurch bestimmt werden, indem einfach120 zur
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ersten Stunde der FOREX Session hinzuaddiert wird, um z.B. alle Positionen vor dem Wochenende zu schließen.
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Dieses Script prüft nun die Zeitänderungen des Brokers in der Vergangenheit und loggt alle
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FOREX Sessions mit, die offensichtlich falsch (odd) oder nicht 120 Stunden sind. Wenn zwischen
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erster und letzter Stunde einer FOREX-Session 120 Stunden liegen, erfolgt kein Ausdruck im Log.
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Am Ende druckt das Skript den zuletzt abgerufenen Zeitstempel, die Anzahl der gefundenen
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verkürzten Sitzungen und die ungefähre Anzahl der überprüften Jahre.
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Unfortunately, I discovered that some brokers are a bit sloppy with the server time
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change due to the daylight saving time (DST), which I did not expect and which surprised me a lot.
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The FOREX session is exactly 120 hours:
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from Sunday 5:00 p.m. Eastern Standard Time (North America) or EST
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to Friday 5:00 p.m. EST.
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The problem arises from the time changes to summer time and winter time, which do not
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take place on the same Sundays in the different regions of the world.
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For example, the USA changes on the 2nd Sunday in March and the 1st Sunday in November,
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and this also affects the start and end of the FOREX session.
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The EU changes on the last Sunday in March i.e. after the USA and on the
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last Sunday in October i.e. before the USA (see above Timeline).
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This creates an interim period in which the USA and the EU have a different time differences
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than the normal differences of 5 hours (London), 6 hours (Frankfurt, CET) or 7 hours (Cyprus, EET).
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In this interim period, this change of the time difference should be reflected in the changed
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time stamps of the first and last hours of the FOREX session. So if the FOREX session starts
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on Monday at 00:00 (EET, MQ time), after the USA has changed it should start an hour earlier,
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i.e. Sunday at 23:00 and end an hour earlier on Friday, i.e. 23:00 (or 22:59:59).
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But unfortunately I had to find out (and with this script anyone can check this with their broker)
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that on a MQ demo account and on accounts of some real brokers the first hour always(!) appears
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on Monday at 00:00, but the last hour, as expected,
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on Friday at 23:00 (or 22:59) or one hour earlier. This means that the first hour of the
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FOREX session, in which the trader or an EA could react to weekend events, is missing.
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Also, the end of the FOREX session can no longer be determined by simply adding 120
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to the first hour of the FOREX session, e.g. to close all positions before the weekend.
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This script now checks the broker's time changes in the past and logs all FOREX sessions
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that are obviously incorrect (odd) or not 120 hours. If there are 120 hours
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between the first and last hour of a FOREX session, nothing is logged.
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At the end the script prints the last retrieved timestamp, the number of odd sessions
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found and the approximate number of years that have been checked.
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//+------------------------------------------------------------------*/
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#property copyright "Calli"
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#property link "https://www.mql5.com/de/users/gooly"
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#property version "1.01"
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//+------------------------------------------------------------------+
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//| needed #define to shorten code |
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//+------------------------------------------------------------------+
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string _WkDy[] = {"Su.","Mo.","Tu.","We.","Th.","Fr.","Sa."};
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#define DoWs(t) (_WkDy[DoWi(t)]) // Day of Week as string: Sun, Mon, Tue, ...
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#define DoWi(t) ((int)((t)/86400+4)%7) // Day of Week as integer: Sun=0, Mon=1, Tue=2, ...
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#define BoW(t) ((t)-((t)+345600)%604800) // Begin of Week 2017.08.03 11:30 => Sun, 2017.07.30 00:00 (fixed version)
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#define WeekInSec 604800 // 60sec*60min*24h*7d = 604800 => 1 Week
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#define _tSu(t) DoWs(t)+" "+TimeToString(t,TIME_DATE)
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#define _tWkD(t) DoWs(t)+" "+TimeToString(t,TIME_DATE|TIME_MINUTES)
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MqlDateTime tΤ; // hidden auxiliary variable: the Τ is a Greek character, so virtually no danger
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int MoY(const datetime t) {TimeToStruct(t,tΤ);return(tΤ.mon);} // TimeMonthOfYear: 1,212
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//+------------------------------------------------------------------+
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//| 2 variables to control the printout |
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//+------------------------------------------------------------------+
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datetime tmeEndCheck = D'1970.01.01 00:00'; //2022.01.01 00:00'; // stop if this date is triggered, '1970.01.01 00:00' means max.
