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Gracefully closing a panel
by Zheka. 07/17/19 15:02
MaxDD in %
by Zheka. 07/17/19 14:51
New Zorro version 2.15
by jcl. 07/17/19 12:21
Issues with converting .csv to .t6
by jcl. 07/16/19 14:46
IG plugin initial release
by YG8. 07/16/19 10:02
First Steps for backtesting with ASCII data
by Charttrader. 07/16/19 08:50
Beginners Workshop
by jcl. 07/15/19 06:29
Dukascopy plugin (yet another version)
by dh85. 07/15/19 05:03
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Active Threads | Active Posts | Unanswered Today | Since Yesterday | This Week
Automated Trading
36 minutes ago
JCL,

If I launch a script for Testing/Trading and then [Stop] it and/or close Zorro, the panel continues to be visible on the screen without the possibility to close it (no closing/ 'cross' button in the upper right corner).
I then have to kill that Zorro instance via Task manager.

I tried this in the click():
Code
  if (row == -1 && is(RUNNING))  panel(0, 0, 0, 0);

Then pressing [Result] while the script awaits a click on my START button in the panel (while (!START && is (RUNNING)) wait(100); )- works and makes the panel disappear.

However, if I then close Zorro altogether, an instance of Zorro still runs and still has to be killed via Task manager.

Why would this happen?
0 4 Read More
Automated Trading
47 minutes ago

I am testing the money management and the "Capital" variable is set. How is MaxDD in % is then calculated?

I cannot see anything describing difference in calculations of this number in the "Performance chapter" - when Capital is set and when not.

Right now, it looks like % is being calculated relative to Gross Wins, rather than Gross Profit.
It is appr 2x less than the number calculated manually from a _pnl.csv (with addition of Capital), even with the BALANCE flag set.


As for numbers in _pnl.csv: shouldn't they start from the initial Capital when Capital var is set?
2 11 Read More
Automated Trading
1 hour ago
If performance figures were relative to account balance or equity, a rich guy with much money on his account would get a different performance than a poor guy. wink You normally want to know the perfomance of your strategy, not of your account.

The exception is testing the money management. Then you really need metrics relative to equity, such as the CAGR. For this set up the "Capital" variable. All metrics change then their meaning. Read the "Performance" chapter - all is explained there.
2 11 Read More
Automated Trading
1 hour ago
JCL,

The manual says that this number - in % - is calculated relative to GROSS profit, and not balance or equity - which is the commonly accepted way of doing it.

This of course makes it a much smaller number.

What's the meaning of such a metric?


Also, the numbers exported to a _pnl.csv reflect accumulated profit, without taking into account the starting Capital.
Probably, ok if the Capital is not set, but is not "....the daily equity or balance curve" as the manual suggests.
2 11 Read More
Zorro Future
3 hours ago
This is caused by data type conversion: DATE is a double float and the unix time is an integer. The correct fix would be rounding to the next full second:

utm(wdate(0)+0.5/(1440.*60.))

I've put a notice to the developers for doing that on the next occasion. It is not related to 2.15.
26 843 Read More
Zorro Future
Yesterday at 21:05
So,

I dont know, if is a problem with 2.15 but:

Code
function run(){
  LookBack = 1;
  BarPeriod = 15;
  string cOutput=strf("\nUnix: %d TimeDate: %s  StrDate: %s",utm(wdate(0)),datetime(),strdate("%Y-%m-%d %H:%M", wdate(0)) );
  set(STEPWISE);
  printf(cOutput);
}


have output:
Code
Unix: 1563310862 TimeDate: 0000-00-00 00:00  StrDate: 2019-07-16 21:01
Test: test1 EUR/USD 2014..2019

