New Zorro version 2.35

Posted By: jcl

New Zorro version 2.35 - 01/27/21 09:17

Zorro 2.35 is now available:

http://opserver.de/down/Zorro_235.exe

This version will become the official release when no bugs are found in the next time. New features: external optimization libraries, faster backtest, multi-account status script, new broker and data feed plugins. and a lot other new features. The full list can be found on http://manual.zorro-project.com/new.htm.

Please test everything and report any issues here! If you're the first one to find a serious bug of this release candidate, you can get a free Zorro S subscription or support extension. Details on https://manual.zorro-project.com/restrictions.htm.

Posted By: Grat

Re: New Zorro version 2.35 - 01/27/21 13:07

Code
string GetDT240(){
    int h=hour()-hour()%4;
	 printf("\n hour: %d  now: %d",hour(),h);
    return strf("%04d-%02d-%02d %02d:00", year(),month(),day(),h);
}


// --------------------------- Main-----------------------------
function main() {
    
	printf("\n %s",GetDT240()); 
}


returns this output:


test compiling................ ok

hour: 0 now: 0
0000-00-00 00:00

this is the same:
Code
function run() {
        BarPeriod=1;    
	LookBack=0;
	printf("\n %s",GetDT240()); 
	quit("");
}


for correct fce must be:
Code
string GetDT240(){
    int h=hour(NOW)-hour(NOW)%4;
	 printf("\n hour: %d  now: %d",hour(NOW),h);
    return strf("%04d-%02d-%02d %02d:00", year(NOW),month(NOW),day(NOW),h);
}


...manual..
Posted By: jcl

Re: New Zorro version 2.35 - 01/27/21 13:40

Yes: manual.
Posted By: Grat

Re: New Zorro version 2.35 - 01/28/21 13:16

but I found the seriously bug - not work the CLI command. With "-a USD/CAD" every time run last symbol which I trying.

see the attch. This is screenshot which I start, but run every time the same symbol.

[Linked Image]



Attached picture Snímek obrazovky 2021-01-28 v 14.14.20.png
Attached picture Snímek obrazovky 2021-01-28 v 14.23.45.png
Posted By: jcl

Re: New Zorro version 2.35 - 01/28/21 13:37

Can you post the begin of the script? Does it use an asset or assetlist function?
Posted By: Grat

Re: New Zorro version 2.35 - 01/28/21 14:04

with older version is work.
I dont use asset only assetlist:

assetList("Assets4");

How to reproduce:

a) start Zorro client - and start trade with any symbol
b) close / is not neccessary /
c) start client from command line - with other symbol. Client start with last symbol from point a)

Attached File
Assets4.csv  (38 downloads)
Posted By: jcl

Re: New Zorro version 2.35 - 01/29/21 12:57

Thanks. We'll check that and if there's a bug with the -a option, it will be fixed.

Update: We cannot confirm that. All fine so far with -a. So if you can't find the reason of the problem, please contact Support with your script. It could be some other setting. They'll look into it.
Posted By: jcl

Re: New Zorro version 2.35 - 01/29/21 14:11

I see only some printed dates - what exactly is wrong?
Posted By: Grat

Re: New Zorro version 2.35 - 01/29/21 14:20

Sorry, it's Friday - my fault, I delete this
Posted By: Grat

Re: New Zorro version 2.35 - 01/31/21 19:55

Maybe next bug?

