New Zorro version 2.15

Posted By: jcl

New Zorro version 2.15 - 07/01/19 07:48

Zorro version 2.15 is now available:

http://opserver.de/down/Zorro_215.exe

This version will become the official release when no bugs are found in the next time. Zorro 2.15 features starting, stopping,and communicating with other Zorro instances, new IB order types, more flexible bar generation, and many more. The full list of new features can be found on http://manual.zorro-project.com/new.htm.

Please test everything and report any issues here!
Posted By: ags

Re: New Zorro version 2.15 - 07/02/19 06:02

Hi jcl,

What is the recomended procedure to replace actualized Z strategies (Z7 & Z12) and parameters in a case like this where you have new features like BR_WEEKEND replacing WEEKEND so that you need the new 2.15 to run the Z strategies?

a. use the new Zorro 2.15 with new parameters NOW (in the case there are no such major changes you could use the new parameters with the old Zorro version).
b. whait till final release.

I guess you have tested Zorro 2.15 with the Z strategies already and found no bug, so a. wolud be safe. For other own developed strategies, final release is more obvious for me.
Posted By: jcl

Re: New Zorro version 2.15 - 07/02/19 07:24

You can use 2.15. It passed all tests so far. When a parameter is replaced, the old one is still supported for a long time. Don't use it for new systems, but old system should still work.
Posted By: chsmac85

Re: New Zorro version 2.15 - 07/02/19 14:24

Hi JCL,
Now that the weekend parameter is gone from the editable z.ini file, how does one set the weekend parameter, now called the BarMode flag for the edit locked z systems?
For example, it appears that no bar will be created, but will my instance still be logged into the exchange server?
Previously, the system would log out and log back in once trading was ready. This was very useful as the exchange would periodically update their local servers creating log in issues when weekend flag was not properly set.
Posted By: ags

Re: New Zorro version 2.15 - 07/02/19 22:03

Hi jcl,

apparently one file is missed. While testing Z7 i get following message:

Error 062: Can't open Z7_29.par (rt:2)
Error 044: Data\Z7_29.par not trained

and the test stops at February 2019.

Is it a missed file? ( Z7_29.par) Or do i have other issue with my setup?
Posted By: jcl

Re: New Zorro version 2.15 - 07/03/19 09:36

The Z systems have their own bar mode flags, so the weekend parameter is not needed anymore. Explicitly logging off is also not needed - this was required for the old FXCM API, but not anymore for the new one.

AFAIK there is no "Z7_29.par". Such error messages could be caused by mixing up new and old versions.
Posted By: AndrewAMD

Re: New Zorro version 2.15 - 07/04/19 12:07

The manual has an error.

On the bottom of this page is a link to callback():
https://zorro-trader.com/manual/en/hwnd.htm

But it's a bad link. I believe it should go here:
https://manual.zorro-project.com/tick.htm
Posted By: jcl

Re: New Zorro version 2.15 - 07/04/19 15:00

Thanks, you're right.
Posted By: chsmac85

Re: New Zorro version 2.15 - 07/07/19 13:28

Originally Posted by jcl
The Z systems have their own bar mode flags, so the weekend parameter is not needed anymore. Explicitly logging off is also not needed - this was required for the old FXCM API, but not anymore for the new one.


Update on my question: Weekend here and my log is now spammed with "Service Unavailable. Please try again messages". As previously mentioned, this was solved by logging the system out and then back in. The other benefit was that sessions were guaranteed to re-authenticate which did not always happen under previous versions of zorro without weekend flag. I am using OANDA API
Posted By: Grat

Re: New Zorro version 2.15 - 07/07/19 18:42

[So,

time to time is a problem with *fac. Train mode not correct close the file.

Quote

..
Error 062: Can't open ai_dtree3_uni.fac (wt:13)


After close Zorro with net run is all OK

( sorry for czech )
[Linked Image]



Attached picture Screenshot_131.png
Posted By: jcl

Re: New Zorro version 2.15 - 07/08/19 06:29

- Service unavailable: this message is suppressed, so you should normally not get it at all regardless of the logoff flag. Please contact Support with the log.

