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Yesterday at 16:22
1. I'm confident you can, but it can be a long road of testing & evaluating certain concepts, rules, models, etc.
2. Not yet!
3. I believe that machine learning is def the way to go. These algos are way more objective & sophisticated than simple trading rules (please forget technical analysis).
4. Create a large data set, train a model (I use R), while preventing over-fitting as much as possible by applying techniques like cross-validation or the AIC or BIC criterion and out-of-sample test this in Zorro. Store all results in an organized way.
Bonus tip: there are esp 3 important concepts about machine learning that you need to understand: sample size determination, variable-selection methods (i.e. variable importance) and the bias-variance tradeoff.
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Yesterday at 12:01
In motion its pretty cool too. Of course i will.
Thanks for your interest.
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Yesterday at 10:58
still around, tuning my indicator soup, slowly scaling up zero to hero porn: ![[Linked Image]](https://i.imgur.com/jIVeAtC.png)
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10/16/21 16:57
Hello,
Is there any mql experienced person that can explain to me why I get this kind of error every time I restart zorro (due to win 10 home edition mandatory update) while a strategy is running?
Example --> "Not found: Order 1227668080 Ticket 227668080 Offset 1000000000"
All real open trades are "not found" with this message (...offset 1000000000), while the phantom trades are correctly resumed.
The error appears to be related to this part of the zmq4.mqh file (row 109)
// handle tickets that exceed the int range
static ulong TicketOffset = 1;
int ticket32 (ulong Order)
{
ulong Ticket = Order% 1000000000;
if (TicketOffset == 1 && Order> 0)
TicketOffset = Order - Ticket;
// Print ("Order", Order, "Ticket", Ticket, "Offset", TicketOffset);
return (int) Ticket;
}
Thank you
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10/16/21 00:03
To support the above, this script int tmf() {
if (TradeIsPending)
watch("#time=",tod(0), priceOpen(0), priceHigh(0), priceLow(0),priceClose(0));
return 0;
}
function run() {
NumYears=1;
set(LOGFILE, TICKS);
Verbose=3;
Slippage=0;
RollLong=RollShort=Spread=Commission=0;
LifeTime=5;
Entry=-3*PIP;
OrderDelay=59.9; //119.9, 120.0
if (NumOpenLong==0)
if (priceClose(0)>priceClose(20) )
enterLong(tmf);
} produces this output at different OrderDelay: [165: Wed 21-01-13 00:00c] -2.74 0 1/3 1.22061/1.22104\1.22025/1.22094 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 59.9 at 00:00:00
(EUR/USD::L) Long 1@1.22064 Entry limit
time= 0 1.22061 1.22104 1.22025 1.22094
time= 1 1.22094 1.22102 1.22094 [color:#CC0000]1.22102[/color]
[EUR/USD::L16602] Long 1@[color:#CC0000]1.22094[/color] x at 00:01:00
[151: Tue 21-01-12 10:00] 1.21527/1.21797\1.21509/1.21624 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 60.0 at 10:00:00
(EUR/USD::L) Long 1@1.21594 Entry limit
time= 1000 1.21527 1.21797 1.21509 1.21624
time= 1001 1.21624 1.21636 1.21614 [color:#FF0000]1.21629 [/color]
[EUR/USD::L15202] Long 1@[color:#CC0000]1.21619[/color] x at 10:01:00
[213: Fri 21-01-15 00:00c] -10.75 0 1/7 1.21532/1.21595\1.21507/1.21513 -0.00003
Enter Long EUR/USD Entry -0.00030000 Delay 118.9 at 00:00:00
(EUR/USD::L) Long 1@1.21483 Entry limit