I have Test from 2020/04/01 to today ( last data friday ) and in the report:

Code
Test period         2020-04-01..2021-01-29 (19500 bars), detrended <-- OK
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2020               9   9   7  -1   8  18  -1   8  12   +93


where is year 2021? In the LOG file exist:
Code
[24003: Thu 21-01-28 15:30] 2306 0 274/135  (1.21367)
[24004: Thu 21-01-28 15:45] 2306 0 274/135  (1.21331)
[24005: Thu 21-01-28 16:00] 2306 0 274/135  (1.21223)
[24006: Thu 21-01-28 16:15] 2306 0 274/135  (1.21239)
[24007: Thu 21-01-28 16:30] 2306 0 274/135  (1.21267)
(EUR/USD:total:s) Short 5@1.21227 Entry stop
(EUR/USD:total:s) Entry stop 1.21227 hit by 1.21202 at 16:30:00
(EUR/USD:total:S) Short 5@1.21227 Entry stop
(EUR/USD:total:s) Entry 1.2118 removed (exit)

[24008: Thu 21-01-28 16:45] 2306 0 274/135  (1.21204)
(EUR/USD:total:S) Entry stop 1.21227 hit by 1.21192 at 16:45:00
[EUR/USD:total:S00941] Short 5@1.21214 Risk 42 px at 16:45:00
Posted By: jcl

Re: New Zorro version 2.35 - 02/01/21 08:51

I think January 2021 was not yet complete by last Friday.

- New version 2.35.1: http://opserver.de/down/Zorro_235.exe

Changes: the "up to date" period of assetHistory() was reduced from 12 hours to half the download resolution. Also some typos in the manual were fixed and the missing SET_VOLTYPE command for IB added.
Posted By: Grat

Re: New Zorro version 2.35 - 02/01/21 13:57

Sorry,

param -a in command line stil not work frown
[Linked Image]

Attached picture command_Line.jpg
Posted By: Grat

Re: New Zorro version 2.35 - 02/01/21 14:33

And subjective - version 2. 35.1 is a slower like 2.350
Posted By: jcl

Re: New Zorro version 2.35 - 02/01/21 17:39

Nothing changed with speed or with -a. If you think it's a bug, we still need that script.

- New version 2.35.2: http://opserver.de/down/Zorro_235.exe

All reported bugs so far are fixed in this version: The IB plugin did sometimes not return the account balance and a part of the EUR/USD history was missing.
Posted By: Grat

Re: New Zorro version 2.35 - 02/01/21 18:21

try this:

is a simple:

Code
 zorro -train Workshop5  -a gbp/jpy -c Real54AU
 zorro -train Workshop5  -a aud/jpy -c Real54AU
 zorro -train Workshop5  -a eur/cad -c Real54AU


in Workshop5.c rem line 13
//asset("EUR/USD");

script always run with last opened symbol. Don't use symbol from command line.

[Linked Image]

I use script from wokshop5
Code
// Workshop 5: Counter trend trading, optimized ////////////////

function run()
{
	set(PARAMETERS);  // generate and use optimized parameters
	BarPeriod = 240;	// 4 hour bars
	LookBack = 500;
	StartDate = 2005;
	EndDate = 2017; 	// fixed simulation period
	NumWFOCycles = 10; // activate WFO
	NumCores = -2;	// multicore training
	
	//asset("EUR/USD");
	
	if(ReTrain) {
		printf("\nRetraining....");
		UpdateDays = -1;	// update price data from the server 
		SelectWFO = -1;	// select the last cycle for re-optimization
	}
		
// calculate the buy/sell signal
	vars Price = series(price());
	vars Filtered = series(BandPass(Price,optimize(30,20,40),0.5));
	vars Signal = series(FisherN(Filtered,500));
	var Threshold = optimize(1,0.5,1.5,0.1);

// buy and sell
	Stop = optimize(4,2,10) * ATR(100);
	Trail = 4*ATR(100);

	if(crossUnder(Signal,-Threshold))
		enterLong(); 
	else if(crossOver(Signal,Threshold))
		enterShort();

// plot signals and thresholds
	plot("Filtered",Filtered,NEW,BLUE);
	plot("Signal",Signal,NEW,RED);
	plot("Threshold1",1,0,BLACK);
	plot("Threshold2",-1,0,BLACK);
	set(LOGFILE,PLOTNOW); 
} 