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int maxOddSess = 20; // max.number of odd lines found: either sessions (!=120h) or weekend (!=48h)
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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//---
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if (!TerminalInfoInteger(TERMINAL_CONNECTED)) { Print("Not connected with ",AccountInfoString(ACCOUNT_COMPANY)); return; }
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//--- Get the earliest possible date to determin a meaninful period: earliest datetime, given datetime, or 1.5 years back form TimeCurrent()
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datetime first_server_date=0;
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if ( !SeriesInfoInteger(_Symbol,PERIOD_H1,SERIES_SERVER_FIRSTDATE,first_server_date)) { Print("Calling hist data failed: ",_LastError); return; }
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tmeEndCheck = fmin(fmin( TimeCurrent() - 47304000, tmeEndCheck),first_server_date); // 47304000 = 1,5*365*24*3600 to look back at least 1.5 years.
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//Print(tmeEndCheck," <=> ",first_server_date," <=> ",TimeCurrent() - 47304000); return;
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//--- time vars.
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datetime dSu = DoWi(TimeCurrent()) > 1 ? BoW(TimeCurrent()) : BoW(TimeCurrent() - 345600), // 345600 = 4*24*3600 4 days back in case it's Monday
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aTm1[], aTm9[], // arrays for datetime values h1
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startCheck = BoW(TimeCurrent()); // BoW => last Sunday
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//--- aux. variables
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int hD0, // duration of the time gap of the weekend: Fr 17:00 NYt - So. 17:00 NYt = 48h + 1 (Fr. last full hour 16:00-17:00) = 49 h
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hWk, // duration of Fx-Session from open So. 17:00 to Fr. 17:00 (120 h) - 1h (for Fr. 16:00) = 119 h
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b9, // no. of many h1 bars
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b1 = CopyTime("EURUSD",PERIOD_H1,dSu,1,aTm1), // no. of last h1 bar bfore weekend
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nOdd = 0; // no. of odd weeks detected
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//--- Test for MetaQuotes Ltd. starting week Su. 2025.01.12 - Su. 2025.01.19, last hour before actual week: Fr. 2025.01.10 23:00
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if (b1>-1) Print("Weekend test for ",AccountInfoString(ACCOUNT_COMPANY)," on ",_Symbol," with starting at ", _tSu(startCheck)," - ", _tSu(startCheck+WeekInSec),", back into the past."); // Last theoretical timestamp before the actual week: ",_tWkD(aTm1[0]+(59*61)));
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else Print("Weekend test for ",AccountInfoString(ACCOUNT_COMPANY)," with start at ", _tSu(startCheck)," ",_tSu(dSu)," b1: ",b1," err of CopyTime():",_LastError);
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Print("Weekend test will end either at tmeEndCheck: ",_tSu(tmeEndCheck)," or if MaxOddSess: ",maxOddSess ," is triggered.");
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Print("Weekend test: an odd weekend gap (!= 48h) precedes a possibly odd FOREX session (!= 120)");
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Print("Timeline: Summer: AUS 1st Su.Mar, USA 2nd Su.Mar, EU last Su.Mar => Winter: AUS 1st Su.Oct, EU last Su.Oct, USA 1st Su.Nov");
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if ( (dSu - aTm1[0])/3600 > 4*24*3600 )
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Print("Quote gap for ",AccountInfoString(ACCOUNT_COMPANY)," from ",_tWkD(dSu)," to ",_tWkD(aTm1[0])," = ", ((dSu - aTm1[0])/3600 > 4*24*3600),"h");
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bool isOdd=false, isOK=false;
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while (dSu>tmeEndCheck && !IsStopped() && maxOddSess >0 ) {
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//--- Skip Dec. and Jan. due to the many holidays and there is no change of DST
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while( MoY(dSu)<2 || MoY(dSu)>11 ) dSu -= WeekInSec;
