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Mixed frequency history (M1+D)
by jcl
Today at 12:21
New Zorro version 2.12
by jcl
Today at 11:48
This is my fault-tolerant ATR indicator for you
by OptimusPrime
05/18/19 16:35
missing trade variables
by AndrewAMD
05/18/19 12:37
export asset to .txt file
by sdh309795gaas
05/17/19 16:21
LookBack mysteries
by sdh309795gaas
05/17/19 06:28
It is easy for you.
by AndrewAMD
05/16/19 16:39
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The Z Systems
Jump to new posts Re: Z12 -diag trades resuming crash by jcl @ Today at 15:43

That's really a crash, an access violation. The next step is to upload the corresponding .diag file here or to send it to Zorro support. If possible, both files, for Z12 and Z3. That's the large files I was referring to. They should show the situatio
The Z Systems
Jump to new posts Re: Z12 -diag trades resuming crash by DdlV @ Today at 14:47

Thanks jcl. Sorry about "crash" - I do know better... How's this: Code: Faulting application name: Zorro.exe, version: 1.9.6.4, time stamp: 0x5bec3864 Faulting module name: Zorro.exe, version: 1.9.6.4, time stamp: 0x5bec3864 Exception
Starting with Zorro
Jump to new posts Re: Mixed frequency history (M1+D) by jcl @ Today at 12:21

It must be stored as M1 with many gaps. If it's a portfolio, let the first asset be the one with the least gaps, because it determines the bars. If the gaps don't overlap, use a dummy asset as the first.
Starting with Zorro
Jump to new posts Mixed frequency history (M1+D) by kankan @ Today at 11:53

I was wondering whether even in theory is possible to generally have daily history data but only for some of the days have M1 history (and use it). The motivation is that I trade many assets, but very very infrequently and only intraday for 1 day. S
Zorro Future
Jump to new posts Re: New Zorro version 2.12 by jcl @ Today at 11:48

Link corrected.
Zorro Future
Jump to new posts Re: New Zorro version 2.12 by kankan @ Today at 11:31

I get 404 with that direct exe link.
Zorro Future
Jump to new posts New Zorro version 2.12 by jcl @ Today at 09:29

A new Zorro version is available: http://opserver.de/down/Zorro_212.exe This version will become the official release when no bugs are found in the next time. Zorro 2.12 supports brute force and genetic optimization and contains a new options tradi
The Z Systems
Jump to new posts Re: Z12 -diag trades resuming crash by jcl @ Today at 09:26

-diag causes no increase in log size, but produces large diag files that are written into any millisecond. It can slow down the script to a crawl. Don't use it without good reason and certainly not with a system that trades real money. When it caus
The Z Systems
Jump to new posts Re: Z12 -diag trades resuming crash by DdlV @ Today at 04:27

Hi jcl. Well, Z3 just took longer to crash. "-diag" seems to be the culprit no matter what the strategy / trades resumed...
The Z Systems
Jump to new posts Z12 -diag trades resuming crash by DdlV @ Today at 00:39

Hi jcl. Don't know if this is the correct place to ask/report this, but since it only happened with Z12 with trades resuming, here goes: - Running 1.96.4 S (don't ask - life has been way too crazy to even consider 2.whatever yet...). - VPS wanted
Zorro Scripts
Jump to new posts Re: This is my fault-tolerant ATR indicator for you by OptimusPrime @ 05/18/19 16:35

Thank you!
Starting with Zorro
Jump to new posts Re: missing trade variables by AndrewAMD @ 05/18/19 12:37

If it compiles when you use the word TradeBars, then your version supports it. If you’re still confused, post your script. (Also, consider updating your software.)
Starting with Zorro
Jump to new posts missing trade variables by sarmasboy @ 05/18/19 12:16

Hello, I some of the variables or functions that are described in the manual seem to be missing in the implementation of Zorro? E.g. I am trying to use the TradeBars variable, but it doesn't seem to be available in Zorro software. Or am doing somet
Starting with Zorro
Jump to new posts Re: export asset to .txt file by sdh309795gaas @ 05/17/19 16:21

I would do it like this: Code: WriteFormat = "n%.5f,%.5f,%.5f,%.5f,%.5f,%.5f,%.5f,%.5f" //this needs to match your variables! //each %.5f means a var with 5 Digits, %d would mean an integer sprintf(FileName,"Data\blabla%s.csv&quo
Zorro Scripts
Jump to new posts Re: LookBack mysteries by sdh309795gaas @ 05/17/19 06:28

Hm... this is how I think my code works (obviously it isn't, but why?): 1) TimeFrame is set in run() 2) TimeFrame gets passed on to indicator() 3) indicator() creates local series with 200 M15 or 200 D1 bars, depending on TimeFrame 4) DominantPer
Zorro Scripts
Jump to new posts Re: LookBack mysteries by Spirit @ 05/16/19 23:13

Sure when you want the dominant period in bars and not in 96 bar units.
Zorro Scripts
Jump to new posts Re: LookBack mysteries by sdh309795gaas @ 05/16/19 17:52

oh, 96*100... I didn't see this relation but I still don't understand the reason behind this. I also read this in the manual: "Filter functions are normally cumulative and require a long-enough LookBack period before the filter data is stable.
Zorro and the Brokers
Jump to new posts Re: Sierra Chart Plugin by h4h4rd @ 05/16/19 16:47

The second plugin is not able to connect, neither with the download script, nor with the script I posted. The first plugin seems works, when I change to "trades" and remove the slash from the name, i.e. EURUSD instead of EUR/USD. At least
Starting with Zorro
Jump to new posts Re: It is easy for you. by AndrewAMD @ 05/16/19 16:39

CSV means "comma separated values". You need to assemble the strings yourself. A comma will divide columns. A newline character will divide rows.
Zorro and the Brokers
Jump to new posts Re: Sierra Chart Plugin by AndrewAMD @ 05/16/19 16:37

Try the download script. OK, well I might have time to debug the latter issue this weekend.
Zorro and the Brokers
Jump to new posts Re: Sierra Chart Plugin by h4h4rd @ 05/16/19 16:26

The second plugin you provided recreated the problem! Back to failed to confirm historical orders and Sync hist orders failure. Can't connect. The first plugin you posted worked, and changed sync hist orders to warning only. TradeAccount not set
Starting with Zorro
Jump to new posts Re: It is easy for you. by tuuPaul @ 05/16/19 16:21

this script can export dates and une to .csv file. but i need to export une and dates not same column in .csv file. Alse want export time. function run() { StartDate = 20160101; EndDate = 20161231; vars une = series(priceClose()); print(TO_CSV
Zorro and the Brokers
Jump to new posts Re: Sierra Chart Plugin by h4h4rd @ 05/16/19 16:15

I was having this issue regardless of whether I was connected to IB or just using SC data service. The first plugin you provided above fixed that. I have an issue now, the plugin starts downloading all history for that instrument (3 gb for USDNOK)
Zorro Scripts
Jump to new posts Re: LookBack mysteries by Spirit @ 05/16/19 16:12

I can at least solve the mystery 3 because I know that DominantPeriod needs 100 bars lookback period. Multiplied with your timeframe, you get 9600 bars.
Zorro and the Brokers
Jump to new posts Re: Sierra Chart Plugin by AndrewAMD @ 05/16/19 16:08

Same issue on other brokers? This means Sierra Chart changed the DTC server again. I tweaked it again, but this time the historical order requests syncs up the particular trade account. (Apparently they decided they require this field now.) See at
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