New Zorro version 1.74

Posted By: jcl

New Zorro version 1.74 - 12/19/17 09:34

A new Zorro version is available:

http://opserver.de/down/Zorro_1741.exe

This version will be uploaded to the Download page when no bugs are found in the next time. The list of new features and bugfixes can be found on http://manual.zorro-project.com/new.htm.

Please test everything and report any problems here!
Posted By: heppo5959

Re: New Zorro version 1.74 - 12/19/17 12:28

Hi,

just installed Zorro version above.
Dropdown on the right hand side for choosing which kind of connection (IB, MT4/MT5 bridge etc.) to use is empty.
Posted By: jcl

Re: New Zorro version 1.74 - 12/19/17 13:04

If you downloaded it before 1:30 pm CET, please download it again. I believe the first upload had wrong plugin versions - sorry for that.
Posted By: heppo5959

Re: New Zorro version 1.74 - 12/19/17 16:37

That did the trick. Thank you.
Posted By: Dalla

Re: New Zorro version 1.74 - 12/20/17 07:56

Hi,

The release seems to include a very old IG plugin, v0.1. There has been several releases since then, latest being v0.31.
https://github.com/dan-lind/igzplugin/releases
Posted By: jcl

Re: New Zorro version 1.74 - 12/20/17 13:48

Ah, thanks for the info. We'll replace the plugin.
Posted By: Hredot

Re: New Zorro version 1.74 - 12/21/17 06:05

How to set Z9 start date through asset list? AssetsZ9.csv does not seem to have a corresponding field.
Posted By: jcl

Re: New Zorro version 1.74 - 12/21/17 07:13

This is automatic. The start date is the begin of the asset history.
Posted By: jcl

Re: New Zorro version 1.74 - 12/21/17 08:52

New version 1.741:

http://opserver.de/down/Zorro_1741.exe

Some small fixes, f.i. option profits did not contain ask/bid spread when the position was immediately closed after opening.
Posted By: nanotir

Re: New Zorro version 1.74 - 12/21/17 14:40


I get this with z9

Quote:

Download XLV.US..
XLV.US bad format
Error 055: XLV 2012 (XLV.t6) history missing
Error 055: XLV 2013 (XLV_2013.t6) history missing
Error 055: XLV 2014 (XLV_2014.t6) history missing
Error 055: XLV 2015 (XLV_2015.t6) history missing
Error 055: XLV 2016 (XLV_2016.t6) history missing
Error 055: XLV 2017 (XLV_2017.t6) history missing
Error 055: no XLV 2012..2017 prices
No bars generated
Chart...
Time 00:08:30
Posted By: jcl

Re: New Zorro version 1.74 - 12/21/17 15:28

The reason of download problems can be normally found in the file History\history.csv - it might contain an error message.
Posted By: Hredot

Re: New Zorro version 1.74 - 12/21/17 15:36

@Nanitek:
I once got similar errors when trying to download from STOOQ after downloading a couple hundred different history files. They have a daily download limit and you might have to wait a day or two before trying again.
Posted By: nanotir

Re: New Zorro version 1.74 - 12/21/17 18:03


history file is empty.

I will try in a couple of days and see if it works. Thx
Posted By: vince

Re: New Zorro version 1.74 - 12/22/17 08:14

Hi,
I am not sure if it is a problem with Zorro 1.74 but I did a test on a demo account with it running the Z12 strategy (Z12.63 H2 W2 V1).
It seems that at least the A2 part of the Z12 strategy does not recognize price changes properly.
Code:
Trade 			ID 		Lots 	Entry Time 	Entry 		Price 		Stop 		Trail 	Target	Risk 	Profit 	Pips
[EUR/USD:CY:S0415]	249860415	20	12-21 08:19	1.1873		1.1847		1.2228		1.1518	- - - - -599$	43.22$	5.7p
[GER30:A2:L4364]	249904364	3	12-21 12:19	13067.21	13079.20	12834.48	3300.26	- - - -	-176$	-0.72$	-96.3p
[USD/CAD:A2:L1731]	250031731	14	12-22 04:19	1.2745		1.2736		1.2516		1.2974	- - - - -213$	-0.93$	-1.0p
[AUD/USD:BB:S1732]	250031732	23	12-22 04:19	0.7713		0.7710		0.7784		0.7642	- - - - -139$	2.72$	1.4p


For the GER30 and USD/CAD trades (both with 'A2') the values for Profit and Pips always remain the same no matter how the price changes.
Does the problem only apply to the reporting and statistics or will it also affect Zorro's decision if it should exit the trades? If the latter then probably it will never exit the trades then, right?

