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Some questions about zorro #415136
01/14/13 11:24
01/14/13 11:24
Joined: Jan 2013
Posts: 5
S
Skox Offline OP
Newbie
Skox  Offline OP
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Joined: Jan 2013
Posts: 5
Hello, I'm a complete noob of this software, so i apologize since now if i make some numb questions:)

1) How do i verify that my data are actually reliable in order to test my strategies? And if i find out that data are not good (holes etc) how do i import good data?

2) would you please explain me how do valley and peak fn work? I don't understand on which conditions they lie.

3) Is there any way to have a more detailed chart of results? If i try to zoom in order to see in details how it did trade i have just tons of pixels

4) how do i construct a part of the sistem which relies on the equity curve? I mean, if i want to make my system decide whether or not to enter a trade basing on some features of the equity curve (for example if i'm under a fixed threshold)

Thanks, this software is really promising.

Re: Some questions about zorro [Re: Skox] #415138
01/14/13 11:36
01/14/13 11:36
Joined: Jul 2000
Posts: 28,075
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,075
Frankfurt
1) write a script that checks the quality of the price data. You can access any candle with the price() functions - for details look here: http://manual.zorro-trader.com/price.htm. Time gaps in the data can be found with the date/time functions.

Downloading external data should be normally no problem, but depends of course on the data format and from which price provider you want to download it.

2) bool peak(vars data) { return (data[2] < data[1]) && (data[1] > data[0]); }
bool valley(vars data) { return (data[2] > data[1]) && (data[1] < data[0]); }

3) For zooming in a certain date, use StartDate and EndDate. For more pixels, look here: http://manual.zorro-trader.com/plotbars.htm

4) Check out the equity curve trading example under "Tips&Tricks".

Re: Some questions about zorro [Re: jcl] #415201
01/14/13 22:10
01/14/13 22:10
Joined: Jan 2013
Posts: 5
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Skox Offline OP
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Skox  Offline OP
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Joined: Jan 2013
Posts: 5
Originally Posted By: jcl
1) write a script that checks the quality of the price data. You can access any candle with the price() functions - for details look here: http://manual.zorro-trader.com/price.htm. Time gaps in the data can be found with the date/time functions.

Downloading external data should be normally no problem, but depends of course on the data format and from which price provider you want to download it.

2) bool peak(vars data) { return (data[2] < data[1]) && (data[1] > data[0]); }
bool valley(vars data) { return (data[2] > data[1]) && (data[1] < data[0]); }

3) For zooming in a certain date, use StartDate and EndDate. For more pixels, look here: http://manual.zorro-trader.com/plotbars.htm

4) Check out the equity curve trading example under "Tips&Tricks".


Hi:) about point 1 would someone help me? I read that page but I'm not really good at programming, but the first thing to do imho is to control that data is reliable.

Thanks!

Re: Some questions about zorro [Re: Skox] #415220
01/15/13 09:16
01/15/13 09:16
Joined: Jul 2000
Posts: 28,075
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,075
Frankfurt
If you're a beginner, then why want you to analyze data quality yourself? Would it not then make sense to leave that to the developers? Data quality analysis is not trivial.

Re: Some questions about zorro [Re: jcl] #415232
01/15/13 12:28
01/15/13 12:28
Joined: Jan 2013
Posts: 5
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Skox Offline OP
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Skox  Offline OP
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Joined: Jan 2013
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Is there anyone who is doing that among developers? Despite whether it is trivial or not i think that's the first step before using any tester.

Re: Some questions about zorro [Re: Skox] #415235
01/15/13 13:34
01/15/13 13:34
Joined: Jul 2000
Posts: 28,075
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,075
Frankfurt
Yes, I was doing that. I've tested the data last year and determined the input filters. We did not include low quality data. If you want to know anything particular, or need help with a test script, just ask.

Re: Some questions about zorro [Re: jcl] #415265
01/16/13 00:04
01/16/13 00:04
Joined: Jan 2013
Posts: 5
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Skox Offline OP
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Skox  Offline OP
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Joined: Jan 2013
Posts: 5
Originally Posted By: jcl
Yes, I was doing that. I've tested the data last year and determined the input filters. We did not include low quality data. If you want to know anything particular, or need help with a test script, just ask.


Thanks, i wanted just to know how much is reliable data from fxcm i downloaded with a demo account directly from zorro:) Because now i can't distinguish between errors in the strategy or errors in the graph

Re: Some questions about zorro [Re: Skox] #415284
01/16/13 13:12
01/16/13 13:12
Joined: Jul 2000
Posts: 28,075
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,075
Frankfurt
We made the following experience with FXCM data:

- Currency data quality is pretty good. Outliers exist, but are rare and can be easily filtered out.

- CFD data is not so good. The smaller indexes have gaps in out of business hours - systems must not trade them during that time. Large indexes such as SPX500 are traded 24/7 and have no gaps in recent years.

Re: Some questions about zorro [Re: jcl] #415291
01/16/13 16:48
01/16/13 16:48
Joined: Jan 2013
Posts: 5
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Skox Offline OP
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Skox  Offline OP
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Joined: Jan 2013
Posts: 5
Sorry to bother you again:) I looked for in the manual but i didn't find how to use mql indicators. Many strategies (mine included) are based on custom indicators. How do i import them?

Re: Some questions about zorro [Re: Skox] #415339
01/17/13 15:51
01/17/13 15:51
Joined: Jul 2000
Posts: 28,075
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,075
Frankfurt
By replacing the MQL4 functions with their equivalent lite-C functions and variables. An example can be found here:

http://manual.zorro-trader.com/conversion.htm


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