Strategy didn't trade?

Posted By: hughbriss

Strategy didn't trade? - 10/25/12 02:28

I am running a live strategy and zorro didn't take a trade it should have done. Is there an issue with Microsoft XP?
Posted By: jcl

Re: Strategy didn't trade? - 10/25/12 07:19

Most likely not. If Zorro could not trade, you would see an error message in the window.
Posted By: TankWolf

Re: Strategy didn't trade? - 10/25/12 09:48

I just actually had the opposite happen, and Zorro opened up a position as far as I can tell when it shouldnt of.

Quote:

if(crossed > 0 && Close[0] < SAR5[0] && numShort() == 0) {
enterShort();


On my FXCM chart price had crossed according to my condition so that was ok, but the SAR dot on my platform with the same settings used in my script is less than the close from that bar but Zorro entered a trade when it should of only entered short when the SAR dot was above the close. I assume my logic is wrong somewhere and not Zorro so any help understanding why it entered would be great.
Posted By: jcl

Re: Strategy didn't trade? - 10/25/12 10:00

Three general tips for fixing those problems:

- Use plot commands to paint all indicators. Check if the indicator draws the same line as in your platform - SAR for instance has tons of parameters and thus is probably set up differently in your platform. In this case you can not see in your platform when a trade should be opened. Same goes for rekursive indicators such as EMA that depend on the UnstablePeriod setting.

- If you don't trust your code, check the .log file. Use printf() commands to print relevant variables and signals in the log so that you can see if all trades are triggered at the right moment. "#" prints also in the message window.

- If the strategy performance strongly depends on tiny indicator differences such as the length of the EMA unstable period, throw away the strategy and look for a better one.
Posted By: hughbriss

Re: Strategy didn't trade? - 10/25/12 12:22

I'm starting to think it might be easier to test the systems with zorro but once they are proven profitable then get an ea coded and run them on mt4. That way I can just have one pc running for multiple systems and I can leave the computer off most of the day and just turn it on for the close/open.
Posted By: stevegee58

Re: Strategy didn't trade? - 10/25/12 13:54

I hate to suggest this since it'll be lots of work for jcl, but maybe adding live charting to ZT would help.

Clearly users want to see live charts with the same indicators as the live ZT strategy they're running. But looking at a live chart on another platorm is clearly going to give different results from ZT. Different indicator algorithms and data feeds make this inevitable.
Posted By: jcl

Re: Strategy didn't trade? - 10/25/12 14:59

I can understand that users want to see indicators on a live chart, but on the other hand it has no practical use - it's just an optical gimmick and irrelevant for trading. So it has lower priority than features that actually affect trading.
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