Posted By: simonkrebs
Zorro 2.40.8 current date in Live mode - 09/22/21 15:36
I tested Zorro 2.40.8 vs. Zorro 2.35.9, here are some observations I made:
- LookBack 0 in Live mode causes current date to jump to tomorrow as current date
- StartDate = NOW in Live mode causes current date to jump to tomorrow as current date (example: date 2021-09-22, output day() function -> 23)
I attached my testing script.
- LookBack 0 in Live mode causes current date to jump to tomorrow as current date
- StartDate = NOW in Live mode causes current date to jump to tomorrow as current date (example: date 2021-09-22, output day() function -> 23)
I attached my testing script.
Code
function run() {
// Initialize strategy parameters
set(PLOTNOW+PRELOAD+LOGFILE);
LookBack = 1; // 0 doesn't work -> Forces current day to jump to tomorrows date in Live mode
BarMode = BR_WEEKEND+BR_MARKET+BR_FLAT+BR_SLEEP+BR_LOGOFF;
BarPeriod = 1440;
BarOffset = 15*60 + 40; // set the bar end to 15:40, 20 minutes before NY market close
BarZone = ET;
StartMarket = 0930;
EndMarket = 1610;
NumCores = -2;
Hedge = 2; // Allow long/short positions at the same time -> need to check if Alpaca allowes this!
Capital = slider(1,1000,0,20000,"Capital","");
Verbose = slider(2,7,0,7,"Verbose","");
if(!Live) StartDate = 20180101;
//StartDate = ifelse(Live,NOW,20180101); // Doesn't work -> Forces current day to jump to tomorrows date in Live mode
EndDate = NOW;
assetList("AssetsALP-VIX");
asset("MTG");
printf("\n%d-%d-%d: %s price=%.2f",year(),month(),day(),Asset,priceClose());
}