time= 0 1.21532 1.21595 1.21507 1.21513
time= 1 1.21513 1.21518 1.21512 [color:#FF0000]1.21515 [/color]
time= 2 1.21513 1.21522 1.21512 [color:#CC0000]1.21522 [/color]
[EUR/USD::L21403] Long 1@[color:#CC0000]1.21510[/color] x at 00:02:00
[448: Fri 21-01-29 01:00c] -14.80 0 14/15 1.21216/1.21226\1.21043/1.21079 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 118.9 at 01:00:00
(EUR/USD::L) Long 1@1.21049 Entry limit
time= 100 1.21216 1.21226 1.21043 1.21079
time= 101 1.21079 1.21087 1.21070 [color:#CC0000]1.21081[/color]
time= 102 1.21079 1.21091 1.21070 [color:#CC0000]1.21081 [/color]
[EUR/USD::L44905] Long 1@[color:#CC0000]1.21075[/color] x at 01:02:00
[1236: Wed 21-03-17 18:00c] 1.19022/1.19109\1.18983/1.19106 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 118.9 at 18:00:00
(EUR/USD::L) Long 1@1.19076 Entry limit
time= 1800 1.19022 1.19109 1.18983 1.19106
time= 1801 1.19106 1.19457 1.19106 [color:#CC0000]1.19418 [/color]
time= 1802 1.19106 1.19625 1.19106 [color:#CC0000]1.19598 [/color]
[EUR/USD::L23713] Long 1@[color:#FF0000]1.19403[/color] x at 18:02:00
[347: Fri 21-01-22 17:00c] -11.27 0 10/11 1.21727/1.21824\1.21711/1.21782 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 120.0 at 17:00:00
(EUR/USD::L) Long 1@1.21752 Entry limit
time= 1700 1.21727 1.21824 1.21711 1.21782
time= 1701 1.21782 1.21799 1.21782 [color:#990000]1.21787 [/color]
time= 1702 1.21782 1.21799 1.21778 [color:#CC0000]1.21782 [/color]
time= 1703 1.21782 1.21799 1.21773 [color:#990000]1.21785[/color]
[EUR/USD::L34804] Long 1@[color:#CC0000]1.21778[/color] x at 17:03:00
[646: Wed 21-02-10 13:00] -13.81 0 21/26 1.21249/1.21250\1.21138/1.21173 -0.0
Enter Long EUR/USD Entry -0.00030000 Delay 120.0 at 13:00:00
(EUR/USD::L) Long 1@1.21143 Entry limit
time= 1300 1.21249 1.21250 1.21138 1.21173
time= 1301 1.21173 1.21189 1.21151 1.21158
time= 1302 1.21173 1.21189 1.21150 [color:#CC0000]1.21169 [/color]
time= 1303 1.21173 1.21189 1.21150 [color:#CC0000]1.21173 [/color]
[EUR/USD::L64707] Long 1@[color:#CC0000]1.21162[/color] x at 13:03:00
'Slippage' also works in some interesting ways: //------------------if Slippage is not 0.-------------- [260: Tue 21-01-19 02:00] -14.97 +1.33 2/9 (1.20939)
time= 201 1.20939 [color:#009900]1.20941[/color] 1.20936 1.20938
[EUR/USD::L25503] Expired 1@[color:#009900]1.20942:[/color] +1.36 at 02:01:00
[261: Tue 21-01-19 03:00] -13.61 0 2/9 (1.20953)
(EUR/USD::L) Long 1@1.20923 Entry limit
time= 300 1.20939 1.20987 1.20914 1.20953
time= 301 1.20953 1.20956 [color:#009900]1.20931 [/color]1.20932
time= 302 1.20953 1.20956 [color:#009900]1.20930 [/color]1.20935
[EUR/USD::L26203] Long 1@[color:#009900]1.20928 [/color]x at 03:02:00 |
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10/15/21 16:39
Thank you.
I forgot to change the PIPCost accordingly LotAmount.
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10/15/21 16:17
jcl, in 2.42.5, TMFs are now called when a trade is pending, great. However, there is something wonky going on when TMF returns 4. int tmf() {
watch("#time=",tod(0));
if (TradeIsEntry) return 4;
return 0;
}
function run() {
NumYears=1;
set(LOGFILE, TICKS);
LifeTime=5;
Entry=-3*PIP;
if (NumOpenLong==0)
if (priceClose(0)>priceClose(20) )
enterLong(tmf);
} produces some weird output: [104: Fri 21-01-08 08:00] 0000 0 0/0 (0.776700)
(AUD/USD::L) Long 1@0.776400 Entry limit
time= 800
(AUD/USD::L) Missed entry 0.77753 after 1 bar <---???
