Gamestudio Links
Zorro Links
Newest Posts
loading historical data 1st time
by AndrewAMD. 04/14/23 12:54
Trade at bar open
by juanex. 04/13/23 19:43
Bug in Highpass2 filter
by rki. 04/13/23 09:54
Adding Limit Orders For IB
by scatters. 04/11/23 16:16
FisherN
by rki. 04/11/23 08:38
AUM Magazine
Latest Screens
SHADOW (2014)
DEAD TASTE
Tactics of World War I
Hecknex World
Who's Online Now
2 registered members (Quad, AndrewAMD), 996 guests, and 6 spiders.
Key: Admin, Global Mod, Mod
Newest Members
rki, FranzIII, indonesiae, The_Judge, storrealba
18919 Registered Users
Active Threads | Active Posts | Unanswered Today | Since Yesterday | This Week
Starting with Zorro
Yesterday at 12:54
You should not need Zorro S because there are no panel() calls in the sample script.

Here's the script you should have loaded but probably did not:
https://github.com/AndrewAMD/blog/blob/master/parse_contin_futures/SCtoT6.c

If you don't know what this means, you need to complete the Zorro tutorial from start to finish. It starts here:
https://zorro-project.com/manual/en/tutorial_var.htm

Originally Posted by Logis
also, I saw in the above link the Zhistory though I couldn't find where to download it.
thanks
First, go to the download page:
https://zorro-project.com/download.php

Then click on "Z History editor" to download it.
5 91 Read More
Zorro Scripts
Yesterday at 10:16
Only cleaned up your code, it works fine (unfortunately it seems to not be possible to plot candles in all charts: "Candles and bands are only plotted in the main chart."
see https://zorro-project.com/manual/en/plot.htm)):

Code


Code
vars Prices[0];
vars smas[0];

function run()
{
	set(PLOTNOW);
	PlotWidth = 600;
	PlotHeight1 = 500;
	PlotHeight2 = 500;
	StartDate = 20220101;
	EndDate = 20220205;
	BarPeriod = 1440;
	//My Asset File
	assetList("AssetsXY"); 

	int cnt = 0;
	int i;


	//while(loop(Assets))
	while(asset(loop(Assets)))
	{
			Prices[cnt] = series(priceClose());
			smas[cnt] = series(SMA(Prices[cnt],10));
			cnt++;
	}

	asset(Assets[0]);

	for(i=0;i<cnt;i++)
	{
			plot(strf("Cl for %s",Assets[i]),Prices[i],NEW,BLACK);
			plot(strf("SMA for %s",Assets[i]),smas[i],0,BLUE);
	}
	
}


8 2,470 Read More
Jobs Wanted
04/13/23 20:07
24 4,153 Read More
Automated Trading
04/13/23 19:43
Hello, I am trying to backtest an intraday / overnight strategy with daily bars and would like to set up trade functions at both candle open and candle close, from my understanding, BarOffset can be used to accomplish this however when I set it to trade at market open it still uses the closing price. I am also using Fill = 0 and have set(TICKS) just to compare the prices as close as possible to historical data

can someone guide me on how I can use the opening price as my traded price?

See attachment for trade logs and historical price.
0 25 Read More
Starting with Zorro
04/13/23 09:54
Here is the HighPass2 filter code in Python if you want it

def HighPass2 (Data, CutoffPeriod=50):
a=(0.707*2*np.pi)/CutoffPeriod
alpha1 = 1+(np.sin(a)-1)/np.cos(a)
b=1-alpha1/2.
c=1-alpha1

out=np.ones (len(Data))*Data
HP=np.zeros(3)

for i in range (2, len(out)):
HP[0] = b*b*(Data[i]-2*Data[i-1]+Data[i-2])+2*c*HP[1]-c*c*HP[2]
out[i]=HP[0]
HP=np.roll (HP, 1)

return out

'''
Ehlers' Decycler, S&C 9/2015
'''
def Decycle(Data, Period=50):
out=Data-HighPass2(Data,Period)
return out
2 1,236 Read More

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1