I finally resolved it. Now it connect correctly

Changes:

- Fixed null pointer exception in logger initialization for Zorro versions prior to 2.48
- Refactored version management: removed external version file, now using CMakeLists.txt directly
- Simplified versioning scheme from 4-part to 3-part semantic versioning (MAJOR.MINOR.PATCH)
- Added GitHub release workflow to build both 32-bit and 64-bit binaries with matrix strategy

https://github.com/kzhdev/alpaca_zorro_plugin/releases/tag/v1.5.2

There is currently no built-in option or flag in Zorro to enable digit grouping (thousands separators) in the console or logs.

Zorro's output is primarily designed to be machine-readable and CSV-compatible, which is likely why this hasn't been implemented as a core feature yet.

Your best bet is to post this as a feature request in the Suggestions subforum.

You don't need to rename your files or use complex wildcards. Zorro provides a specific variable for this purpose called SymbolHist.

There are two ways to achieve this:

1. Using the script (easiest): After calling asset(), you can manually redirect the history to your specific file name by setting SymbolHist:

c
asset("ES_Z");
SymbolHist = "ESeod"; // Zorro will now look for ESeod.t6 instead of ES_Z.t6

2. Using the Asset List (cleanest for many assets): In your .csv asset list, you can use a colon-separated syntax in the Symbol column (the 12th column). The format is BrokerSymbol:HistorySymbol.

For your case, set the Symbol column for that asset to: ES_Z:ESeod

Zorro will then automatically use ES_Z for all broker commands (trading) and ESeod for all history commands (loading .t6 files).

Important Note: Make sure your History variable is set to the correct extension (usually .t6 by default). If you set SymbolHist = "ESeod", Zorro will look for ESeod.t6 in your Data folder."

if(Train) MaxLong = whatever, and TrainMode |= LIMITS.

Looking for new games to work on!

Do you have any plan to implement it?

No, it needs not be set in the INITRUN, at least I know no reason for that. This sentence in the manual was probably a leftover from copy/paste, you can ignore it.

in a multiyear backtest of index components, e.g. SP500, the components change as the index gets rebalanced. the SP500 components today, is not the same as those in 2022, etc.

I made a work-around for this that seems to be working reliably enough for me. (I consider it a convenience rather than mission-critical.)

It involves using the system() command to kick off another Zorro instance shortly after the TWS restart, and quit() to kill the original one.

My implementation is likely sub-optimal, so comments welcomed. (But, no need to lecture me about global variables.)

I am running 64-bit Zorro C++ scripts on a Windows 11 machine, with an S-level license.

The following code is pieced together from the various functions where it actually resides and hasn't been tested in this exact form, so consider it just a sketch of concept. The core commands are in the last few lines, the rest is infrastructure.

(Edit: oops, I left out showing where Last_Started_Day is written to the state file. In practice I update the state file every 15th minute based on a tod(0) check.)

-----------------------

// Globals
int Last_Started_Day, UTC_offset;
bool SOD_Business, SOD_Business Done, EOD_Business, EOD_Business_Done; // SOD = start of day, EOD = end of day
string State_File;

DLLFUNC void main()
{
// Delay to ensure previous Zorro instance has ended
if (is(TRADEMODE) && is(COMMAND))
{
printf("10 second delay for Zorro instance handoff...");
wait(10000);
}

State_File = "Data\\My_State_File.csv";

// other main() stuff....

}

DLLFUNC void run()
{
if (Bar == StartBar)
{
printf("\n");
printf("\nLoading State File...");

// Script-wide variables
Last_Started_Day = (int)(getvar(State_File, "Last_Started_Day"));
EOD_Business_Done = (bool)(getvar(State_File, "EOD_Business_Done"));

// other state stuff....
}

// TIME ZONE OFFSET
if (dst(EST,0)==1)
{
UTC_offset = -4;
}
else
{
UTC_offset = -5;
}

start_time = 0400 - UTC_offset*100;

// Daily business
SOD_Business_Done = day(0) == Last_Started_Day;
SOD_Business = tod(0) >= start_time && tod(0) < 2300 && !SOD_Business_Done;

if (SOD_Business)
{
Last_Started_Day = day(0);
SOD_Business_Done = true;
EOD_Business_Done = false;

// other start of day stuff ...
}

int EOD_time;
bool EOD_Window;
if (dst(EST,0)==1)
{
EOD_time = 2350;
EOD_Window = tod(0) >= EOD_time;
}
else
{
EOD_time = 50;
EOD_Window = tod(0) >= EOD_time && tod(0) < 200;
}

// TWS daily restart should be set for slightly before the EOD_time. E.g. currently I use 00:30 GMT

EOD_Business = EOD_Window && !EOD_Business_Done;

if (EOD_Business)
{
if (is(TRADEMODE) && Bar > StartBar && !EOD_Business_Done)
{
login(4);
EOD_Business_Done = true;
putvar(State_File, "EOD_Business_Done", (var)(EOD_Business_Done));
wait(10000);
system("Zorro64.exe -trade My_Script.cpp");
quit("!Restarting Zorro session to cope with IBKR lockout.");
}
}

}

A late christmas gift: The current Zorro beta version 2.73 comes with the new evaluation shell. It can greatly speed up strategy development and improve most strategies. Details: https://zorro-project.com/manual/en/shell.htm.

No, your Zorro S expires in that case. It’s a subscription. Keep paying monthly for more Zorro S and updates.

Thanks, this will help. I am just creating a GUI for my algo trading set up with Zorro. I have to admit Antigravity helps a lot to run Zorro with a set of Python libraries.Automatic strategy development, backtesting and data analysis and much more in a very short time. But the core is Zorro, and the Zorro manual is really the Bible.
M.