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MT4/5 Bridge: Stability & Latency?
by AndrewAMD. 02/27/21 15:55
Sam Foster Sound | Experienced Game Composer for Hire
by titanicpiano14. 02/26/21 13:15
MACD / Stoch useage
by TraderTom. 02/25/21 21:22
findContract not finding a contract
by AndrewAMD. 02/25/21 11:53
New Zorro version 2.35
by jcl. 02/24/21 14:40
Zorro - import diff time zones csv
by AndrewAMD. 02/23/21 17:52
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Active Threads | Active Posts | Unanswered Today | Since Yesterday | This Week
Zorro Scripts
32 minutes ago
I just don't understand why TakeProfit did not work as described on documentation
2 45 Read More
Starting with Zorro
2 hours ago
The MT4/5 plugin is directly supported by oP Group. If you find bugs, you can direct them to oP Group support, and they will fix confirmed bugs.

Also of note: There is an CTrader plugin here [LINK].
3 58 Read More
Jobs Wanted
Yesterday at 13:15
Looking for new projects!
41 8,089 Read More
Jobs Wanted
Yesterday at 10:20
5 237 Read More
Starting with Zorro
02/25/21 21:22
Hi guys. Have a feeling this will be a fairly simple answer but I'm trying to understand how the indicators with multiple outputs are handles in zorro? In metatrader for example you slected the outputs with buffers and associated numbers.

I know the example code is incorrect but posting it as an example. Say I'm trying to get the MACD histogram output where MACD is in the string of outputs. Or the Stochastic K line for example.

Code
 
function run()
{
	StartDate = 20190101; // start two years ago
	BarPeriod = 15; // minutes per bar bars
	LookBack = 100; // needed for scale()
	var PredictHorizon = -3;

	set(RULES);   // generate signals
	LifeTime = 3; // prediction horizon
	Spread = RollLong = RollShort = Commission = Slippage = 0;
	
	adviseLong(SIGNALS+BALANCED+PEEK,0,
		MidPrice(0),MidPrice(3),priceOpen(0),priceOpen(-3),MACD(priceClose,12,26,9));
	enterLong(); 
}


I know this is probably a very simplistic question but I just can't seem to get my syntax right!
0 41 Read More
Starting with Zorro
02/25/21 11:53
Or you could search for PUT|EUROPEAN and CALL|EUROPEAN. Probably best not to redefine standard Zorro macros.
3 89 Read More
Zorro Future
02/24/21 14:40
- New version 2.35.7: http://opserver.de/down/Zorro_235.exe

Fixed: The options multiplier was negative when set from the asset list.
37 1,450 Read More
Starting with Zorro
02/23/21 17:52
What you do is this:

1) Import the CSV to a dataset as you normally would, knowing that the timestamps are in the given timezone.
2) Modify the dataset using dataset functions and time functions, and the Now variable. Detect daylight savings with dst().
https://manual.zorro-project.com/data.htm
https://manual.zorro-project.com/month
https://zorro-project.com/manual/en/date.htm
3) Save your dataset to a t6 file with dataSave.
2 51 Read More
Zorro Scripts
02/23/21 03:08
Is there a way to use different crypto other than BTC as base CCY like ETH/USDT?

Does changing the CCY to USD and updating the assetlist LotAmount to trade pairs like ETH/USDT work?
0 39 Read More
Zorro Scripts
02/23/21 00:55
Thanks AndrewAMD.

Well, it isn't dataNew, but it's very weird. I could copy the failing script to a new file and it would run without problems. Same thing happened with another script. No idea if it's filename length or what. Perhaps a Wine glitch. No time now to copy stuff over to a real Win & try there... For now close this pending further debugging when time allows.

Thanks.
2 40 Read More
Starting with Zorro
02/22/21 19:08
(removed)
5 211 Read More
Zorro Scripts
02/22/21 07:53
How might I test if a price series is higher for at least N days in a row?

This gives my a price series higher for five days in a row starting yesterday...

Code

bool risingFiveDays = (Prices[1] > Prices[2]) && 
				    (Prices[2] > Prices[3]) && 
				    (Prices[3] > Prices[4]) && 
				    (Prices[4] > Prices[5]) &&
				    (Prices[5] > Prices[6]);


How to generalize this to _at least_ five days starting yesterday?
0 27 Read More
Starting with Gamestudio
02/21/21 23:36
thanks for reply
2 139 Read More
Zorro Scripts
02/21/21 18:20
Hi,
just for the sake of completeness. I've been informed by Zorro support that markovitheReturn() has changed. In earlier version there was a normalization and 1 corresponded to a large variance. Now you have to use large values (100-1000) to get the maximum return.