(AUD/USD::L) Entry limit 0.776400 hit at 0.776090 08:01:00
time= 801
[105: Fri 21-01-08 09:00] 0000 0 0/0 (0.776450)
(AUD/USD::L) Long 1@0.776150 Entry limit
time= 900
(AUD/USD::L) Missed entry 0.77640 after 1 bar <---???
time= 901
time= 902
time= 903
time= 904
(AUD/USD::L) Entry limit 0.776150 hit at 0.776080 09:05:00
time= 905 TMF now does not run once the trade is open!?
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10/13/21 12:22
Looking really good!
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10/13/21 07:39
Oh, right! Thank you very much, I didn't consider that!
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10/12/21 16:24
I believe that can be enforced by setting Slippage to the negative bar period time. Ah yes, I'm not sure how I missed that, thanks.
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10/12/21 13:31
I am not sure that I understood the problem, but priceHigh(1) is the high of the last time period, not the high of the last day. Make sure that the bar period is not smaller than your historical data resolution, and that the main asset is selected in your script before any secondary assets. https://manual.zorro-project.com/asset.htm
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10/11/21 14:49
Thanks - I'll give it a go.
Perhaps you could consider the ability to save and replay results as a feature?
For slower tests, this would be useful, I think.
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10/11/21 14:34
Thanks, ldate was missing in the index.
The different commission formulae are for different calculations. 1) is the conversion of percentage to amount and 2) the commission of a trade. And I think indeed that LotAmount does not belong in 2) because it's already contained in the pip cost. So it should cancel out. I'll check that and make it more clear in the manual.
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10/11/21 01:35
I have made a bitmap text in Photoshop. Yes, it is a pain.
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10/10/21 13:41
Great!
Thank you.
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10/10/21 00:45
Quick question: so, on each invocation of run(), the series values in, say, series[0] should give the current value that was calculated, independent of how many are being stored via the lookback period default length? Am assuming that the series acts like a queue, with data shifted from [0] to [1]...up through [lookback length -1] and the new data being placed in [0].
TIA for any responses,
Vode
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10/07/21 15:25
@jcl,
Thanks!
For combining/merging History files, is there a helper script I've missed?
Thanks.
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10/07/21 14:52
It does. Whatever the problem is, it's likely neither commission nor balance.
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10/06/21 15:00
As mentioned, WWRAP only works with truetype fonts. If you are using a bitmap font, it will keep going past the entry box, as you show in your first example.
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10/05/21 14:12
Looking for new games to work on!
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10/04/21 12:14
Thank you both for the replies  If its default behavior I can live with it. I am using limit / pending orders so its not a big issue.
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10/03/21 10:25
I know that at least with IB you had to call optionprice for any option to get the delta and it takes a looong time. For speeding up, get delta only for a few options and then interpolate.
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10/02/21 16:39
Hi everyone, there are some differences how a commission is calculated in different parts of the Zorro-manual. First I thought only one can be right. But meanwhile I don't think either is. 1.) https://www.zorro-trader.com/manual/en/account.htmText: "...percentage of the trade value...negative percent value... The commission is then automatically calculated from the percentage using the formula Commission = -Percent/100 * Price / LotAmount * PIPCost / PIP. " Formula in text: Commission = -Percent/100 * Price (/ LotAmount * PIPCost / PIP) In other ways: -Percent/100 * Price * (Exchange rate counter -> account-currency) --> Aren't the Lots missing here? 2.) https://zorro-project.com/manual/en/spread.htmText: "If a negative percent value is given (f.i. -0.25 for 0.25%), the commission of a trade is Percent/100 * PIPCost/PIP * Price * Lots * LotAmount." Formula in text: Commission = Percent/100 * PIPCost/PIP * Price * Lots * LotAmount. --> Should this be maybe: " / LotAmount" instead of " * LotAmount"? or should PIP and LotAmount be in brackets? 3.) I think this one should be right: Percent/100 * PIPCost/PIP * Price * Lots / LotAmount. This would be then: -Percent/100 * Price * Lots * PIPCost / PIP / LotAmount. = -Percent/100 * (Tradevolume in counter currency) * (Exchange rate counter currency -> account-currency)Can anybody confirm this? And can this be fixed in the mentioned links please?
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![[Linked Image]](http://i.ytimg.com/vi/KpGKFDdlqrc/hqdefault.jpg)
