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1 hour ago
wow that looks so great, amazing art there, inspiring to think someone made a full game in this engine. So to rescue the veteran Hank? hehehe awesome
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5 hours ago
well... I went right to c++ and have my script running... as expected, some logic needs to be changed, but I do have it running. >> still uncovering various settings to get the basics working as I like...
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09/10/24 19:50
I'm trying out the DeepLearn+/DeepLearnTorch combination right now and I have a question if I may. I run *all* of my Python projects within virtual environments (venv to be exact). Zorro64 is pointed (via ZorroFix.ini) to the global install of Python64 since it requires a DLL in order to execute Python code (virtual environments don't get DLLs, only EXEs). I apologize if I'm missing something here, but is there anyway to have Zorro64 run Python within a virtual environment? I'm trying to refrain from installing all of the deep learning packages at the global level, but I'm not seeing a way around this if Zorro64 is going to use a DLL to execute Python scripts. Thank you so much in advance for any advice!
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09/10/24 18:48
Yeah, I think so. My monitor also stays turned on when I enter Trade mode. Anyway, it's preferable to trade in the cloud.
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09/08/24 11:07
I have developed a system that detects an event that occurs in the forex markets which i believe to be indicative of a forthcoming price move. The event is logged as a time stamp - date and time in an excel spreadsheet. I would like to confirm my observations by applying some trading rules immediately after this event occurs. The event is not a long or short entry, but only an OPTIMAL time for an entry. The direction of the entry will depend on some rules, for eg. the 5Min MOMO Strategy,
Eg. Long if Price>20 EMA and MACD crossing above 0 AND TIME > Time Stamp in excel file. After a trade is executed, I would like to know PL, DD, Time taken to achieve XXX number of PIPS with TP = XXXX and SL=XXXX
Almost all the back testing systems I have seen, generate the BUY/SELL signal based on the rules, however, in my case, the trade time is defined in and excel spreadsheet and i require some rules to be applied - sort of inverse backtest.
Will apprecaite any advise on achieving this - The CSV functions available currently are mainly focussed on reading Tick History.
Regards
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09/04/24 15:49
Thanks bigsmack.
Oh, bummer, so I must doublecheck it in my code.
Thanks very much, I'l come back with results.
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09/04/24 15:21
Hello,
I'm *VERY* new to Zorro so please pardon any mistakes I might bring up. I was testing out the MT4/MT5 Bridge using the included TradeTest+ script and I received a compiler error. I'm using VS2022 to compile and currently running the non-"S" version of Zorro. When compiling, I get an error that one of the overloaded functions of brokerCommand is missing from the zorro.h header file. The online manual describes three overloaded versions of brokerCommand, but the header file is missing one. In particular brokerCommand (int Command, string Text). This function is used in TradeTest+ and I was wondering if I'm doing something wrong (header perhaps)? Thank you in advance for the help!
Sincerely, Michael :-)
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09/04/24 14:05
oh, sorry i saw location Russia in your profile, and that is why i wrote russian
5- elementary answer is - use screen_size\video_mode\video_aspect functions in your code
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09/01/24 19:59
Ich freue mich auf ihr nächstes Buch! Ich hoffe sie finden bald einen Verlag!
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08/29/24 12:25
I have tested this setup and it is not working as I had hoped.
It works for awhile and inevitably crashes with an error seen in the Zorro output that prints Readloop error. It is unpredictable because it can trade for some time by opening, managing, and closing trades then just crashes. When I trade the same script strictly using the IB plugin for data and execution then it works fine, but trying to get data from IB and execute with Sierra Chart plugin crashes eventually. It theoretically should work. My wild ass guess is that there may be some internal dependency within the Sierra Chart plugin where the trading is functionality is reliant on the data functionality to behave in a certain way. This is pure speculation and I am not confident that I have the ability to troubleshoot or debug the issue effectively. A crash indicates a bug somewhere especially since it works until it doesn't.
I am also seeing a Debug Assertion Failed error eventually but I'm not sure if these issues are related or not. I have not tested trading other instruments with the standalone Sierra Chart plugin outside of this dual IB/Sierra setup with futures. I may bring this up as an issue on the GitHub repo.
If anybody wants to help with this issue I can do what I can to help isolate the problem. I am an experienced QA and software engineer but debugging but this is a bit much for me right now and definitely stretches my abilities.
I plan to write a simple script in the Sierra Chart environment to just poll the Zorro log generated by the IB-only plugin setup and just send market orders to open and close the trades as this is my only real requirement for the moment.