Attached picture Snímek obrazovky 2021-02-01 v 19.19.49.png
Posted By: AndrewAMD

Re: New Zorro version 2.35 - 02/01/21 19:15

What happens if you change gbp/jpy to GBP/JPY?
Posted By: Grat

Re: New Zorro version 2.35 - 02/01/21 19:41

every time is symbol from last opened panel. I trying many time. From version 2.35 Zorro don't read symbol from command line. Older version ( also beta - may by I mis any beta version, not try all ) without problem.
Posted By: Grat

Re: New Zorro version 2.35 - 02/01/21 20:06

Ok, i found, where is BUG - I waste one day frown

Code
Zorro -train Workshop5.c -a eur/usd


working without problem

but
Code
Zorro -train Workshop5.c -a eur/usd -c accountname


make problem
Posted By: jcl

Re: New Zorro version 2.35 - 02/02/21 10:20

Ah, this explains it then. Selecting a new account will also select its asset list and thus probably purge the asset selection of the previous list.

I understand that this is unwanted behavior. We'll fix that.
Posted By: Grat

Re: New Zorro version 2.35 - 02/04/21 11:27

still is no new version?
Posted By: jcl

Re: New Zorro version 2.35 - 02/04/21 12:44

Yes, there will be a new version soon.
Posted By: jcl

Re: New Zorro version 2.35 - 02/04/21 15:13

- New version 2.35.4: http://opserver.de/down/Zorro_235.exe

Changes: the -a option now also works in combination with -c, and BR_SLEEP has no effect anymore on historical prices.
Posted By: Grat

Re: New Zorro version 2.35 - 02/08/21 19:08

May be I found other bug.

1. I have Zorro S
2. I run script in TRADEMODE - with symbol GBPJPY
3. I try other script in TRAIN mode the same symbol. Time to time is problem with assethistory ( see picture )

Attached picture gbp.jpg
Posted By: MatPed

Re: New Zorro version 2.35 - 02/09/21 12:49

Hi,
I Have set a different HistoryFolder, StreategyFolder. Zorro use the z.ini file in the original History folder. not the one stored in the new strategy folder. I do not know if it is "by-design" or a bug.

I guess that having a fully customizable folders structure (include, AssetsDir, log, strategy,..) and possible separate directories for Assets file and z systems would be a nice add on.

Ciao
Posted By: 7th_zorro

Re: New Zorro version 2.35 - 02/10/21 05:59

I agree It would better separate folder for account and asset csv file.
Posted By: jcl

Re: New Zorro version 2.35 - 02/10/21 11:17

How to fix the crash in the run function is described here: https://manual.zorro-project.com/trouble.htm

HistoryFolder sets the history folder, not the z.ini folder.

You can have the asset.csv files for your scripts in any folder. For this just add the path to the file name in assetHistory(). You can store script assigned paths in some global file.
Posted By: MatPed

Re: New Zorro version 2.35 - 02/10/21 12:05

Originally Posted by jcl


HistoryFolder sets the history folder, not the z.ini folder.



Naturally. I have reported that the changes have been done only on the settings of HistoryFolder and StreategyFolder.
Z systems ( I have tested the z9) should read the z.ini in the folder set with the StrategyFolder, not the standard one.

Originally Posted by jcl


You can have the asset.csv files for your scripts in any folder. For this just add the path to the file name in assetHistory(). You can store script assigned paths in some global file.



Correct, but if you have multiple PC and a cloud reposition this may lead to maintain several version of the same script because the shared directory may not correspond at the same path in different PC.
Having a Zorro's directory structure fully customizable allow to store all the settings in the ZorroFix.ini and forget it. Not a must have, but a nice to have
Posted By: jcl

Re: New Zorro version 2.35 - 02/15/21 11:25

It makes sense for the Z systems to read their .ini files from the same folder they are located in - I'll put this on the list of future Z system features.

