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NFA flag? #483897
08/12/21 21:13
08/12/21 21:13
Joined: Aug 2021
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Lapsa Offline OP
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Lapsa  Offline OP
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Did some first tests on live trading.

It behaved... err... slightly weirdly.

Wrote up simple strategy, hit the trade button.

Lost couple bucks on fees cause it rapidly re-opened trades.

Think that was cause of faulty script.

Anyhow. What I'm interested in is the next observed behavior.

I hit the trade button, Zorro opens a trade, swears about inability to close trade it just opened and writes something about NFA flag.
And pretty much gets stuck.

So I did read help. Got some mild understanding of what NFA is.

Set the flag, trades goes smoothly and I'm lowkey impressed with Zorro's robustness.
Even profited a bit.

But the thing is - with NFA flag Zorro skips chances to trade both directions simultaneously.

Trading on Binance Futures. AFAIK it does allow trading in both directions simultaneously. I ain't based in US.

Anyone got some information on what's happening? Feels like NFA shouldn't be a necessity.

Re: NFA flag? [Re: Lapsa] #483898
08/12/21 21:33
08/12/21 21:33
Joined: Feb 2017
Posts: 1,814
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AndrewAMD Offline
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Binance Futures requires the NFA flag, since its API only uses an Orders interface (traditional style) and not a Trades interface (MT4 forex style).

To solve your issue, set Hedge = 5.

https://zorro-project.com/manual/en/mode.htm
https://zorro-trader.com/manual/en/hedge.htm

Re: NFA flag? [Re: Lapsa] #483899
08/12/21 21:55
08/12/21 21:55
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Lapsa Offline OP
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Thank you again, Andrew!

----------

One more... If you got time.

Now Zorro fails to start trading altogether.
Apparently attempts to load history since Crucifixion.

Had this previously. Unsure what exactly helped.
I know I rebuilt history t6 altogether with today's data.
Somehow it just started trading again.

Does that mean I will need to rebuild t6 every time I want to start trading?

What exactly is this behavior? Any ideas?

Mentions invalid expression but that one is not in strategy script as testing completes successfully.

[Linked Image]

[Linked Image]

Re: NFA flag? [Re: Lapsa] #483900
08/12/21 22:08
08/12/21 22:08
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Lapsa Offline OP
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Hmm... Decreased Lookback from 300 to 200.

Guess that helped.

Message spam stopped, looks like it's waiting for an entry.

Re: NFA flag? [Re: AndrewAMD] #483901
08/12/21 22:10
08/12/21 22:10
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Lapsa Offline OP
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Originally Posted by AndrewAMD
To solve your issue, set Hedge = 5.


I'm utterly broke at the moment. Can't afford Zorro S. ^_^

Hopefully someday.

It's definitely an impressive piece of software.

Re: NFA flag? [Re: Lapsa] #483902
08/12/21 22:55
08/12/21 22:55
Joined: Feb 2017
Posts: 1,814
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AndrewAMD Offline
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Okay, with regular Zorro you can use partial closing with exitLong instead. Or enter in the opposite direction to reverse your position.

Re: NFA flag? [Re: Lapsa] #483903
08/12/21 23:41
08/12/21 23:41
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Lapsa Offline OP
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Currently got opposite direction entries with ATR based, dominant cycle tied TPs/SLs.

Re: NFA flag? [Re: Lapsa] #483904
08/13/21 00:09
08/13/21 00:09
Joined: Feb 2017
Posts: 1,814
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AndrewAMD Offline
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Your style of trading will require Hedge=5 unless you can rewrite your trading logic to match what I described with partial closing. Basically, you’d need to manually manage each position.

Re: NFA flag? [Re: Lapsa] #483905
08/13/21 00:28
08/13/21 00:28
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Lapsa Offline OP
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Will keep that in mind.

Re: NFA flag? [Re: Lapsa] #483906
08/13/21 01:14
08/13/21 01:14
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Lapsa Offline OP
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Now I just observed totally weird behavior.

It didn't stop the trade. 700 PIPs lost.

0.6 of whatever period ATR has to be tighter than that.

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