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Blame the manual
#451111
04/28/15 18:13
04/28/15 18:13
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Joined: Sep 2007
Posts: 101 Luxembourg
krial057
OP
Member
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OP
Member
Joined: Sep 2007
Posts: 101
Luxembourg
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Hey jcl, I just got started learning about automated trading. I used 3dgs and because it shares the same forum I got interested about it and started reading the manual. I think I found some mistakes in the manual and wanted to post them here(didn't know where else ) In "Zorro and the Brokers" -> "Observing your VPS trade status" -> last point: "the public IP address of your server - for instance, bei entering 98.765.43.12\Z12.htm in your browser's address field." -> "bei" should be "by" In "Workshop 4" -> After "We're now going to analyze the code line by line" you cite the code twice, but with other values than in the initial code. "vars Trend = series(LowPass(Price,1000));" should be "vars Trend = series(LowPass(Price,500));" Otherwise a really nice manual! Really easy to understand even for people that never had something to do with trading(like me). I'm currently playing around with the basics, hopefully I can develop some own strategies on my own in the near future kind regards, Alain P.S: should we all continue posting into this thread when finding other mistakes or will you create a new Forum like you did for the 3dgs community?
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Re: Blame the manual
[Re: jcl]
#451212
04/30/15 06:06
04/30/15 06:06
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Joined: Sep 2013
Posts: 504 California
GPEngine
User
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User
Joined: Sep 2013
Posts: 504
California
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Please proofread this page http://zorro-trader.com/manual/en/stop.htmIt says Entry Enter the trade only when the price reaches a certain value at the next bar (default = 0 = enter at market). The value can be given either directly as an Ask price, or as a distance to the current close price. A positive price or distance constitutes an entry stop, a negative price or distance an entry limit. An entry limit buys when the price is at or worse than the limit; it increases the profit of the trade as it buys at a better price. An entry stop buys when the price is at or better than the limit; it reduces the profit, but enters only when the price moved in favourable direction, and thus acts as an additional trade filter. If the entry price is not reached within the allowed time period (set through EntryTime), the trade is cancelled and a "Missed Entry" message is printed to the log file. The emphasized fragments are opposite to statements of those that appear here and here.
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Re: Blame the manual
[Re: jcl]
#451286
05/01/15 14:11
05/01/15 14:11
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Joined: Jun 2013
Posts: 1,609
DdlV
Serious User
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Serious User
Joined: Jun 2013
Posts: 1,609
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Hi jcl. OK, I'll throw in a couple of minor things... On the Indicators page, TrueRange is out of alphabetical order. Also, the link to TrueRange in ATR seems to link to the description, not the header. On the Trading page, the Progress Bar is described as "The left segment of the Progress Bar indicates the closed profit of the strategy since starting it, the right segment indicates the total profit or loss of all open trades (including phantom trades). When the right segment is green, your trades are in the profit zone; when the left segment is green, your account is in the profit zone. Otherwise the segment is red." A recent Demo strategy did 1 trade for $.64 profit. With that 1 trade closed and no open trades, the Progress Bar was left ~2/3 green and right ~1/3 red. Where did the red come from? With no open trades, shouldn't the right side have been 0, therefore non-existent, and hence the whole bar green? Thanks.
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Re: Blame the manual
[Re: jcl]
#452598
06/18/15 15:13
06/18/15 15:13
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Joined: Sep 2013
Posts: 504 California
GPEngine
User
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User
Joined: Sep 2013
Posts: 504
California
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TrailLock 'Locks' a percentage of the profit (default = 0 = no profit locking); has only an effect when Stop and Trail are set and the profit is above the trail distance. A stop loss is automatically placed at the given percentage of the current profit. Example: A long position is currently in profit by 10 pips. TrailLock = 80 would then place the stop loss at 8 pips above the entry price, thus locking 80% of the profit. TrailLock = 1 would set the stop loss at the entry price, i.e. at break even as soon as the profit reaches the Trail value. Using TrailLock is in most cases preferable to setting a profit target. So, which is it? Is TrailLock supposed to be a percentage [0,100] or a fraction [0,1]?
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Re: Blame the manual
[Re: jcl]
#452615
06/19/15 12:51
06/19/15 12:51
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Joined: Jun 2013
Posts: 1,609
DdlV
Serious User
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Serious User
Joined: Jun 2013
Posts: 1,609
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Thanks jcl. This has spawned some other thoughts: I gather, then, that 1 isn't specifically called out in the code - it's just that 1% (or other small %) of the profit normally calculates close enough to 0 that the result is the stop being at entry? Is this also taking into account Spread, etc.? I.e., in the example of 10 pips, that's 10 pips after costs, yes? And the TrailLock stop is placed at entry+costs+8pips? Also, is TrailLock a one-time thing or is it re-evaluated at every tick/bar? In the example, if profit subsequently increased to 20 pips, would the TrailLock stop be moved up to 16 pips? Thanks. P.S. - Does it work for TrailLock >100? Can I "lock" >100% of my profit?!
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Re: Blame the manual
[Re: DdlV]
#462175
09/12/16 22:07
09/12/16 22:07
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Joined: Aug 2016
Posts: 66
dr_panther
Junior Member
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Junior Member
Joined: Aug 2016
Posts: 66
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The function dow states the days of the week are like that Day of week of the given bar, MONDAY (1), TUESDAY (2) ... SUNDAY (7). But actually the weeks starts with SUNDAY(1), MONDAY(2)....
#include <profile.c>
function run()
{
set(LOGFILE);
BarPeriod =5;
static int cur_day = 0 ;
if ( ldow(ET,0) != cur_day){
cur_day = ldow(ET,0);
print (TO_LOG,"ldow() %d", ldow(ET,0));
}
}
Last edited by dr_panther; 09/12/16 22:15.
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Re: Blame the manual
[Re: jcl]
#462982
11/09/16 15:03
11/09/16 15:03
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Joined: May 2016
Posts: 180 Prague
pcz
Member
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Member
Joined: May 2016
Posts: 180
Prague
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In the offline version the Volatility function is described as taking 3 arguments while its definition is actually:
Volatility(vars Data, int TimePeriod): var
(Zorro 1.51)
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