Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
2 registered members (AndrewAMD, Imhotep), 567 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Active Threads | Active Posts | Unanswered Today | Since Yesterday | This Week
Third Party Tools
5 hours ago
Sorry I forgot:

Package also contains a help folder which gives some hints on how to reduce polygons of a mesh in >meshlab<. Meshlab really does a good job in polygon decimation.
The package also contains a folder with lots of .blb files for Winblob.

NeoDumont
1 25 Read More
Jobs Wanted
03/25/24 12:30
88 25,079 Read More
Automated Trading
03/24/24 20:20
Hi there,

Wonder if anyone has come across this issue and knows a potential solution?

I have a Zorro S subscription and have followed the Black Book strategy for the introduction of WFO. However, whenever I train with
Code
NumWFOCores = -2
the test is cut short after the first cycle with the Error 062, see example below:

Code
Factors stored in StochRSI_O.fac
Run StochRSI_O..
Read StochRSI_O_1.par
WFA Test: StochRSI_O  2010..2018 (10 cores)
Assets AssetsCur.csv
Read StochRSI_O.fac
Error 062: Can't open StochRSI_O_2.par (rt:2)
Error 044: Data\StochRSI_O_2.par not trained  
Loss -1.62$  MI -0.0245$  DD 20.73$  Capital 41.29$
Trades 25  Win 60.0%  Avg -0.7p  Bars 16
AR -1%  PF 0.96  SR -0.03  UI 100%  R2 0.00
Time 00:01:18


I can get around this by removing the NumWFOCores line, and letting Zorro train on a single core, however, when training my own strategy, this is unhelpful as I'm using a lot of assets/strategies together.

My full script for what I'm training is below, but note I also get this issue with the sample Alice Script from the BB.

Thanks in advance for any help given laugh

Code
function tradeMeanReversion() {
	int startHour = optimize(8, 0, 23, 1);
	int openingWindow = optimize(8, 1, 23, 1); // max 24 hours
	vars Prices = series((priceH()+priceL())/2); // Series of **average** price data
	vars Cycles = series(StochRSI(Prices, 14, 10, 5, MAType_SMA)); // StochRSI cycles
	vars Ratios = series(ER(Prices, 20));
	var RatioThreshold = optimize(0.4, 0.2, 0.8, 0.1);
	var Threshold = optimize(15, 5, 25, 5); // threshold for entry
	var Exit_Threshold = 50; // threshold for exit
	Trail = Stop = optimize(10, 4, 20, 2)*ATR(100);
	LifeTime = 150; // set max lifetime just incase
	
	MaxLong = MaxShort = -1; // one open trade at a time
	Spread = marketVal();
	Slippage = 1;
	//RollLong = RollShort = 0;
	Commission = 0.35; // Set costs to FX Prop firm highest rate for testing

	// close all position at 16:15 local time
	//if(at(1759)) {
	//  exitLong("**");
	//  exitShort("**");
	//}
	
	// move the starting hour to 0, any time before the starting hour needs to have 24h added to it before, 
	var hour24 = hour();
	if(hour24 < startHour)
		hour24 += 24;
	// Time of day opening filter
	if((hour24 >= startHour) && (hour24 <= startHour + openingWindow)) {
		// noise filter
		if(Ratios[0] > RatioThreshold)
		{
			// SHORT Condition
			if(crossOver(Cycles, 100-Threshold)){
				enterShort();
			}
			
			// LONG Condition
			if(crossUnder(Cycles, Threshold)){
				enterLong();
			}
		}
	}
	
	if(crossUnder(Cycles, Threshold)){
	exitShort();
	}
	
	if(crossOver(Cycles, 100-Threshold)){
		exitLong();
	}
	
	
	plot("Cycles", Cycles, LINE+NEW, RED);
	plot("Threshold+", 100-Threshold, 0, GREY);
	plot("Threshold-", Threshold, 0, GREY);
	plot("Exit Threshold", Exit_Threshold, 0, GREY);
	plot("Efficiency Ratio", Ratios, NEW, RED);
	plot("Threshold Ratio", RatioThreshold, 0, GREY);
}

function run() 
{
	NumCores = -2;
	set(LOGFILE+PLOTNOW+PARAMETERS+FACTORS+TESTNOW+ALLCYCLES); // Add factors to the list to generate a FACTORS file
	// setf(TrainMode, BRUTE);
	BarPeriod = 60;
	LookBack = 150; // set lookback explicitly so all optimised strategies start at the same time
	assetList("AssetsCur.csv");
	
	if(Train) Detrend = TRADES; // equalise long and short profit for training
	
	StartDate = 2010;
	EndDate = 2018;
	NumSampleCycles = 4; // oversample the price curve 
	NumWFOCycles = 10;
	NumCores = -2;
	ReTrainDays = 147;
	if(ReTrain) { // true when training started during live trading
		UpdateDays = -1; // Always download price data from broker
		SelectWFO = -1; // only retrain the last cycle
	}
	while(asset(loop("EUR/USD", "GBP/USD")))
	{
		tradeMeanReversion();
	}

}
0 47 Read More
Starting with Zorro
03/23/24 21:41
As I indicate in the title, my question is why does Zorro only support up to 72 cores? The question is given that I want to purchase a Workstation with 128 or 192 Threads to perform optimizations or training.

Along with the previous question, I have the doubt of whether optimization with the genetic algorithm takes advantage of Multi Thread or is it only when WFO is used?
Is there a way to make Zorro use 192 Threads?
Maybe by running 2 instances with different optimizations you can take advantage of 144 Threads (72*2) or is this not correct?

Thank you.
0 61 Read More

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1