And, a different problem:
I tried to resume previously stopped session (using the MT4 bridge) that had still one trade open but as it seems Zorro does not find the open trade anymore after the restart. It printed:
Code:
[US30:HP:L9502] - closed externally (0)


However, the trade was still open, I could see it in MetaTrader.
Is this a known problem with the MT4 bridge?
Posted By: jcl

Re: New Zorro version 1.74 - 12/22/17 08:51

Have you installed the 1.74 MT4 bridge or are you using an old version?
Posted By: vince

Re: New Zorro version 1.74 - 12/22/17 08:57

The version that is contained in 1.74.
Posted By: jcl

Re: New Zorro version 1.74 - 12/22/17 09:01

Then the problem is not known. Please contact Support, maybe they can find out why it happened.
Posted By: vince

Re: New Zorro version 1.74 - 12/22/17 09:39

OK, and what about the other problem (in Z12)?
Code:
Trade 	 	 	ID 	 	Lots 	Entry Time 	Entry 	Price 	Stop 	Trail 	Target 	Risk 	Profit 	Pips
[USD/CAD:HP:L9093]	250059093	21	12-22 08:19	1.2732	1.2718	1.2464	1.3001	- - - - -375$	-1.39$	-1.0p


Z12 opened a new trade now (this time with 'HP') but the shown Profit and Pips is stuck also there. It should be -14 Pips but it always shows -1.0p. Do you know about the issue?
Thanks.
Posted By: jcl

Re: New Zorro version 1.74 - 12/22/17 11:50

We know about lots of such issues, but since I do not know your broker, I cannot say which issue it is. You can contact support with details about your broker and account type - they'll check if this problem is known. Otherwise they'll send you instructions for looking more closely into the matter and finding the reason.
Posted By: Dalla

Re: New Zorro version 1.74 - 12/23/17 17:00

I installed 1.741, and it now seems like Zorro no longer recognizes my Zorro S license. Do I need a new key/password file?

EDIT: Sorry, nothing is wrong. I didn't realise that the installer replaced my shortcut to Zorro, so it was pointing to the wrong directory
Posted By: nanotir

Re: New Zorro version 1.74 - 12/24/17 12:17

Clicking on the version 1.741 does not run the installation on the aws windows 12 version as it does the 1.74

Same error with z9 using another Ec2 from amazon. history.csv file is empty

Quote:

Error 055: XLV 2010 (XLV_2010.t6) history missing
Error 055: XLV 2011 (XLV_2011.t6) history missing
Error 055: XLV 2012 (XLV_2012.t6) history missing
Error 055: XLV 2013 (XLV_2013.t6) history missing
Error 055: XLV 2014 (XLV_2014.t6) history missing
Error 055: XLV 2015 (XLV_2015.t6) history missing
Error 055: XLV 2016 (XLV_2016.t6) history missing
Error 055: XLV 2017 (XLV_2017.t6) history missing
Error 055: no XLV 2000..2017 prices
No bars generated
Chart...Error 047: No bars to plot!
Time 00:08:37

Posted By: Grat

Re: New Zorro version 1.74 - 12/25/17 19:04

Version: 1.74 S

After stop trading, I'm trying close order - no close because market is not opened. But after start again, no reading the open order. For zorro no exist any opened order.

If I stop trading, check "NO close open orders" working normal.

Milan
Posted By: kujo

Re: New Zorro version 1.74 - 12/27/17 22:55

Hi,

I wonder if it's normal to receive this message for both Z8 and Z9 strategies when starting IB paper trading for the first time (no positions yet, market hours):
Quote:

Calculating portfolio..
Determining weights..
---------------------------------
---------------------------------
Portfolio not changed
Next Rebalancing: Friday, February 02 2018


I also tried the previous versions of Z8 and Z9. They suggested to buy shares immediately after the first run. I expected the same behavior for the updated systems, at least for Z8.
Posted By: jcl

Re: New Zorro version 1.74 - 12/28/17 11:36

Some answers:

Open orders are not read: That's correct, trades are only resumed when you answer "No" on the question if you want to close all trades. Otherwise they are not resumed, even if closing them caused an error. I admit that it would be better when they were resumed in that case. This can be changed in a future version.

