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Help with plotting Multiple BANDS
by degenerate_762. 01/25/22 11:13
Lapsa's very own thread
by Lapsa. 01/25/22 07:23
Bug with option expirations
by ztests. 01/24/22 18:32
What are you working on?
by rayp. 01/22/22 00:55
Generic, dynamically growing array
by 3run. 01/18/22 15:37
Sam Foster Sound | Experienced Game Composer for Hire
by titanicpiano14. 01/18/22 15:00
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Active Threads | Active Posts | Unanswered Today | Since Yesterday | This Week
Automated Trading
5 hours ago
Hi,
I'm up to no good again. From the manual, only BAND1 and BAND2 are available. Any ideas please?
Thanks
0 12 Read More
Zorro Scripts
8 hours ago
Quote

Monte Carlo Analysis... Median AR 1175%
Win 189$ MI 21.31$ DD 4.31$ Capital 20.39$
Trades 2998 Win 60.4% Avg +62.9p Bars 112
AR 1255% PF 1.60 SR 9.32 UI 1% R2 0.00


laptop gets about 1 second delay per day

bit ludicrous

should automate time sync

QLSMA banned, ALMA in, some decycler love for longs, trix stuff spliced per side, some additional lag here and there

and with all the updates - January doesn't look half bad

retrospectively... -_-
133 7,719 Read More
Zorro Future
Yesterday at 18:32
Originally Posted by Petra
Its a variable. You can set it.



Petra – thank you!

Indeed when set to ExpiryTime=1200, I see the old option trading behavior around the expiration time.

However, the option strategy performance I am testing is still different between the different Zorro versions.

Using the same Zorro script, same data, same R installation I have also noticed that Zorro 2.40 used to select longer expiry options (than specified 6 weeks) more often and Zorro 2.44 tends to be more precise – is it possible that some bugs in option selection procedure were fixed or some other changes were implemented?
16 561 Read More
Starting with Zorro
Yesterday at 15:52
Thank you!
7 133 Read More
Starting with Zorro
Yesterday at 15:38
Now I see that it's not a good solution, because in the last LookBack run, the last finished bar not yet exists for Zorro.
How can I force the script to run immediately, and run again normally when a bar finished?
1 33 Read More
Projects
01/22/22 00:55
Since my last post i was working almost every weekend on the fps project. Over a year now. Enough to say for a new stand alone thread. With that much code it becomes more and more a challenge. Meanwhile it became a small arcade zombie shooter laugh

Episode1 will be done "soon" and ready for download (free of course).

Dive / Swim area wip, almost done. iam happy with look and feel. Simply animated transparent water with swimming (pushable) objects, and bubble particles.
The electric panel in the background opens a pipes gate in the water area.
[Linked Image]

Most work left is polish here and there, finishing levels etc.
Greets
[Linked Image]
5,531 28,357,835 Read More
User Resources
01/18/22 15:37
Generic, dynamically growing array that can hold any kind of data types, structures, etc. It will grow automatically x2 from the initial capacity size + with automatically shrink if needed. Almost everything was originally written by JustSid, so all the credit goes to him. I've migrated the code into LiteC.

Download link: https://github.com/3RUN/Dynamic-Array

Best regards.
0 166 Read More
Jobs Wanted
01/18/22 15:00
Looking for new games to work on!
66 15,095 Read More
Zorro Future
01/18/22 10:59
Yes. The reason was that when a bar extended into the live period, it got only live ticks. This will be fixed in the next update.
3 238 Read More
Zorro Future
01/17/22 12:23
A beautiful bug. Thanks for reporting, this will be fixed in the next update.
1 123 Read More
Automated Trading
01/15/22 23:43
Thanks for the input @MegaTanker! i missed that one in the manual.
2 171 Read More
Zorro Future
01/14/22 18:57
Different scripts sharing the same parameter files is a rare exception needed for 'publishing'/end-using Z-systems. Bulk of the work is spent in development where convenience and efficiency are key.