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08/27/24 04:26
I am having an issue with Zorro when working with MNQ data on a 1 minute timeframe. After loading the data, the 1 minute candlesticks in Zorro display correctly and match the bars on my other platform (all set to UTC timezone). However, when I choose to draw 20 minute candlesticks in Zorro, they do not match and are completely misaligned from the other platform. Conversely, if I choose a 30 minute timeframe, the candlesticks match correctly. The 60 minute candlesticks are also misaligned, but the 90 minute candlesticks are correct.
Has anyone encountered a similar situation as me? Any solution that solves the problem. Thanks.
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08/26/24 17:39
Does anyone have a plugin for CTrader that you'd be prepared to share? This could be via the Spotware OpenAPI or an MT4-style bridge to the CTrader client.
You'd make an old man very happy!
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08/25/24 06:58
I have used this version without any issues the last 2 weeks. Today, my Windows Defender put Zorro.exe into quarantine with following statement "Trojan:Win32/Bearfoos.B!ml". Of course, I can tell Defender to exclude Zorro.exe from this treatment. Any issues here? M.
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08/21/24 21:00
Hello everyone,
I've gone through the Zorro manual, but I'm struggling to find a way to generate historical Time & Sales data for backtesting. From what I understand:
T1 files: Contain time, bid/ask price, and sometimes the spread, but no volume information. T2 files: Contain time, bid/ask price, and accumulated volume at price levels, but only aggregated over a certain period (e.g., 10 minutes). A standard Time & Sales format would typically include time, bid/ask price, and volume for each transaction, which seems to be the minimum needed for proper analysis.
My goal is to create historical Time & Sales data that can be used in a strategy backtest. I also considered using T6 files since they contain similar information, but according to the manual, these files are not intended for tick-level historical data.
Is there any way to generate and use Time & Sales data in Zorro for historical backtesting? Any suggestions or alternatives would be greatly appreciated!
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08/21/24 11:51
Title: Loading the T2 Files is Not Working Hello, I tried to replicate the example from the manual: https://zorro-project.com/manual/en/ordercvd.htmI slightly modified the script to only read data from 2017-2018. Here is the script:
function run()
{
// Set the test period to the years 2017-2018, matching the t2 files
StartDate = 20170101;
EndDate = 20181231;
BarPeriod = 10; // 10-minute intervals
assetList("AssetsBinance");
// Asset settings, matching the loaded t2 files
asset("BTCUSD");
// Load the order book data from 2017-2018
int N = orderUpdate("BTCUSD", 1);
if (N <= 0) {
printf("Error: No quotes loaded. Check the file and path.\n");
return; // Exit the script if no data could be loaded
}
T2* Quotes = dataStr(1, OrderRow, 0); // Access the loaded quotes
printf("\nOrder book: %i quotes loaded\n", N);
// Define the range for analyzing the order book (e.g., 5% of the current price)
var Distance = 0.05 * price(); // +/- 5%
int N2 = orderCVD(Quotes, N, Distance);
printf(", %i quotes within range\n", N2);
// Create a graphical representation of the order book data
Distance *= 1.5; // Expand the range for visualization
var Price = priceClose() - Distance;
int i;
// Visualize the Ask side (red bars)
for (i = 0; i < 100; i++) {
Price += Distance / 50;
plotBar("Ask", i, Price, cpd(Price), BARS | LBL2, RED);
}
// Reset the price for the Bid side (blue bars)
Price = priceClose() - Distance;
for (i = 0; i < 100; i++) {
Price += Distance / 50;
plotBar("Bid", i, Price, cpd(-Price), BARS | LBL2, BLUE);
}
}
The T2 and T6 data files were downloaded from the Zorro Trader download section. In the Asset.csv file, I have the following line: BTCUSD,1,0.01,0,0,0.0001,0.0001,0,1,1,-0.1 Unfortunately, I keep getting errors when trying to get this running.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Error: No quotes loaded. Check the file and path.
Can someone share a working script with these T2 files? zorro 2.63
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08/19/24 01:20
Yes, I included that, as well as BarMode = BR_NOSHIFT+BR_SLEEP; I will update the main post with the new code however it is still far from producing the performance promised by the paper I think the VWAP calculation is still off, probably something to do with the calculations being made between regular and after market hours.
Also, the last trade being made is at 3:30 PM instead of closing at the market's close since if I set the close at the market's close it won't register.
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08/17/24 21:45
Anyone working on a Schwab Trader API plugin for Zorro?
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