New Zorro version 2.12

Posted By: jcl

New Zorro version 2.12 - 05/20/19 07:29

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 trading system with 50% historical CAGR. The full list of new features can be found on http://manual.zorro-project.com/new.htm.

Please test everything and report any problems here!
Posted By: kankan

Re: New Zorro version 2.12 - 05/20/19 09:31

I get 404 with that direct exe link.
Posted By: jcl

Re: New Zorro version 2.12 - 05/20/19 09:48

Link corrected.
Posted By: jcl

Re: New Zorro version 2.12 - 05/21/19 15:23

New Zorro version 2.12.2:

http://opserver.de/down/Zorro_212.exe

A problem with the lock() function was reported and is fixed in this version.
Posted By: jcl

Re: New Zorro version 2.12 - 05/27/19 11:43

Zorro 2.12 was now officially released and is available on the download page.
Posted By: ags

Re: New Zorro version 2.12 - 05/27/19 16:39

Hi jcl,

I'm having a problem with the normal (former) FACTORS Flag.
While testing a script i'm getting no FACTORS with V2.12. If using an older Version with the same script, it works (?)

The FACTORS are actually generated and the file .fac is ok, but in the Performance Report there are no Factors but ---- instead.

with Z12 it works fine.

Perhaps it is because i'm testing less than a year ? and then not all statistics are available?
Posted By: jcl

Re: New Zorro version 2.12 - 05/28/19 08:14

No, it is probably because you've set the Capital variable.

Systems that reinvest cannot display factors. That's mentioned in the manual. The Vince algorithm is based on drawdown, so factors displayed in previous versions were wrong when profits are reinvested. The trained factors are ok because the training run does not reinvest.
Posted By: vince

Re: New Zorro version 2.12 - 06/25/19 06:01

Since Virtual Hedging is an S feature now, how to upgrade from a previous version with a live system running in full virtual hedging mode (5) without Zorro S subscription? Will Zorro gracefully transition to individual trades instead of pool trades? Are the still open pool trades and phantom trades handled correctly? Should 2 be set as hedging mode when it was 5 before, or does it not matter and Zorro will automatically use 2 then?
Thanks
Posted By: jcl

Re: New Zorro version 2.12 - 06/25/19 09:42

This is a good question. You will probably need to set the capital slider to zero and wait until all trades are closed before starting the new system. But I'll check with the developers to be sure.
Update: Yes, let the trades close. You can start a new session in parallel when you install the new Zorro version in a different folder. Otherwise wait until all trades are closed, then install the new version and start the session.
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