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//--- get the last bar before the weekend gap
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b1 = CopyTime("EURUSD",PERIOD_H1,dSu,1,aTm1);
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if (b1<0) { Print(" FAILED ",_tSu(dSu)," b1: ",b1," e:",_LastError); continue; }
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//--- get the first bar after the weekend
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b9 = CopyTime("EURUSD",PERIOD_H1,aTm1[0],dSu+3*24*3600,aTm9);
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if (b9<3) { Print(" FAILED ",_tWkD(dSu+WeekInSec)," b9: ",b9," e:",_LastError); continue; }
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//--- get the last bar before the next weekend
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b1 = CopyTime("EURUSD",PERIOD_H1, dSu+WeekInSec,1,aTm1);
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if (b1<1) { Print(" FAILED ",_tWkD(dSu+WeekInSec)," b1: ",b1," e:",_LastError); continue; }
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//--- calc. the hours of the weekend gap and the following FX.-session
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hD0 = int((aTm9[1] - aTm9[0])/3600) - 1; // -1 because th last h1 bar (e.g. 22:00) opens ~1h before the FX. session closes (e.g. 23:00)
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hWk = int((aTm1[0] - aTm9[1])/3600) + 1; // +1 because th last h1 bar (e.g. 22:00) opens ~1h before the FX. session closes (e.g. 23:00)
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string sAdd = StringFormat("OK 48 / 120 Month:% 3d USA DST == EU DST", MoY(aTm9[1]));
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//--- print only if the weekend gap != 48h (e.g. Fr. 23:00 - Su. 23:00) or the FGX session != 120h (Su. 23:00 - Fr. 23:00 = 5*24=120) and NOT the current week
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if ( (hD0!=48 || hWk!=120) && startCheck > aTm1[0]) {
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sAdd = (hD0==48 && hWk==120)
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? StringFormat("OK %2d / %3d Month:% 3d USA DST == EU DST", hD0,hWk, MoY(aTm9[1]))
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: (hD0!=48 && hWk!=120) ? StringFormat("odd %2d / %3d Month:% 3d USA DST != EU DST", hD0,hWk, MoY(aTm9[1]))
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: hD0!=48 ? StringFormat("odd %2d / %3d Month:% 3d USA winter, EU summer", hD0,hWk, MoY(aTm9[1]))
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: StringFormat("odd %2d / %3d Month:% 3d USA summer, EU winter", hD0,hWk, MoY(aTm9[1]));
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Print("odd Last QTS: ",_tWkD(aTm9[0]+3540)," nxt. Sess: ",_tWkD(aTm9[1])," - ",_tWkD(aTm1[0]+3540)," ",sAdd);
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isOdd=true; isOK=false;
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if (hWk!=120) { nOdd++; maxOddSess --; }
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isOK = false;
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}
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else
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//Print("Check ",_tSu(dSu)," Last H1: ",_tWkD(aTm9[0])," FX-Session(h1): ",_tWkD(aTm9[1])," - ",_tWkD(aTm1[0]+3600)," Su.Gap:",hD0,"h Fx.Sess:",hWk,"h gap & sess. = OK");
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if ( !isOK ) {
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Print("OK Last QTS: ",_tWkD(aTm9[0]+3540)," nxt. Sess: ",_tWkD(aTm9[1])," - ",_tWkD(aTm1[0]+3540)+" "+sAdd);
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isOK = true;
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}
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//--- jump the next previous weekend
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dSu -= WeekInSec;
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}
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Print("Done - last date checked: ", _tWkD(aTm1[0]),", ",nOdd," odd FOREX sessions (weeks) detected within ~",(int)(startCheck-aTm1[0])/(3600*24*365)," years");
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return;
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}
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