Daily compression settings explained, was:Amibroker scan/backtest not using


For futures, it opens 6pm EST of previous day -- e.g. let's say today is 2021/1/7, market opens at 2021/1/6 6pm EST.

In database intraday setting I have set RTH and ETH


When I do scan/backtest and set range to 1 day (e.g. 12/23/2020 - 12/23/2020) the scan/backtest always starts at 12am.


Is there a way to let scan/backtest use actual market open time (e.g. 6pm of previous day) instead of start of calendar day (12am)?

Thank you

Addendum. Analysis settings is using future mode.


The setting you are referring to is called "daily time-compression". So it affects only DAILY bars produced by time compression: http://www.amibroker.com/kb/2006/03/19/how-does-the-daily-time-compression-work/

You are using 1-minute data in your backtest. 1-minute are NOT DAILY bars. And the setting you are referring to has zero impact on 1-minute data.

Also "From-to" range set in Analysis covers exactly FROM date starting from 00:00:00 to the END date ending at 23:59:59.99999

Thank you.

Are there settings that allows me to use market open time for futures?

Use the code like this:

TimeNum() > 93000

or use "show day and night session only" filtering.

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