[1: Thu 14-01-02 05:30] (1.37495)
Unix: 1388640599 TimeDate: 2014-01-02 05:30  StrDate: 2014-01-02 05:30
Error 047: No bars to plot
[2: Thu 14-01-02 05:45] (1.37528)
Unix: 1388641499 TimeDate: 2014-01-02 05:45  StrDate: 2014-01-02 05:45
[3: Thu 14-01-02 06:00] (1.37576)
Unix: 1388642399 TimeDate: 2014-01-02 06:00  StrDate: 2014-01-02 06:00
[4: Thu 14-01-02 06:15] (1.37547)
Unix: 1388643299 TimeDate: 2014-01-02 06:15  StrDate: 2014-01-02 06:15


unixtime is less by -1

workaround:
string cOutput=strf("\nUnix: %d TimeDate: %s StrDate: %s",utm(wdate(0))+1,datetime(),strdate("%Y-%m-%d %H:%M", wdate(0)) );

26 843 Read More
Zorro Future
Yesterday at 18:44
Looks like it's fixed for me. Thanks!
26 843 Read More
Starting with Zorro
Yesterday at 14:46
If the names of the 500 files follow a convention, you can import them all with dataParse() in a loop.
2 51 Read More
Starting with Zorro
Yesterday at 11:46
Found the answer in another topic.

Originally Posted by AndrewAMD
Your csv is oldest to newest, but Zorro uses data from newest to oldest. Change your format string to indicate the reverse order.

Originally Posted by AndrewAMD
That works too. I was referring to adding a + sign to the front of the string, to indicate ascending order.



Added + sign resolved the issue
Code
string Format = "+,%Y-%m-%d %H:%M:%S,f3,f1,f2,f4,f6";



Still asking for a recommendation how to automate convertation of 500 .csv data files to .t6. Total newbie in Lite-C.

Thanks
2 51 Read More
Starting with Zorro
Yesterday at 10:56
Hello

I'm trying to convert my .csv data to .t6, but it doesn't work as it should.
Using Chart gets errors and doesn't plot.

Chart compiling........... t6 AAPL_2007
Using AAPL_2007.t6
Warning 035: AAPL_2007 ticks overlap on 2007-01-03 14:31:00
Error 055: No bars generated

.csv format:
[Linked Image]

Converted .t6 looks fine in ZHistoryEditor:
[Linked Image]

My amendments in CSVtoHistory default file:
Code
#define SPLIT_YEARS

string InName = "AAPL_1M_12282006_28062019_UTC.csv";  // name of a single year CSV file
string OutName = "AAPL.t6";

string Format = ",%Y-%m-%d %H:%M:%S,f3,f1,f2,f4,f6";


Example of converted .t6 file: https://fex.net/s/dtrbtd2

Data is fine, without gaps.


Thanks in advance

P.S. I need to convert around 500 files from .csv to .t6, so I will be grateful for a hint how to automate this task.
2 51 Read More
Zorro and the Brokers
Yesterday at 10:02
Hi

I am new to this so sorry for the stupid questions. I installed Zorro, and want to use IG as broker as thats what I use today. I tried to follow the instructions

https://manual.zorro-project.com/ig.htm - to the best of my abilities (not a tech wiz) but IG does not show up as a option. So first things first, I used this Java version (Windows x86 202.62 MB jdk-8u211-windows-i586.exe)

Can anyone confirm that its the one I should be using? (I installed Zorro on an VPS)

Regards

YG
151 151,046 Read More
Starting with Zorro
Yesterday at 08:50
Yes. Thanks. Workshop4 did process and give a chart with results.

I assume, I can import ASCII data into an asset I created, with the demo and MT4/5 as broker (I do not have an account with the broker)
2 32 Read More
Starting with Zorro
Yesterday at 08:44
What you probably wanted to do was running workshop 4, not workshop 1.
2 32 Read More
Zorro Future
Yesterday at 08:42
Thanks, we'll look into that. It seems to happen only on some PCs.

Update: We found the problem. It should not happen with the latest version, 2.15.3. The download link:

http://opserver.de/down/Zorro_setup.exe

This is now the official release.
26 843 Read More
Starting with Zorro
Yesterday at 08:03
Hi,

I have a library of ASCII intraday data which I wish to use for backtesting in zorro.

I can convert the data so it comes in as latest data first.

Two issues :

One: I could not do a demo run with the given data.

I tried to do a demo run using the workshop1 script and EUR/USD from the symbol list. Broker was set up as MT4/5 demo.

When clicking on test, I get a message "Workshop 1 compiling... Result = 3". There is no report.