No positions opened: Maybe your portfolio had all zero positions? Otherwise I would not know a reason why positions are not opened.
Posted By: kujo

Re: New Zorro version 1.74 - 12/28/17 12:55

Originally Posted By: jcl

No positions opened: Maybe your portfolio had all zero positions? Otherwise I would not know a reason why positions are not opened.


Could you please clarify what you mean by zero positions?
I didn't paper trade Z8 and Z9 before. No open positions in paper trading account. Asset List is default.
I started paper trade Z8 (and Z9) from the scratch and received the message that Portfolio not changed. So, no shares are bought during initial run.
Posted By: jcl

Re: New Zorro version 1.74 - 12/29/17 08:49

The default asset list generates a normal portfolio with Z8 and Z9. Zero can only happen when all assets tank.

But I have been informed by support that there might be a bug in Z8/9, maybe that was the reason. They are currently checking it.
Posted By: Hredot

Re: New Zorro version 1.74 - 12/29/17 15:59

@kujo
In the meantime, if you REALLY need to start the system asap, consider editing history files by shortening them in the past, such that a backtest generates an update on the current date which you then can extract from the log file.
Posted By: kujo

Re: New Zorro version 1.74 - 12/29/17 16:06

Oh, I see what you mean, interesting workaround. However, no rush, I'll wait for a reply from support. Thanks!
Posted By: Sphin

Re: New Zorro version 1.74 - 01/01/18 11:42

Is the MT4/5 bridge with 1.74 version 1.15 (same as from 1.73 beta) or even higher?
Posted By: jcl

Re: New Zorro version 1.74 - 01/01/18 17:05

The bridge is the same, but the EA has been changed in one of the last betas.
Posted By: jcl

Re: New Zorro version 1.74 - 01/02/18 14:02

New version 1.743:

http://opserver.de/down/Zorro_1743.exe

Some small fixes, f.i. for the Z8/Z9 systems, max down time calculation, and rounding issues with stops and dates.
Posted By: kujo

Re: New Zorro version 1.74 - 01/02/18 16:35

Thanks for the update!

Sometimes Equity on the chart equals 0.
Posted By: jcl

Re: New Zorro version 1.74 - 01/03/18 09:00

That's a number by the charting library and not the real equity. The real equity is in the performance report.
Posted By: Hredot

Re: New Zorro version 1.74 - 01/04/18 15:36

Strange behavior in the newest version:

Code:
vars smth1=series(Smooth(Close,12*20));
if(smth1[1]>Close[0]){
    smth1[0]=Smooth(Close,6*20);
}



as well as

Code:
vars smth1=series(1.);
smth1[0]=Smooth(Close,12*20);
if(smth1[1]>Close[0]){
    smth1[0]=Smooth(Close,6*20);
}



gives the error 041: Inconsistent series.

While

Code:
vars smth1=series(1.);
if(smth1[1]>Close[0]){
    smth1[0]=Smooth(Close,6*20);
}else{
    smth1[0]=Smooth(Close,12*20);
}



works just fine.

In all cases above I do not see what could possibly make the series inconsistent, since it is always advanced at a fixed location within a run().
Posted By: debs

Re: New Zorro version 1.74 - 01/04/18 22:13

Hi,
I am trying it with dukascopy plugin, works much better than in 1.66 version. But when starting trade and initializing bars zorro throws "!Command 43 not yet supported" eg.:

Code:
BrokerHistory CAD/JPY: 231 ms 27000 min
CAD/JPY: 0..10565, 2017-12-17..1899-12-30
!Command 43 not yet supported.
BrokerHistory USD/JPY: 230 ms

Posted By: Grat

Re: New Zorro version 1.74 - 01/05/18 04:19

Hi,

I'm trying the panel and I have small problem. After [TRADE] button is show correct. But after [STOP] not close.

Code:
function tick(){
	if(is(TRADEMODE) && !is(LOOKBACK)){
		panel(6,2,GREY,90);
		panelSet(0,0,"Equity",0,1,0); 
		panelSet(0,1,strf("%.2f",Equity),0,2,0);
		panelSet(1,0,"Balance",0,1,0); 
		panelSet(1,1,strf("%.2f",Balance),0,2,0);
		panelSet(2,0,"Capital",0,1,0); 
		panelSet(2,1,strf("%.2f",Capital),0,2,0);

	}	
}



in the function run I have:
Code:
set(TICKS];

Posted By: jcl

Re: New Zorro version 1.74 - 01/05/18 07:23

For removing a panel, either call panel(0,0,0,0), or just select a different script.
Posted By: panz

Re: New Zorro version 1.74 - 01/05/18 17:36

Version: 1.74.3. Oanda V20 connection is broken.

