Active Threads - lite-C Forums

4 hours ago

Re: ReTraining - Clarification of "Day"s to Avoid [by DdlV]

Thanks @jcl.

Yes, rather obviously. The question here is not avoiding, it's how would anyone "expect" such?

To build an expectation would seem to require spending a sizeable amount of time monitoring what the broker is doing, and/or getting lucky.

I thought what I'd read before (that I still can't find

) represented the knowledge/feeling of those who have been at this far longer than I and had come to at least a "starting point" "expect"...

Any help along those lines?

Thanks.

5 190 Read More

Yesterday at 21:52

Re: missing tick() in the current incomplete bar [by ozgur]

I can confirm the above issues are fixed with version 2.53.4, many thanks.

Btw, I've noticed another issue which is similar:

If historical tick data downloaded from broker at the beginning of script and the download takes some time (e.g. a few minutes) then the ticks occurred during download aren't processed.

An example log showing ticks at 20:43-20:44 aren't processed:

Quote

tickBug
Login 0 Oanda V20..
!account 101-004-9964544-001 at UTC 12-09 20:43
Bar timestamp: 09 Dec 22 20:43:25

V 2.534 on Fri 22-12-09 23:43:24 (Zorro S Subscription)
Load AssetsFix
Warning 054: EUR/USD LotAmount 1000 -> 1.0
Warning 054: EUR/USD PIPCost 0.1000 -> 0.00008156
!EUR/USD 12-01 00:43:26 to 12-09 20:43:26
!=> 12-09 20:14:30 to 12-09 20:42:30, 300 ticks
Load EUR/USD prices..
!EUR/USD 12-01 00:43:26 to 12-09 20:14:30
!=> 12-09 19:47:05 to 12-09 20:14:30, 300 ticks 186380 ticks
EUR/USD 92882 ticks read
160(10566) bars 2022-12-01..2022-12-09 generated
EUR/USD: 0..10565

Trade: tickBug EUR/USD 2022-12-09
Loading Data\tickBug_d.trd (V2.534)
Lookback 20 bars, 2022-12-09..2022-12-09

[140: Fri 22-12-09 01:00:00] 1.05563/1.05612\1.05529/1.05612 -0.00012.
[141: Fri 22-12-09 02:00:00] 1.05608/1.05862\1.05605/1.05804 -0.00012
[142: Fri 22-12-09 03:00:00] 1.05805/1.05815\1.05672/1.05751 -0.00012
[143: Fri 22-12-09 04:00:00] 1.05754/1.05848\1.05748/1.05814 -0.00012
[144: Fri 22-12-09 05:00:00] 1.05820/1.05833\1.05767/1.05768 -0.00012
[145: Fri 22-12-09 06:00:00] 1.05769/1.05858\1.05756/1.05779 -0.00012
[146: Fri 22-12-09 07:00:00] 1.05775/1.05794\1.05720/1.05768 -0.00012
[147: Fri 22-12-09 08:00:00] 1.05787/1.05890\1.05684/1.05687 -0.00012
[148: Fri 22-12-09 09:00:00] 1.05688/1.05774\1.05616/1.05617 -0.00012
[149: Fri 22-12-09 10:00:00] 1.05613/1.05657\1.05478/1.05579 -0.00012
[150: Fri 22-12-09 11:00:00] 1.05580/1.05696\1.05536/1.05593 -0.00012
[151: Fri 22-12-09 12:00:00] 1.05596/1.05650\1.05519/1.05545 -0.00012
[152: Fri 22-12-09 13:00:00] 1.05554/1.05670\1.05511/1.05569 -0.00012
[153: Fri 22-12-09 14:00:00] 1.05581/1.05671\1.05100/1.05398 -0.00012
[154: Fri 22-12-09 15:00:00] 1.05399/1.05506\1.05272/1.05354 -0.00012
[155: Fri 22-12-09 16:00:00] 1.05519/1.05519\1.05201/1.05415 -0.00012
[156: Fri 22-12-09 17:00:00] 1.05414/1.05545\1.05359/1.05499 -0.00012
[157: Fri 22-12-09 18:00:00] 1.05504/1.05510\1.05330/1.05461 -0.00012
Bar timestamp: 09 Dec 22 18:00:00
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[158: Fri 22-12-09 19:00:00] 1.05460/1.05565\1.05405/1.05502 -0.00012
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Bar 159 continued until 21:00:00