Another point: The EFrontier.c script in the 2016 script repository does not work as expected, the heatmap works but the graphic shows too low values. That is because the scripts calculates daily values, whereas on the Financial Hacker blog annual values are shown.

For an expert maybe easy to figure out.

VHX
2 130 Read More
Automated Trading
02/21/21 01:33
IB tracks at the position level. So what you’re seeing in the IB chart is your combined position which is not any sort of exchange price. If you enter a buy limit for a short spread that’s saying that you will buy the position back at that price which generates a debit (a positive number). If you enter a negative value that tells IB you want to open a credit spread (a negative number) which would get you shorter your straddle. The chart is misleading because it just prints the position price. A stop loss would be a debit that’s greater than the credit you received. For example you enter a stop loss at 5. That means that volatility has increased and its now more expensive. The net trade would be -3.87+5=1.13 debit or loss on the trade.

In my experience this gets a bit counterintuitive especially when your spread goes OTM. One way to get a feel for this is to trade manually in your IB demo account.
1 218 Read More
Zorro Scripts
02/20/21 14:53
Thank you for your recommendations. >> Yes, I use the tick() function in the script.
>> I will try the timeframe=1 suggestion before each entry call and see it if there's a a change.

(I don't want to use hedge = 5 because I need the long and short trades to exist simultaneously.. not the net position).

When I run a backtest with hedge =2, the trades occur at various points within the 30 minute bar as intended. When I test it live, the trades are bundled up and placed at the start of each bar <--- this is different from the backtest behaviour.
3 245 Read More
Starting with Zorro
02/20/21 12:40
Try below code.

Also, I think you are supposed to use Trade variables in a TMF or a trade loop such as for(current_trades) { ... }.

Code
function run()
{
	set(LOGFILE|PLOTNOW);
	setf(PlotMode,PL_ALL);
	
	BarPeriod = 1440;
	LookBack = 201;
	
	StartDate = 20161225;
	
	//asset("DIA");
	while(asset(loop("DIA", "GLD", "IWM", "QQQ", "SPY")))
	{
		vars Close = series(priceClose());
		vars MA1 = series(SMA(Close,200));
		
		Lots = 100;
		
		if (Close[0] > MA1[0] && NumOpenLong == 0) {
			enterLong();
		}
		
		if (NumOpenLong > 0 && Close[0] < MA1[0]) {
			exitLong();
		}
		
		//plots individual charts of equity for each asset
		char name[40]; // string of maximal 39 characters
		strcpy(name,Asset);
		var equity = EquityShort+EquityLong;
		plot(name,equity,NEW|AVG,BLUE);
	}
}
6 175 Read More
Zorro Scripts
02/20/21 00:28
This was more to do with data shaping and the way zorro sends data to the neural functions.

Its less about neural networks in R and more about data shaping into 3D inputs for LSTM's.
4 293 Read More
The Z Systems
02/18/21 14:03
Hi, with the new release, I have backtested the Z3 strategy and I have got extremely different results using BarOffset 0 vs. BarOffset 960 in the Z3.ini file. The results in the appendix.

Could it be, that the strategy is trained for trading at 0:00, ant when changing to 16:00 (bar Offset 960), the performance becomes so much worse?

The backtest is on the Zorro CFD data.

I prefer using ETF with Z3, not CFDs due to high rolling SWAT costs. But ETF have the best trading conditions at NYC trading hours. So that is why performance with BarOffset 960 is important for me.

Thank you for any hint ...
0 21 Read More
The Z Systems
02/18/21 13:15
Check the manual in troubleshooting for errors and how to properly configure IB.
1 130 Read More
Zorro Scripts
02/18/21 13:00
contractPrint () too
2 203 Read More
Zorro Scripts
02/18/21 12:55
You’re calling PriceHL as a function which it’s not. It’s a series. I also think CellM is not correctly defined. You need to wrap in series.

Code

If(PriceHL>CellM)

1 135 Read More
Zorro Scripts
02/17/21 13:40
Just a quick update on this - following on from Zhekas suggestion I did the following:

Set BarPeriod to 5minutes, then used TimeFrame = frameSync(12); for use in creating various indicators that represented a 60minute period (I found this more stable than the 30 minute periods I was using before). I could then also set TimeFrame = 1; so that I could use a faster price and frequency to check if this crossed my MA every 5 minutes rather than every 60.

Seems to be doing what I expect, however, I will continue to analyse my exits as not totally happy there yet.
6 153 Read More
Starting with Zorro
02/17/21 13:17
The "+1" is wrong - you're this way adding 1 to all prices. But the second if expression is ok.
1 57 Read More
Starting with Zorro
02/17/21 13:14
For skipping history loading except for selected days, the simplest way is a small script that writes a special history file that only contains those days.
1 58 Read More
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