I had set up the Oanda V20 connection in version 1.66.5 and it's working fine in live trading.

With the same Accounts.csv file copied over to version 1.74.3, selecting the same Oanda Account and choosing Oanda V20 plugin, Zorro always reports:
Login Oanda V20..
Can't connect!

The symptom is the same for any strategy script as well as the Download.c script.
Posted By: jrath

Re: New Zorro version 1.74 - 01/06/18 02:57

Same error as above. I thought maybe I was doing something wrong like use-ing the beta for live trading. It is the same for MT4.
Posted By: jcl

Re: New Zorro version 1.74 - 01/06/18 08:27

Broker connections are broken mostly by entering wrong login data or invalid access tokens. So double check to enter the right data. If you then still have problems, please contact Support with all details about your account, broker, and the error message that you got. They'll look into that.
Posted By: jrath

Re: New Zorro version 1.74 - 01/07/18 14:42

My real Zorro's are all fine. No issues with accounts logging in to brokers. Above issue only with new version - so it is a beta test observation for you - not a production support problem.
Posted By: jcl

Re: New Zorro version 1.74 - 01/07/18 15:43

Ok, can you then contact our beta test observation support, at support(at)opgroup.de? They'll work with you to find the problem. Without seeing it we cannot solve it. Don't worry, it's free.
Posted By: jrath

Re: New Zorro version 1.74 - 01/08/18 01:46

Okydoky I did it. Will all you know what happens.
Posted By: Grat

Re: New Zorro version 1.74 - 01/08/18 03:41

If set this:
Code:
NumTrainCycles = 2;



TRAIN never finish - endless cycle
Posted By: jcl

Re: New Zorro version 1.74 - 01/08/18 09:33

Can you post the script that produces this problem? If it's secret, please contact Support.
Posted By: jcl

Re: New Zorro version 1.74 - 01/08/18 11:00

New version 1.744:

http://opserver.de/down/Zorro_1744.exe

Changes:

- Wrong outlier messages fixed
- Bar dates adjusted for avoiding rounding issues
- Wrong start date with .t1 history fixed
Posted By: Zheka

Re: New Zorro version 1.74 - 01/08/18 11:59

JCL,

Does this release fix the bar creation issue I raised several days ago?

http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=469896#Post469896

I can reliably reproduce it.
Posted By: jcl

Re: New Zorro version 1.74 - 01/08/18 12:20

Yes, if it was caused by rounding errors then it's supposedly fixed. Please try.
Posted By: Zheka

Re: New Zorro version 1.74 - 01/08/18 12:41

There could hardly be a rounding error with M1 bars, but I will try.
Posted By: Zheka

Re: New Zorro version 1.74 - 01/08/18 12:53


The issue disappeared, great.
Posted By: Grat

Re: New Zorro version 1.74 - 01/08/18 13:22

no secret. Try workshop4
Code:
function run()
{
	set(PARAMETERS+FACTORS);
	NumCores = -2;		// use multiple cores (Zorro S only)
	NumTrainCycles = 2;
	BarPeriod=60;
	assetList("AssetsCur.csv");

	NumYears = 2;
	LookBack = 451;

	vars Price = series(price());
	vars Trend = series(LowPass(Price,200));
	
	Stop = 4*ATR(100);
	
	vars MMI_Raw = series(MMI(Price,optimize(100,100,200)));
	vars MMI_Smooth = series(LowPass(MMI_Raw,300));
	
	if(falling(MMI_Smooth)) {
		if(valley(Trend))
			enterLong();
		else if(peak(Trend))
			enterShort();
	}
	 
}



after start TRAIN, never end
Posted By: jcl

Re: New Zorro version 1.74 - 01/08/18 13:31

Thanks! Apparently, multiple training cycles don't like the FACTORS flag. This will be either fixed or documented.
Posted By: Grat

Re: New Zorro version 1.74 - 01/08/18 14:34

Is a possible:

first step: optimize the parameters - 2 run NumTrainCycle = 2
second step: after finish optimize only the "OptimalF"? Do not touch the Parameters

Milan
Posted By: jcl

Re: New Zorro version 1.74 - 01/08/18 14:49

Yes, that's the plan. I hear from the developers that NumTrainCycles will be made compatible with factors in the release.
Posted By: Grat

Re: New Zorro version 1.74 - 01/08/18 15:29

laugh

something like this? Create 2 ( or more) level for optimizing?

