TimeZones and backtesting

Created at 22 May 2014, 15:23
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BP

bp2012

Joined 31.08.2013

TimeZones and backtesting
22 May 2014, 15:23


I'm having trouble finding a definitive answer and was hoping someone could clarify for me. If I have a robot set to Eastern Standard Time and use code that targets specific EST windows, when using the backtester will it automatically handle daylight savings time for the historical dates or does it use the current (today's) UTC offset?  For example, we are currently in DST so the UTC offset for EST is -4. But if the backtester is running bars from February of this year, an offset of -5 should be used.

Thanks!


@bp2012
Replies

Spotware
22 May 2014, 15:44

Yes, backtester automatically handles daylight savings for the historical dates.


@Spotware

bp2012
22 May 2014, 16:05

Thank you!


@bp2012