-Use official C extension from Microsoft
-Define 'include path' to match GameStudio's 'include' folder
-Create 'launch.json' in order to compile the script (acknex.exe and args (filename, -diag, etc))
But this doesn't help with syntax, so I'm getting this kind of issues:
This happens with all 'alike' PANEL, TEXT, VIEW, MATERIAL, etc. It can't auto-format the thing, because it expects ';' at the end of the line (like in C). This also messes up the reset of the script file, so intellisence won't work correctly. If you could create official LiteC syntax extension to VSCode, it would work out of the box.
Thanks. That's a crash in a DLL process, not in the script or in the Zorro process. So I suspect that one of the new FXCM DLLs is not compatible with one of the modules or background processes on your Win32 machine. If it happened exactly at 23:00, it could have been triggered by a server event at that time.
You can try to fix it by reinstalling a fresh Windows version on that machine, maybe 64 bit instead of 32 bit. Otherwise do not continue FXCM trading on that PC.
We can't say it often enough: Using file names with special characters is always a bad idea. You may use underscore, but no dots, slashes, spaces, or similar. It that's not the problem reason, look in the t6 file with the History script or the History Viewer. You can then probably see what's wrong, such as invalid time stamps or wrong order.
If all fails: We also have a data conversion service.
There is no direct command to suppress bars. I can think of two solutions:
-After the 5 minutes have passed, skip all bars until the next hour: Bar += 60/BarPeriod. This is a hack and I don't know if it works, but you can try it. - Produce a special history that only contains the first 5 minutes of any day, and afterwards only one bar per hour. That's normally the best solution since it saves memory.
I manage data from different assets in R and wanted to reference this data by asset name. So when I want something from R, I must pass a numerical vector but also the information which asset I want to work with.
I could have done it like this:
1. Step: Pass the asset string with Rx() 2. Step: Pass the numerical data with Rv()
As the R-Bridge is painfully slow, I wanted to reduce this into one single call. This is my solution:
int maxstr2int = 0; //
//works just like stridx() but pushes the strings to the R session as well:
int str2int(string mystring)
mystring = strx(mystring,"/",""); //I think getting rid of "/" is always a good idea
int index = stridx(mystring)+1; //+1 because the first element in a vector in R has index 1, while in C it has index 0
if(maxstr2int == 0) Rx("Zstrings <- c()"); //create Zstrings Vector in R (it doesn't exist yet if maxstr2int == 0)
if(index > maxstr2int)
maxstr2int = index;
string Rstring = strf("Zstrings[%d] <- '%s'", index, mystring);
return index-1; //By subtracting 1, we get the same return value as with stridx()
print(TO_ANY, "\nError - could not start R session!");
while(asset(loop("AUD/JPY","EUR/GBP","GBP/CHF","USD/CHF"))) //just some assets as strings. This will work with any sting (up to 1000 characters)
int index = str2int(Asset);
//Access the Strings in R:
string Rstring = strf("print(paste('String in R:', Zstrings[%d]))", str2int(Asset)+1); //Error when directly passed to Rx()
printf("\nString in C: %s - Below should be the same:", strxid(str2int(Asset)));
wait(5000); //Output way out of sync, if we continue too fast. You should really use DebugView when you code hybrid scripts with R
Corvitextu is now under development again. A better .tga dll will be implemented. The old one, only loading tga files from time to time correctly or at all, will be replaced. Certain new functions will be added like creating seamless borders between two different textures and others for my project "create a perfect stone texture without visible borders".
You did not mention the broker used. The most probable reason is that you have a wrong position sizing and/or capital settings. The second issue is that your broker has a different liquidity provider than the one used to train the z system. I found relevant difference of the same TS traded on two different brokers, but trained on the same data. Ciao