- Fac file locked: Did this also happen with earlier versions? Under which circumstances?

A new version 2.15.2 was uploaded to http://opserver.de/down/Zorro_215.exe. The heatmap bug was fixed in this version.
Posted By: chsmac85

Re: New Zorro version 2.15 - 07/08/19 15:36

I just tried emailing support but the logfile was too large to attach. I copy and pasted logfile snippets and information for support
Posted By: AndrewAMD

Re: New Zorro version 2.15 - 07/08/19 15:46

Originally Posted by chsmac85
I just tried emailing support but the logfile was too large to attach. I copy and pasted logfile snippets and information for support

FYI, log files usually compress very well into zip files. Also, consider sharing large files via a service, such as Google Drive or Microsoft OneDrive.
Posted By: chsmac85

Re: New Zorro version 2.15 - 07/09/19 20:34

Good suggestion Andrew!
For anyone's interest, support came back and issued a new Oanda DLL that will hopefully suppress the messages I'm receiving.
Posted By: jyd

Re: New Zorro version 2.15 - 07/11/19 03:58

Hi jcl,

I have just tried to test the Z12 with 2.15. However, this seems to become an S only feature? Is this a bug or intended change? I have also found out testing Z9 requiring S license.
Posted By: jcl

Re: New Zorro version 2.15 - 07/11/19 07:26

Yes, Z12 and Z9 run with Zorro S only. But you can test Z1 and Z2 - Z12 is a combination of them.
Posted By: ags

Re: New Zorro version 2.15 - 07/11/19 08:58

Hi jcl,

about the new feature " Zorro instances can now start, stop, and communicate with each other."

I have two Zorros 2.15 trading in an AWS, a Z12 and my own script. I see that the seccond Zorro (my own script) starts trading and then seams to log-off, but the Trading Status page continues to deliver new updates every minute. So i understand the seccond Zorro gets price information from the first one, since they are both connected to the same broker, but different accounts (Dukascopy).

What hapens when one of the Zorro freezes or crashes? Any conflicts if BarPeriod are different? Guess not since it works.
What about placing orders? Will the seccond instance re-connect, place orders and then disconnect again? How does this works?

From the manual under "Integrating Zorro processes" i get very few infos on this. Is there any more detailed information on this feature?

A suggestion woud be to include another color on the Zorro indication square, green when connected, red when offline and another one to specific say it gets data from another Zorro. Otherwise, as in my case, if you look at the Zorro instances one of them seams to be disconnected. There is no error message but the square is red.


Posted By: jcl

Re: New Zorro version 2.15 - 07/11/19 11:21

By default the Zorros are not connected. For this you need code to establish the connection with the commands described in the manual. The minute update of the status page is a HTML effect.
Posted By: ags

Re: New Zorro version 2.15 - 07/11/19 13:50

Indeed... after a while the square was green again and they are independently working as usual.

But, what was that period of time where one of the instances was disconected? hmm, will keep an eye on it and report any other issue/effect i can see.

12.07.2019: this was a behaviour related to the new BarMode, specifically BR_LEISURE in combination BR_SLEEP and BR_LOGOFF. In this way Zorro trades only between StartMarket and EndMarket which by default are 9:30 to 16:00 only, and i was looking outside these hours. My intention with the script is also to trade longer times, so i need to modify my script again.
Posted By: Grat

Re: New Zorro version 2.15 - 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

Attached picture Screenshot_145.png
Attached picture Screenshot_146.png
Posted By: jcl

Re: New Zorro version 2.15 - 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?
Posted By: bjomu

Re: New Zorro version 2.15 - 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.
Posted By: Peeyotch

Re: New Zorro version 2.15 - 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.
Posted By: jcl

Re: New Zorro version 2.15 - 07/16/19 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.
Posted By: Peeyotch

