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1 registered members (AndrewAMD),
1,534
guests, and 3
spiders. |
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Key:
Admin,
Global Mod,
Mod
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05/21/24 21:16
Why does it matter if your data feed for paper(!) trading isn't live?
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05/19/24 14:42
Good luck!  If you are a non-professional, the CME feeds are inexpensive. IB does not care that you are paper trading. They still have to fulfill their contractual obligations to their data providers.
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05/18/24 20:31
I want to trade futures not forex
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05/18/24 18:55
The forex data is free. Trade forex.
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05/18/24 16:50
Hi everyone,
I'm new to the Zorro project and want to start paper trading futures. Interactive Brokers charges you if you want to use live data. Is there another way to paper trade futures using free live data? Any help or tips would be greatly appreciated!
Thanks!
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05/18/24 13:28
Interactive Brokers charges you if you want to use live data. I was wondering if there’s another way to paper trade futures using free live data, if possible.
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05/18/24 11:01
EOD: yahoo and others have EOD data for free
intraday data: you cam use a paper trade account, eg.Interactive Broker.
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05/18/24 05:41
Hi everyone,
I'm new to Zorro and want to start paper trading futures. I'm wondering if there's a way to get free live data for Zorro. Any help or tips would be greatly appreciated!
Thanks!
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05/16/24 10:41
Those variables are asset-specific; so, you need to set them after an asset() call. (i.e. in your case - in the body of the loop)
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05/16/24 06:31
Yes, the asset list has the spread and commission entered. But I would like to turn off them for this script, that's why I added Spread = Commission = 0 in the script.
However from the performance report, it seems that they are still included.
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05/13/24 09:17
I have set Spread and Commission to zero when running a script that trades a portfolio of assets. But from the performance report, it seems Zorro still run the trades with spread and commission. Below is the script and performance report.
function run()
{
set(LOGFILE);
StartDate = 1985;
LookBack = 105;
Capital = 1000000;
Spread = Commission = 0;
RollLong = RollShort = Slippage = Penalty = 0;
//Loop through different instruments
while(asset(loop("ZCeod","NGeod","EURUSDeod","HEeod","PLeod")))
{
// code here...
}
}
Test Strategy-Portfolio , Zorro 2.606
Transaction costs -326180$ spr, 0$ slp, -92948$ rol, -178320$ com
Capital required 213741$
Is there a way to set spread and commission to zero, and only runs it when needed? Thanks.
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05/11/24 09:25
In dark mode, the colour of the grid lines in the background is overemphasised.
And there's no way to change the colour of the chart lines.
It would be nice to be able to set the colour of the chart lines separately, rather than sharing the colour of the bearish candlestick.
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05/10/24 19:36
Ok Folks ! I decidet to publish all PCXanim anmations (267) I made here for those who missed some or downloaded the last versio PCXanim1.8 withot the full package as it was published in Version 1,5. Feel free to download them here: Download all PCXanim AnimationsBest wishes ! Neodumont
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05/07/24 00:56
This way, the column in the asset list takes a different meaning when the value is positive. Now, in the context of the script, the multiplier is actually positive. 
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05/06/24 21:09
Can you explain why the multiplier is negative for futures.
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05/06/24 20:33
For the first question, I'd check out Robert Carver's book Systematic Trading, which goes into great detail on volatility / risk / reward management, maybe more detail than you'd expect from an average trading book.
Pip will be the smallest increment of the price you would see on the ticker feed. The configuration of PipCost depends on 1) your pip configuration and 2) whether you're using T8 (Contracts) or T6 (vanilla bars) for backtesting. The former makes use of the Multiplier value, and the latter is rather multiplied into PipCost.
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05/06/24 18:50
I've observed that when converting CSV data to T6 format, the datetime parameter appears as a decimal value. The integer part before the dot represents the number of days since January 1, 1900. The fractional part after the dot represents the time of the day in decimal format. For example, 45000.5 corresponds to 45,000 days after January 1, 1900, at 12 noon. And keep in mind for t1, stand for time plus one data point, which is either ask or bid price, you don't have three field to populate. Ask and bid prices are represented by positive / negative values. Check the manual for details: https://zorro-project.com/manual/en/history.htmtypedef struct T1 { DATE time; // UTC timestamp of the tick in DATE format float fPrice; // price data, positive for ask and negative for bid } T1;
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05/06/24 18:34
I'm planning to trade two algorithms, one for SPX500 and the other for US Treasury 10-Year Bonds. Given their distinct risk profiles, such as varying Sharpe Ratios, I'm looking for guidance on how to approach this effectively. What strategies or methodologies should I consider to balance the risk and optimize performance across both instruments?
Additionally, I'm unsure about setting the asset variables, particularly Pip and PipCost, for futures. Any insights or best practices in this regard would be greatly appreciated. Thanks in advance!
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05/06/24 12:10
Your code is wrong. You need to explicitly select trades to get their info. Try trade loops or TMFs.
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