- New version 2.35.6: http://opserver.de/down/Zorro_235.exe

Changes: HTTP requests now support redirection, which will overcome the issue of the recently changed account command of the Oanda API.
Posted By: Grat

Re: New Zorro version 2.35 - 02/16/21 06:37

I don't understand. Now is possible use someone like this:

script: myBest.c with myBest.ini, where I can use my individual settings for this script?
Posted By: 7th_zorro

Re: New Zorro version 2.35 - 02/16/21 18:15

TickTime and tick() does not work in trade mode.
Posted By: AndrewAMD

Re: New Zorro version 2.35 - 02/16/21 19:05

Originally Posted by 7th_zorro
TickTime and tick() does not work in trade mode.

Works for me.
Posted By: 7th_zorro

Re: New Zorro version 2.35 - 02/16/21 20:06

Can you run tick() function in 10ms frequency?

BarPeriod = 1;
TickTime = -10;

It doesn't work (even for a one asset).

Code
function tick()
{
	if(!is(LOOKBACK))
		printf(".");
}
function run() 
{
	set(TICKS);
	BarPeriod = 1;
	TickTime = -10;
	StartDate = NOW;
	
}
Posted By: AndrewAMD

Re: New Zorro version 2.35 - 02/16/21 21:10

Yes. The attached script works just fine in the release candidate. Also attached is the log.

Attached File
TradeTest_DEBUG1.c  (36 downloads)
Attached File
TradeTest_DEBUG1_real.log  (34 downloads)
Posted By: 7th_zorro

Re: New Zorro version 2.35 - 02/17/21 04:47

I found brokerCommand GET_MAXREQUESTS limits tick() function call.

Is this a bug?

Posted By: jcl

Re: New Zorro version 2.35 - 02/17/21 13:09

No. Obviously the time between ticks cannot be shorter than a broker API request.
Posted By: 1ND1G0

Re: New Zorro version 2.35 - 02/21/21 20:47

Just noticed that Zorro was flagged as malware on a system scan - I don't believe I ever saw this notification with 2.30 however I now have 2.35 installed so wonder if something in this area has changed - seems there are also some other anti-virus programs that flag this too?

Attached picture 2021-02-21 20_42_43-Malwarebytes Free  4.3.0.png
Attached picture 2021-02-21 20_44_01-VirusTotal - Microsoft​ Edge.png
Posted By: jcl

Re: New Zorro version 2.35 - 02/23/21 17:56

In this area nothing has changed. It happens all the time that a program gets flagged.

If in doubt, check with Microsoft defender - it's relatively reliable and has relatively few false alarms. For being on the safe side, run a malware scan. Not that your PC was really infected and has then infected your Zorro copy.
Posted By: jcl

Re: New Zorro version 2.35 - 02/24/21 14:40

- New version 2.35.7: http://opserver.de/down/Zorro_235.exe

Fixed: The options multiplier was negative when set from the asset list.
Posted By: jcl

Re: New Zorro version 2.35 - 03/01/21 16:12

Since no new problems were reported so far, 2.35 now became the official release and is available on the download page.
Posted By: MatPed

Re: New Zorro version 2.35 - 03/01/21 17:57

It seems that oversampling does not work in 2.35.7
Added NumSampleCycles=3; to workshop 6 and nothing happen in training (same training time) and test run are equal.
Same behavior with different script

Downgraded to previous stable version and it works as expected.
Ciao
Posted By: jcl

Re: New Zorro version 2.35 - 03/02/21 09:38

Confirmed - will be fixed.

Update: Sample cycles should work with the latest version 2.35.8.
Posted By: 7th_zorro

Re: New Zorro version 2.35 - 03/06/21 21:46

Result button reset the chart time line to the end.

When I change asset int the combo box and push result button, the chart time line moved to the end.

Can chart time line remains the same even if the asset combo box changed?
Posted By: jcl

Re: New Zorro version 2.35 - 03/08/21 17:17

It probably can, but not anymore for this version.
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