End of lookback period at 20:45:10
Market closed on 12-09 20:45:10
Tick timestamp: 09 Dec 22 20:45:10
Tick timestamp: 09 Dec 22 20:45:14
Tick timestamp: 09 Dec 22 20:45:17
Tick timestamp: 09 Dec 22 20:45:22
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Tick timestamp: 09 Dec 22 20:45:36
Tick timestamp: 09 Dec 22 20:45:40
Tick timestamp: 09 Dec 22 20:45:54

[Stop] at 20:45
Logout.. ok

8 784 Read More

Yesterday at 13:40

Re: 'AssetFrameZone' undeclared identifier [by AndrewAMD]

It probably did not exist yet for that version. Get the latest Zorro.

1 44 Read More

Rainbow Six Extraction: Cinematic Reveal Trailer (re-sound)

Yesterday at 08:13

Re: Using Zorro to trade Indian equities using Broker APIs [by Grant]

Read the manual first before posting questions.

Both questions are answered in the provided links. See https://zorro-project.com/manual/en/restrictions.htm for additional info about the Zorro licenses.

3 49 Read More

Jobs Wanted

12/08/22 08:54

Re: ♪♫♪ [For hire] VOLKOVSTUDIO - Music, SFX, Voice over, implementa [by Volkovstudio]

48 9,487 Read More

A8 Engine

12/08/22 08:18

How to combile shader FX? [by NicolaB]

Hi everybody

I am working on a small game that uses soft shadows and mirror water fx. If started from the SED or WED there is no problem, but running the combiled exe file as soon the level with these fx are loading it crashes with an error like "no FX" found.

Please help me out...

0 16 Read More

Starting with Gamestudio

12/07/22 20:56

Re: Function refresh? [by Quad]

I feel like you explained your problem in most confusing way possible. Can you elaborate?

1 88 Read More

12/06/22 17:20

Re: Add Monte Carlo data array to PERFORMANCE struct [by AndrewAMD]

Originally Posted by Petra

As to the first question, the curves are documented under Strategy Statistics: EquityAtBar etc.

The performance report is generared after the evaluate call (I believe). For parsing it in the same script you can use the cleanup function.

Ah, I think you mean ResultsAtBar, ProfileAtBar, and DrawDownAtBar. Yes, that is what I was looking for, thanks!

ResultsDaily also seems similarly useful, hmm.

6 396 Read More

12/02/22 18:59

Re: New Zorro version 2.53 [by jcl]

First bug reported, by 2 users at the same time: PRELOAD didn't work properly when historical data was too recent.

This is fixed in version 2.53.3, same URL.

10 497 Read More

12/01/22 08:07

Re: IB Historical Data Time-Zone Error [by BrainSailor]

Hi ruins (nice nick!),
I reported this a while ago. You need to download the new IB Plugin if you are using 2.50.
Zorro is reporting this bug here:
https://zorro-project.com/manual/en/bugs.htm

You can also use the PreRelease. This has the new plugin with it. Although the PreRelease has some issues. If you want to be on the save side, just download the new IB Plugin and replace it with the old one.
Hope that helps,
BS

1 84 Read More

http://manual.zorro-project.com/advisor.htm

11/29/22 21:30

Re: Interactive brokers connection [by NewtraderX]

Originally Posted by Spirit

Thank you .

4 182 Read More

11/29/22 13:40

Re: TradeZero Plugin [by AndrewAMD]

No, and to my knowledge, TradeZero does not have an API to connect to either.

1 71 Read More

11/28/22 14:48

Re: First call of asset() affects the frequency of the bars [by Spirit]

The manual is your friend.