Re: New Zorro version 2.15 - 07/16/19 18:44

Looks like it's fixed for me. Thanks!
Posted By: Grat

Re: New Zorro version 2.15 - 07/16/19 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)) );

Posted By: jcl

Re: New Zorro version 2.15 - 07/17/19 12:21

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.
Posted By: bjomu

Re: New Zorro version 2.15 - 07/21/19 18:10

What I do miss a little bit with 2.15 is the Zoom Out function in the Chart viewer of previous versions. Now I can always only click on "Total" to see the entire chart again. Makes navigating large charts more cumbersome.
I have attached two pictures to show the difference.
Are there any plans of allowing to gradually zoom out again in the future?

Attached picture chartviewer.png
Attached picture chartviewer215.png
Posted By: jcl

Re: New Zorro version 2.15 - 07/22/19 05:38

Nothing has changed with zooming. Only the text on the button.
Posted By: Grat

Re: New Zorro version 2.15 - 07/26/19 19:16

edit: is OK, bug is not in Zorro but in my script frown

I have new problem with Zorro 2.15.0 S. If running on the WIN server 2012 I see this ( picture ). First instance is OK, but If start second and more is a very slow.

[Linked Image]




Attached picture Screenshot_170.png
Posted By: 7th_zorro

Re: New Zorro version 2.15 - 08/02/19 09:08

plotWeek() function may have some problem.
Please check the attached file.

Attached picture 스크린샷 2019-08-02 오후 6.06.46.png
Posted By: jcl

Re: New Zorro version 2.15 - 08/02/19 14:01

What's the problem?
Posted By: 7th_zorro

Re: New Zorro version 2.15 - 08/02/19 15:39

I think blue bar need to be drawn first. Red bar interrupted by blue bar.
Posted By: jcl

Re: New Zorro version 2.15 - 08/02/19 17:04

That makes sense, but it's just the order of plot commands in the script - has nothing to do with 2.15.

I'll put a notice to the developers to draw the blue bars first.
Posted By: Grat

Re: New Zorro version 2.15 - 08/05/19 08:01

I this problem already send but still is on table. With Zorro 2.15.3 and win server 2012, I see in the "task manager" Zorro "not responding". I trying use lock() and unlock() but no change. If running only one instance, all is OK.


I found the same problem with older version:

https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=474020#Post474020

Attached picture Screenshot_3.png
Attached picture Screenshot_4.png
Posted By: jcl

Re: New Zorro version 2.15 - 08/05/19 11:24

There can be many reasons why two scripts lock each other or get nonresponsive. For instance by an infinite loop or when they write in the same file. Or the server has not enough resources. If you can't find the problem on your own, explain the details and post the script, but please in a different thread. This one is for Zorro 2.15 only.
Posted By: vince

Re: New Zorro version 2.15 - 01/02/20 18:22

Hi jcl,

Originally Posted by jcl
The Z systems have their own bar mode flags, so the weekend parameter is not needed anymore.

With the weekend parameter we had two holidays included by default:
"December 25 and January 1 count as weekend. Other holidays are not automatically included, but can be taken account of in the script."
25.12. is also included in the new bar mode on Z strategies, but apparently the 1.1. is not...
Tested with Zorro 2.20.2:
Z2 tried to open several positions during New Year's Day and wanted to close one position here. After the market opened again at 23:00 it immediately closed that position under very bad conditions (huge spread due to just opened market). The positions it previously wanted to open on 1.1. it didn't try again after the market opened, though.
Is there any way to specify the holidays / marked closed periods for the Z strategies? Or is it just a bug in the bar mode flags or the usage in the Z strategies scrips that will be fixed in the future?
Thanks.
Posted By: ags

Re: New Zorro version 2.15 - 01/03/20 08:50

Hi,

I had the same experience on 01.01.2020 with Z12 and Z2.
Also my own scripts, that contain BR_WEEKEND had the same issue.
I now added BR_LEISURE in my script, will this perhaps resolve the problem? (of having Zorro activity in a closed market period?)

Thanks.
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