I think there is a problem in Z12+ and Z6+ regarding the time zone.
These strategies "live" in EST / Eastern Standard Time (New York) as it seems which is UTC-5.
Because of that the market closed trigger is active too late on Friday/Saturday and the market open trigger on Sunday/Monday is also too late when trading in Europe.
This leads to duplicated/multiplied price quotes before the weekend mode and missing prices and too late continuing trading after the weekend.
Here is an example of a Z12+ run:
Lookback in the log file:
[1870: Fri 26-02-27 13:00] (1.36290)
[1871: Fri 26-02-27 14:00] (1.36316)
[1872: Fri 26-02-27 15:00] (1.36395)
[1873: Fri 26-02-27 16:00] (1.36369)
[1874: Fri 26-02-27 17:00] (1.36369) <-- same price as before!
[1875: Fri 26-02-27 18:00] (1.36369) <-- same price as before!
[1876: Fri 26-02-27 19:00] (1.36369) <-- same price as before!
[1877: Sun 26-03-01 23:00] (1.36487)
[1878: Mon 26-03-02 00:00] (1.36584)
Trading:
[Fri 26-03-13 15:00] 9914 0 0/2 (1.37292)
[Fri 26-03-13 16:00] 9935 0 0/2 (1.37180)
[Fri 26-03-13 17:00] 9935 0 0/2 (1.37195)
[Fri 26-03-13 18:00] 9935 0 0/2 (1.37195)
[Fri 26-03-13 19:00] 9935 0 0/2 (1.37195)
Market closed on 03-14 01:00:03 (local 20:00) <-- local 20:00 is wrong! It probably was 2:00 in Germany on Saturday
Market open on 03-16 04:00:07 (local 23:00) <-- local 23:00 is wrong! It probably was 5:00 in Germany on Monday
[Fri 26-03-13 20:00] 9813 0 0/2 (1.37127)
In an additional test with Z12+ (started with EUR/USD set in Zorro) I checked the actual prices to be able to match the real German time. The lookback looked like this:
[4124: Fri 26-03-27 14:00] (1.15167)
[4125: Fri 26-03-27 15:00] (1.15062) <-- Friday 21:00 in Germany (close price 21:59)
[4126: Fri 26-03-27 16:00] (1.15062)
[4127: Fri 26-03-27 17:00] (1.15062)
[4128: Fri 26-03-27 18:00] (1.15062)
[4129: Fri 26-03-27 19:00] (1.15062)
[4130: Sun 26-03-29 23:00] (1.15153) <-- Monday 5:00 in Germany (close price 5:59)
[4131: Mon 26-03-30 00:00] (1.15133)
[4132: Mon 26-03-30 01:00] (1.15154)
[4133: Mon 26-03-30 02:00] (1.15125)
End of lookback period at 07:25:30
--> Friday 15:00 price is there multiple times, but Sunday 23:00 to Monday 5:00 prices are missing
The same applies to Z6+.
Z7 on the other hand is not affected.
Maybe it is a problem with the C++-based strategies?
I tested with MT4 bridge on a demo account if that matters.
Last edited by vince; 3 hours ago.