Lag data from a different timezone - Wealth Lab Forum

Lag data from a different timezone

Author: micksonmatch

Creation Date: 8/20/2012 2:08 AM

Wealth Lab » WealthScript (.NET) » Lag data from a different timezone

micksonmatch

#1

8/20/2012 2:08 AM

Hi All,

I know this is a basic question and I have seen the example of offsetting a dataseries, my question is in the chart I am creating sometimes markets are in different timezones. So for instance Australia (where I live) is almost a day ahead of the US but in essence the AORDS follow the US. The way to deal with it best is to lag the AORDS, however according to the code I have below I should probably lead the "SPY" can you assist me with the code to do so.

Thanks

Mick

CODE:
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Eugene

#2

8/20/2012 3:11 AM

Mick,

Here's leading SPY (peeking into the future):

CODE:
Please log in to see this code.

micksonmatch

#3

8/20/2012 5:58 AM

phew thanks, that is quite a mouth-full :)

Wealth Lab » WealthScript (.NET) » Lag data from a different timezone

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