Attached picture optimize.jpg
Posted By: Dalla

Re: New Zorro version 1.74 - 01/08/18 16:58

I'm seeing a new "warning" message when starting a strategy:
"!Command 43 not yet supported"

What is command 43?
Posted By: jcl

Re: New Zorro version 1.74 - 01/09/18 09:09

I have no idea what Command 43 is, but messages starting with "!" are from the broker plugin. The plugin author knows probably more about Command 43.
Posted By: AndrewAMD

Re: New Zorro version 1.74 - 01/09/18 17:26

The plugin writer probably wrote a feedback message for unsupported broker commands. If so, seems redundant because they should be returning zero anyways if unsupported.
Posted By: Dalla

Re: New Zorro version 1.74 - 01/09/18 19:10

Guess I have to check my code then since I'm the plugin author. Never saw that message before 1.74 though.
Posted By: AndrewAMD

Re: New Zorro version 1.74 - 01/09/18 20:04

That’s because new broker commands have been added. I think GET_MAXTICKS is now invoked in case you want to share more than 300 ticks at a time.

EDIT: Aha, it is command 43:
Code:
#define GET_MAXTICKS		43 // max history ticks

Posted By: Dalla

Re: New Zorro version 1.74 - 01/09/18 20:34

Another thing that caught my attention, not sure if this is a bug or just me misunderstanding something.

My understanding is that LifeTime is supposed to set the maximum number of bars that a position is open. I think this parameter used to be called ExitTime, and my understanding was that ExitTime can still be used interchangeably with LifeTime. However when running a simple strategy like this with 1.74:

Code:
function run()
{
	StartDate = 2010;
	EndDate = 2011;
	LookBack = 200;
	BarPeriod = 240;
	
	vars close = series(priceClose());
	vars ll = series(LL(10));
	
	LifeTime = 5;	
	MaxShort = 1;

	if(close[0] < ll[1]) {
		enterShort();
	}	
}



I get this in the performance report
Code:
Avg trade bars      7 (+9 / -6)
Max trade bars      26 (4 days)


which is not at all what I would expect.

If however I change LifeTime to ExitTime, I get
Code:
Avg trade bars      4 (+4 / -4)
Max trade bars      4 (16 hours)


which is what I expect.

Is this a bug, or did I misunderstand LifeTime and ExitTime? I think at least the manual is LifeTime is very hard to misinterpret: "Trade time limit in bars. Close the trade automatically after the given number of bars (default: 0 for no time limit)."
Posted By: jrath

Re: New Zorro version 1.74 - 01/10/18 00:34

I have finished following up on 'cannot connect' issue in 174 discussed above.

The plugin names to put in accounts.csv have changed.

Oanda V20 is now just Oanda.

MT4 is now ZorroMT4

In general make sure names match the file names in the plugin folder.

This is probably in the release notes I didn't read.
Posted By: jcl

Re: New Zorro version 1.74 - 01/10/18 09:39

I don't know ExitTime, but LifeTime is for limiting the trade duration. When a new trade cannot be entered due to the MaxShort limit, open trades are updated to the current LifeTime. For this reason and since you cannot close trades after market hours, the average trade duration can of course be longer than LifeTime.
Posted By: Zheka

Re: New Zorro version 1.74 - 01/10/18 11:40

LifeTime appears to work from the last entry.
Because Zorro (differently to other software) treats skipped trades/entries as valid, LifeTime gets counted from the most recent *entry* (whichever it is).
So, using MaxLong/MaxShort is a shortcut with unexpected consequences.

ExitTime almost does the job. But trade duration is 4 bars, not 5.

JCL,
- what is ExitTime?
- I believe there is a huge difference between trades skipped by MaxLong/Short and those skipped because of a lack of margin.
Posted By: jcl

Re: New Zorro version 1.74 - 01/10/18 11:52

ExitTime is undocumented, so I can't say what exactly it does, only that using it is obviously no good idea. For LifeTime look here: http://manual.zorro-project.com/timewait.htm
Posted By: Zheka

Re: New Zorro version 1.74 - 01/10/18 16:42

ExitTime appears to be/work the same as setting TradeExitTime. Which the manual says equals LifeTime+1. So, setting it to 5 closes the trade in 4 bars.