Two: I am not sure about the steps needed to start a backtest.

I created a symbol in the Assetfix.csv file. What next? How to tell Zorro I am in demo doing just backtesting.

Any help would be appreciated.

2 32 Read More
Zorro Future
07/15/19 21:16
I see the same behavior. Selecting Workshop4 and hitting "Test" results in a chart window with the MMI plot mostly cut off.
26 843 Read More
Zorro Future
07/15/19 16:10
It happens with any script, which plots an indicator or other data below the price curve. At least for me it does. An example script, as already said is Workshop 4.
26 843 Read More
Zorro Future
07/15/19 08:10
Does it happen with a special script, or with all scripts? If with a special script, can you post it?
26 843 Read More
Starting with Zorro
07/15/19 06:29
An indicator workshop is a good idea.
2 153 Read More
Zorro and the Brokers
07/15/19 05:03
Great, thanks a lot
99 7,784 Read More
Starting with Zorro
07/14/19 15:53
Hi,

I dont like trail function. With this TMF function you can lock profit without laugh

Code
//--------------------- TMF --------------------------------------------------------
#define VAR_LOCK TradeVar[0]
#define VAR_ACTI TradeVar[1]
#define VAR_CLOSE TradeVar[2]

int myTMF(){
  if (TradeIsEntry){
    // only one each trade?
    VAR_LOCK=-1;  // No lock
    VAR_ACTI=1*TradeLots;          // 1 USD/per LOTS ... MT4 1=0.01
    VAR_CLOSE=VAR_ACTI*0.8;        // after profit is target, profit under 80% close trade
  }
  
  if(TradeIsOpen){
    if (TradeProfit > VAR_ACTI)
      VAR_LOCK=1.0; // activate trigger

    if (VAR_LOCK > 0 )
    if (TradeProfit < VAR_CLOSE){
      exitTrade(ThisTrade);
      return 16;
    }

    if (TradeProfit > VAR_ACTI*1.05){
      // Profit > ACTI+5%
      VAR_ACTI=TradeProfit;
      VAR_CLOSE=VAR_ACTI*0.8;
    }
  }    
  
  return 0;
}
0 60 Read More
Starting with Zorro
07/14/19 15:33
...from head

Code

var wcl(const int g=1){

   var w=(priceHigh()+priceLow()+g*priceClose())/(2*g);
   return w;
}

//use:

vars wclS=series(wcl(1));


2 153 Read More
Zorro Future
07/14/19 11:48
Problem with chart viewer:

begin with the 2.15.2 I have problem, I see not bottom of chart.
Code
    if (is(TRADEMODE)||is(TESTMODE)){
        plot("Long ", kL, NEW+LINE, BLUE);
        plot("Short ",kS, NEW+LINE, RED);
        plot("N1 ",n[_RSIF_DIF], NEW+LINE, RED);
        plot("N2 ",n[_RSIS_DIF], LINE, BLUE);
        plot("N3 ",n[_WIF_DIF], LINE, GREEN);
        plot("N4 ",n[_WIS_DIF], LINE, BLACK);
    }



note: repeat with workshop4.c
26 843 Read More
Starting with Zorro
07/13/19 22:39
I thinking of some simple workshop to extend the workshops included in Zorro.

Well, I really want to learn it myself.

Therefore, I ask for your support.

I create a function for calculating WCL (I know it is included, but to learn it helps I guess, cause it's simple calculation).

function wcl()
{
vars c = series(priceClose());
vars l = series(priceLow());
vars h = series(priceHigh());
vars x = 1;
}


Now, however I want to make the calculation of WCL
https://www.tradesignalonline.com/lexicon/view.aspx?id=Weighted+Close+(WCL)

I get some syntax error: wrong type: e.g. DIV:POINTER:POINTER:POINTER.

So maybe someone could show me the way.
2 153 Read More
Zorro and the Brokers
07/13/19 11:04
Hi Daniel,

These specific error messages can be ignored. They are coming from the Dukascopy's library (DDS2) and indicate some connection issues (timeouts, server problems, etc.), but the library handles them internally and reconnects if needed.
99 7,784 Read More
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