Backtesting with specific time zone daily bar closes

Hello Dario, its not possible to reset the timezones of the data. But if you have specific times in mind you wish to operate you can add the offset yourself. E.g. int desiredZone = 0; var myTime = Time.AddHours(desiredZone + 5); if (myTime.TimeOfDay.TotalHours > 14.5) // 13:30 is market open in GMT. Your second question yes its possible; the stop orders can be issued with StopMarketOrder(string symbol, int quantity, decimal stopPrice, string tag = "")

Thank you, Damien! I tell you what's involved: I need to backtest a Forex strategy that depends on the close of the previous day daily bar. Something like: "if (price_daily_bar_close > current_hourly_bar_close) ...". The issue is the daily bar close must be based on this weird custom timezone. My current idea is to try and bypass the whole difficulty by: 1) Not taking that daily close price (which by what you say, looks impossible to do). 2) Using the hourly chart instead. Take the price of the close of the [QuantConnect bars time zone (I suppose it's NY close) + 4/5 hours (daylight savings) + GMT custom offset] bar. This close price, if I am not wrong, should be the same of the GMT + custom offset daily bar, thus circumventing the inability to shift the timezones. Do you think this reasoning is sound and would work with this platform? Thanks again!

Yes data here is in EST. Perhaps it easiest to make your own consolidator? i.e. Build daily bars which start and end at certain times and emit an event when it passes. Then you can control everything in a tidy fashion. You could use the Consolidator classes provided in some of the QC University code. class CustomConsolidator : DataConsolidator { private TradeBar _consolidatedBar; public override Type OutputType { get { return typeof (TradeBar); } } public override void Update(TradeBar data) { if (data.Time.TimeOfDay.TotalHours > 14) { OnDataConsolidated(_consolidatedBar); _consolidatedBar = new TradeBar() { Time = data.Time }; } else { _consolidatedBar.Update(_consolidatedBar.Close, _consolidatedBar.Close, _consolidatedBar.Close, _consolidatedBar.Volume); } } } var custom = new CustomConsolidator(); custom.DataConsolidated += (sender, consolidated) => { // Handle your bar. }; SubscriptionManager.AddConsolidator("EURUSD", custom);

Thank you so muuuuch!

No worries, there's a bug in it actually --should be: _consolidatedBar.Update(data.Close, data.Close, data.Close, data.Volume);