The question though is why TradeExitTime works with real trades, and LifeTime - also with skipped ones?
Posted By: Dalla

Re: New Zorro version 1.74 - 01/10/18 19:53

Not sure if this is related to 1.74 not. In the remarks section for adviseLong/adviseShort, there is a mention of setting a DataHorizon parameter. However the link leads to a page which doesn't mention Data at all.
Posted By: jcl

Re: New Zorro version 1.74 - 01/11/18 12:12

It's here: http://manual.zorro-project.com/dataslope.htm
Posted By: Dalla

Re: New Zorro version 1.74 - 01/11/18 12:20

Great, thanks!
Posted By: Grat

Re: New Zorro version 1.74 - 01/12/18 17:40

small cosmetics bug -

Code:
panel(0,0,0,0);



not working with STEPWISE
Posted By: Grat

Re: New Zorro version 1.74 - 01/15/18 18:39

Hi,

I trying the sample DTREE:
Code:
void run()
{
  BarPeriod = 60;
  LookBack = 150;
  TradesPerBar = 2;
  if(Train) Hedge = 2;
  set(RULES|TESTNOW);
// generate price series
  vars H = series(priceHigh()), 
    L = series(priceLow()),
    C = series(priceClose());

// generate some signals from H,L,C in the -100..100 range 
  var Signal1 = (LowPass(H,1000)-LowPass(L,1000))/PIP;
  var Signal2 = 100*FisherN(C,100);

// train and trade the signals 
  Stop = 4*ATR(100); 
  TakeProfit = 4*ATR(100);
  if(adviseLong(DTREE,0,Signal1,Signal2) > 0)
    enterLong();
  if(adviseShort(DTREE,0,Signal1,Signal2) > 0)
    enterShort();
}



I get the error:


5xcor_dtree compiling.......
Error in 'line 21:

adviseLong@1(): Pointer expected
< if(adviseLong(DTREE,0,Signal1,Signal2) > 0) >.

-----------------------------------------------------

after the change:
Code:
.....
		var aTest[2];
		aTest[0]=Signal1;
		aTest[1]=Signal2;		
		// train and trade the signals 
  
		Stop = 5*ATR(100); 
		TakeProfit = 1*ATR(100);
		if(adviseLong(DTREE,0,aTest,2) > 0)
		       enterLong();
  
		if(adviseShort(DTREE,0,aTest,2) > 0)
		      enterShort();
.....



script is working
Posted By: Dalla

Re: New Zorro version 1.74 - 01/16/18 06:31

This morning I downloaded Zorro_1744.exe, which for some contained Zorro 1.74.5. I'm able to run the strategy I was currently testing in TICKS mode (although it yields considerably worse performance than before upgrading), but when running without TICKS, Zorro spews out Error010 like below, which has never happened before with this strategy. I was running 1.74.2 before updating. I can find some release notes in this post for 1.74.3 and 1.74.4, but nothing on 1.74.5. What changed between versions 1.74.4 and 1.74.5?

Code:
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 74.7921 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 85.7462 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000



Also another issue:
I get 063 errors, suggesting that I don't have Zorro S. Which I clearly have.

Code:
Zorro S 1.74.5
(c) oP group Germany 2017
Registered to: Daniel Lindberg
XgBoostClassification compiling..............
Error 063: marketVol not supported
4513 Bars 2008-01-02..2010-12-31 generated
Rules: XgBoostClassification  2008..2010
Assets AssetsMini

Posted By: jcl

Re: New Zorro version 1.74 - 01/16/18 13:36

Error with advise(): I confirm this problem. When not using a signals array, the current version needs at least 3 signals. We'll mention that in the manual.

Invalid GER30: There seems to be no price, that's the reason of the error. Can you contact Support with that script? They'll look into it. I cannot confirm a marketVol problem here, but maybe it's related.
Posted By: Hredot

Re: New Zorro version 1.74 - 01/16/18 14:12

Due to the recent incredible Z9 improvements I now have Zorro S. One issue I seem to run into so far:

Zorro S 1.74.6:
The restriction on 0 - 7000 capital slider is still in place despite Zorro S (at least in test mode).

