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5 registered members (Petra, AndrewAMD, VoroneTZ, 2 invisible),
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Key:
Admin,
Global Mod,
Mod
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18 minutes ago
The time and all other variables are zero. So the first step is debugging the conversion and checking the content of the dataset. Debugging is explained in the manual under "troubleshooting".
If you still cannot find the reason and want individual support, you could either subscribe a premium support ticket, or simply hire a programmer to write the conversion script for you. The current fee for a CSV -> t1 conversion, as to my knowledge, is 120 EUR.
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24 minutes ago
It depends on your strategy if per cycle oversamping makes sense. For instance, when your strategy trades at fixed times, all cycles will obviously have the same trades and you need no oversampling.
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27 minutes ago
The new version supports more cores. But yes, they are for WFO only.
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2 hours ago
Hi, correct me if I am wrong, but multiple cores are used mainly for WFO. If you don't use WFO, by default training will run on one core. I didn't try running 2 instances with different optimizations, but of course, each instance will utilize new core.You can also utilize more cores using techniques described in Zorro processes.
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3 hours ago
Hi Petra,
Thank you for answer. Can you please elaborate how time offset makes different price curves needed for oversampling? I made a quick test and it seems it does not. It only runs _n_ cycles with time offset as you mentioned, and according to docs SampleOffset is used for a histogram of the performance dependent on start time, rather than generating slightly different price curves.
I'm sorry if I wasn't clear in the original question, but I try to achieve this: Oversampling the bars is a method to run multiple test cycles on slightly different price curves that are derived from the original curve and contain the same inefficiencies. This produces more trades, generates more realistic backtests, and allows to evaluate the effect of price curve randomness on the system performance.
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Yesterday at 21:26
Hello, sometimes I stop the system without closing the trades and, after starting it again, the system loads the history and resumes with the trades of the last run, as expected. One annoying thing is that when I start the system, it ALWAYS requests the history from the broker and this means almost 7 months of minute data per asset. I tried creating a Z12.ini file with the content below and I deleted the z.ini file from the Strategy directory. In the Z12.ini I set the Preload flag to 1. So, it is supposed, the script will load the available quotes from the already downloaded history files and only request from the broker what is missing. This did not work. Has somebody a hint what I could do to avoid these unnecessary requests to the broker? Thanks in advance. EC
NFA = 0
MaxCapital = 10000
ScholzBrake = 0
Phantom = 1
NoLock = 0
Hedge = 2
Verbose = 3
BrokerPatch = 0
Preload = 1
StopFactor = 1.5
MaxRequests = 0
BarOffset = 0
AssetList = ""
Exclude = ""
Cancel = 0
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Yesterday at 20:49
Hi!!
I use the MT5 Version 5 build 4260 and the bridge is working fine.
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Yesterday at 20:40
Hello,
one reason could be that the two accounts have different leverage. My broker lets me define the leverage independently for each account.
Best regards,
EC
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