Besides, what's the problem with scripts 'xxxxx.c' and 'zzzzz.c' both setting Script='yyyyy' to read 'yyyyy.par' in Live/Test but writing to 'yyyyy_train.log" in Train?
7 212 Read More
Jobs Wanted
01/14/22 11:36
22 2,842 Read More
Projects
01/13/22 13:33
Hello guys,

Is there a way to type Turkish characters (i.e., i,ç,ğ,ş,ö,ü) in text box in IMGUI's multiline textbox? In addition, how can I change the font in this field?
51 11,623 Read More
Zorro Future
01/13/22 08:02
It will overfit in both cases, since they are technically equivalent. They produce the same trades. The only difference is an offset to Entry.

The overfitting is not due to Penalty, but because you're likely training on random noise when you optimize Entry in this way.
11 444 Read More
Starting with Zorro
01/12/22 19:37
I'm familiar with that package, I used it for the barplot in the previous post.

Unfortunately IB is returning the same nonsense for this asset using python as it does in Zorro. TRADES mode seems to work, but BID_ASK or BID or ASK returns tons of bogus outliers.
12 272 Read More
Zorro Scripts
01/12/22 18:56
Hi!

I want to use (15 minute delayed) realtime prices to act as a filter for a strategy. However the prices i'd be looking at are not available at my broker, so I want to import them from elsewhere. I have been trying to get this done for days, using several approaches but i simply don't seem able to make it work...

I'm basically trying to import an API call from EODhistoricaldata. This is their test API which provides 15 min delayed data for the AAPL.US symbol. fmt can be changed into .csv:
https://eodhistoricaldata.com/api/r...mMliFG5orCUuwAKQ8l4WWFQ67YX&fmt=json

Can this be done using the AssetHistory function? And if so, doesnt this lead to a timing difference if I want to call it "realtime" (as it's delayed by at least 15 minutes vs broker data)?

I tried the following, but it gives me an 058 error (and I also heavily doubt the format parameter is alright)

All help is appreciated!

Thanks!

Code
function run()
{

int  Year = 2022;

  string URL = strf("https://eodhistoricaldata.com/api/real-time/AAPL.US?api_token=OeAFFmMliFG5orCUuwAKQ8l4WWFQ67YX&fmt=json");
  string Name = strf("AAPLTESTIMPORT_%04d.t6",Year);
  assetSource(Name,URL,0,0,
    "[,%t,,price_open,price_high,price_low,price_close,volume_traded,,,");
  assetHistory(0,FROM_SOURCE);
}
0 29 Read More
Starting with Gamestudio
01/12/22 13:16
Hello developers,

For a reply field with a 500 character text field, is there a way to make typing continue from a subline when the enter key is pressed?
Thank you in advance for your help.

Best regards,
0 64 Read More
Zorro Future
01/11/22 09:52
Yes, it works in the version downloaded now.
6 216 Read More
Zorro Future
01/11/22 09:32
If you mean the expiration date: https://manual.zorro-project.com/contracts.htm
1 134 Read More
Starting with Zorro
01/11/22 09:05
A flat fill price offset is planned for the next release. But indeed, when I see the title of this thread, it seems a confusion of ticks and bars - if it were bars, the complain would make some sense.
5 209 Read More
Zorro Future
01/10/22 13:47
If you really did run out of room at the command line (8k?), you can always make use of environment variables via the windows API.
https://docs.microsoft.com/en-us/windows/win32/api/processenv/nf-processenv-getenvironmentvariablea
7 739 Read More
Zorro and the Brokers
01/08/22 20:04
@Grant & @Spirit, thanks for the information. Will do my homework.
3 290 Read More
Starting with Zorro
01/08/22 10:04
No. In your code the brackets are missing. C uses brackets for keeping code together, not indenting like Python. And the exit commands are not needed here because opposite positions are automatically closed anyway. You need exit commands only when you exit a position without opening a new one. Your original code was ok, the new one is not.

And why have you still no NFA flag?
10 314 Read More
A8 Engine
01/06/22 18:13
Bro my english isn't better than yours, it's ok! Happy new year once again! laugh
3 123 Read More
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