Of course I can work around this by scaling up the output numbers manually, but it would be nice if this worked on its own.
Posted By: Dalla

Re: New Zorro version 1.74 - 01/16/18 14:20

Sure, I can contact support. But I cannot figure out why Zorro would think price is missing when running without TICKS, only to find prices when running with TICKS.
Posted By: kujo

Re: New Zorro version 1.74 - 01/16/18 15:06

Originally Posted By: Hredot
Due to the recent incredible Z9 improvements I now have Zorro S. One issue I seem to run into so far:

Zorro S 1.74.6:
The restriction on 0 - 7000 capital slider is still in place despite Zorro S (at least in test mode).

Of course I can work around this by scaling up the output numbers manually, but it would be nice if this worked on its own.


I wonder if you updated MaxCapital in the Z.ini file?
Posted By: Hredot

Re: New Zorro version 1.74 - 01/16/18 15:56

Originally Posted By: kujo
I wonder if you updated MaxCapital in the Z.ini file?


Thanks, that did the trick!
Posted By: jcl

Re: New Zorro version 1.74 - 01/17/18 10:50

New version 1.747:

http://opserver.de/down/Zorro_1747.exe

Fixes:

- Missing GER30 prices fixed
- Error 63 text changed from "unsupported" to "unavailable"
- Dukascopy plugin was not the newest version
- DTREE example in the manual fixed
Posted By: jcl

Re: New Zorro version 1.74 - 01/19/18 11:26

New version 1.748:

http://opserver.de/down/Zorro_1748.exe

Fixes:

- Download script adapted to 2018
- Advise(NEURAL) issue when no WFO was used
Posted By: Grat

Re: New Zorro version 1.74 - 01/19/18 16:20

after use advise /DTREE/ and multiAsset - generated file data/script.c


if have more like 20 000 row - cannot compile. I thinking will be better if use multiAsset - generate for each asset separate file.

Code:
Pruned signals: [14] [15] [16] 3.5%.
Train AUDUSD_dtree_jd_AUDUS_L 
Pruned signals: [14] [15] [16] 6.6%
Train AUDUSD_dtree_jd_AUDUS_S 
Pruned signals: [14] [15] [16] 6.7%
Rules stored in 5xcor_dtree_jd.c

Error 064: Data5xcor_dtree_jd.c truncated.
Error in 'line 23355: 
syntax error
Can't compile Data5xcor_dtree_jd.c
Time 00:14:14

Posted By: Grat

Re: New Zorro version 1.74 - 01/19/18 17:15

with last version - 1748 / single asset

if use the:
Code:
NumWFOCycles=12;
...
...
if(adviseLong(DTREE,0,aTest,17) > 0){
...


Pruned signals: [14] [15] [16] 11.8%
Rules stored in 5xcor_dtree_jd_1.c
..
Error 062: Can't open 5xcor_dtree_jd_4.c (rt:2)
Error 062: Can't open 5xcor_dtree_jd_5.c (rt:2)
Error 062: Can't open 5xcor_dtree_jd_6.c (rt:2)
Error 062: Can't open 5xcor_dtree_jd_7.c (rt:2)
Error 062: Can't open 5xcor_dtree_jd_8.c (rt:2)
Error 062: Can't open 5xcor_dtree_jd_9.c (rt:2)
Error 062: Can't open 5xcor_dtree_jd_10.c (rt:2)
Error 062: Can't open 5xcor_dtree_jd_11.c (rt:2)
Factors stored in 5xcor_dtree_jd.fac

Code:
with NumWFOCycles = 4;



5xcor_dtree_jd compiling...........
Rules: 5xcor_dtree_jd (TICKS) 2017 (3 cores)
Train EURUSD_L -Aug 2017-
Pruned signals: [14] [15] [16] 3.6%
Train EURUSD_S -Aug 2017-
Pruned signals: [14] [15] [16] 7.0%
Rules stored in 5xcor_dtree_jd_1.c
.
Error 062: Can't open 5xcor_dtree_jd_2.c (rt:13)..
Factors stored in 5xcor_dtree_jd.fac
Time 00:01:10
Posted By: jcl

Re: New Zorro version 1.74 - 01/20/18 13:11

Decision trees can fail when signals are nonpredictive and produce a too complex tree. So try less and different signals. But if you can't get it to work, or if the problem has a different reason, please contact Support with your script - they'll look into it.
Posted By: hatten

Re: New Zorro version 1.74 - 01/20/18 14:53

I installed 1.74.8 and run into the following problem with Z9:

It generates
Error 055: CSJ 0 (Z9.t6) history missing
and this for all assets. So also the file referred to
Z9.t6 is the same for all assets.