1 147 Read More

Blame the Manual

11/21/22 21:34

Re: DeepLearn script [by TraderTom]

I've done some digging on a fresh VM without a GPU and the same error is there. I remember this from a whiile back, theres some packages missing with the install instructions on the zorro site from memory. Caret and ggplot2 both need installing but I think there might be something else as well.

Anyone have any ideas what it is?

21 985 Read More

11/21/22 19:12

Re: Tradier Plugin - Warning 075 [by hast29]

Hi Andrew,

finally, my script tried to open the position and the "Order response error" happened again. This time with the extended message log. The respective part of the log file is in the attachement.

Will you please look at it, if you see the reason why this error occurs? Actually, the position has been opened in my Tradier account, just Zorro does not recognize it and I do not see any open position in the log and status page. Thank you very much, ...

12 941 Read More

11/19/22 18:31

Re: Binance futures liquidation data [by ztests]

Originally Posted by Aanyka

Hey,

I didn't find a solution to get Binance futures liquidation live data to use it in Zorro. There is no function that will return it. Could this be implemented in future? Would be very usefull in crypto futures trading. Thanks in advance.

Hi Aanyka,

maybe you have implemented your own solution?

regards,
ztests

2 404 Read More

11/19/22 10:27

Re: Trading 100 instruments with IB [by Grant]

Originally Posted by DavidK

I would like to monitor and trade say 100 instruments using two IB accounts. What sort of Zorro configurations of would enable me to do it efficiently?

By either using:

1) A 'for(used_assets)' loop, see https://zorro-project.com/manual/en/fortrades.htm

or

2) A 'while(asset(loop(...' , see https://zorro-project.com/manual/en/loop.htm (examples below) when you want to run optimizations.

Quote

How would the code inside the run() and tick() functions know which of the assets triggered the call? It seems quite inefficient to have to loop through many assets to
see which assets caused the calls.

Always use tock() instead of tick() for a multi-asset script.

Quote:

"Trading with different assets in a tick function can cause backtest snooping bias. When historical price ticks for assets A and B have the same time stamps, the tick function will first run with asset A, then with asset B. In the first run, asset A has the current price, but asset B still the previous price. This can be used to snoop the next B price especially when it strongly depends on the A price. To prevent this effect, use the tock function for trading multiple assets when required, and set TockTime to the tick resolution of the used historical data, or to TickTime in live trading." (https://zorro-project.com/manual/en/tick.htm)

You need to loop this, but c-lite is pretty fast.

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11/17/22 17:38

Re: Zorro for Crypto Operations Management [by AndrewAMD]

Originally Posted by Atila_Firmino

My question is simples: Could I use zorro to manage a multiple number of positions and order without a limit? Each position and order with it own control.

Yes.

5 274 Read More

11/16/22 20:46

Re: Download Futures EOD with Zorro [by Eugeniu]

Note sure what happened when I downloaded the data first time but now I get different results (last column seems to be volume this time).

Quote

2022-11-15T23:59:59 1.1965 1.1977 1.1801 1.1877 0 104.42361
2022-11-14T23:59:59 1.1745 1.1814 1.1721 1.177 0 184473
2022-11-11T23:59:59 1.1758 1.1867 1.1721 1.1855 0 126128
2022-11-10T23:59:59 1.1638 1.1743 1.1633 1.1726 0 101271

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11/16/22 09:37

Re: Pause trailing stop in TMF [by jcl]

Automatic trailing is activated with the Trail variable. It is stored in TradeTrailDiff, so for disabling the trailing, set TradeTrailDiff to 0. Or do not use automatic trailing at all and trail by script in the TMF.

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Showcase

11/14/22 11:52

Re: Silas [by Feindbild]

Man I was just recommended a video on Youtube, and it seemed so familiar but it really took me a while to remember where I saw it:
https://www.youtube.com/watch?v=g7sCYN5C5po

fair warning, it's not pretty

142 89,740 Read More

11/13/22 20:53

Re: The Black Book [by Eugeniu]

Yes, the context will definitely help. Atm. I'm going through the manual, jcl's blog and youtube videos by boatman.

Not ready to commit yet to the book or an S-license as I'm in early stages learning about Zorro.

8 781 Read More