This error is odd because it only appears in Trade mode. The history of the assets in assetsZ9.csv is available and things work in Testmode. Why does it quote the file Z9.t6. Something seems broken.
Posted By: hatten

Re: New Zorro version 1.74 - 01/20/18 15:09

I verified version 1.74.7. For that Z9 one works. So it is specific to 1.74.8.
Posted By: kujo

Re: New Zorro version 1.74 - 01/21/18 00:33

Originally Posted By: hatten
I installed 1.74.8 and run into the following problem with Z9:

It generates
Error 055: CSJ 0 (Z9.t6) history missing
and this for all assets. So also the file referred to
Z9.t6 is the same for all assets.

This error is odd because it only appears in Trade mode. The history of the assets in assetsZ9.csv is available and things work in Testmode. Why does it quote the file Z9.t6. Something seems broken.


I confirm this
Posted By: kujo

Re: New Zorro version 1.74 - 01/21/18 18:38

Originally Posted By: kujo
Originally Posted By: hatten
I installed 1.74.8 and run into the following problem with Z9:

It generates
Error 055: CSJ 0 (Z9.t6) history missing
and this for all assets. So also the file referred to
Z9.t6 is the same for all assets.

This error is odd because it only appears in Trade mode. The history of the assets in assetsZ9.csv is available and things work in Testmode. Why does it quote the file Z9.t6. Something seems broken.


I confirm this


Made clean install. Can't reproduce it now.
Posted By: jcl

Re: New Zorro version 1.74 - 01/22/18 09:29

If you have downloaded it last Friday, please download it again - sorry for that. The first upload contained a wrong file that was probably the reason of the Z9 bug.
Posted By: AndrewAMD

Re: New Zorro version 1.74 - 01/26/18 12:47

Release? laugh
Posted By: jcl

Re: New Zorro version 1.74 - 01/26/18 14:46

Next week.
Posted By: kujo

Re: New Zorro version 1.74 - 01/30/18 03:27

I assume the release version 1.74.9 and 1.74.8 are identical. Right?
Posted By: jcl

Re: New Zorro version 1.74 - 01/30/18 16:22

AFAIK the release version is 1.74.8, the same that was here on the forum.
Posted By: Sphin

Re: New Zorro version 1.74 - 01/30/18 17:18

I don't know if it's 1.74 related but if I only have phantom trades (for checking behavior on a live account) in trade mode the performance report stays completely empty, both on the .htm status page and in the .txt in the log folder. The only chance to trace the phantom trades is the log itself. Shouldn't the phantom trades be visible in parts of the performance report?
Posted By: jcl

Re: New Zorro version 1.74 - 01/31/18 14:54

No, strategy performance is not affected by phantom trades.
Posted By: stephane97490

Re: New Zorro version 1.74 - 01/31/18 19:14

Is there a possibility to use phantom trade as real signal ?
Posted By: jcl

Re: New Zorro version 1.74 - 02/01/18 10:28

Sure, you can use them as signal just as anything else.
Posted By: ytc

Re: New Zorro version 1.74 - 02/09/18 14:13

I have experienced with current equity mismatch from between Zorro result window and MT4, and inaccurate money earned (or lost) by the strategy since the start.

For example, I started a Z system on a real account with capital 10000.
Now, MT4 displays equity 8500, yet Zorro shows 8000 and money earned +2000.

Do you guys have such an issue? I use Zorro 1.74.6
Posted By: Hredot

Re: New Zorro version 1.74 - 02/09/18 15:30

Recently, when back-testing strategies with multiple assets I have experienced the following issue with the newest Zorro version from the download page:

When I start a new strategy file and plot some graphs for the various assets everything seems to work fine. Then after I close zorro and later return for a new session, the script does not perform my plot commands any more (it only shows the first default candle plot of the most recently selected asset). Obviously, the code is still the same between shutting down and restarting. Therefore, since it was plotting just fine before shut down, I am certain that this is not an issue with my code.

I have experienced this issue twice already, starting new strategy files and then finding that they won't plot anymore after I shut down and come back.
Posted By: jcl

Re: New Zorro version 1.74 - 02/12/18 08:53

Can you post such a script that does not plot after a restart, or send it to Support?
Posted By: Hredot

Re: New Zorro version 1.74 - 02/12/18 14:17

jcl:
Actually, thanks to Sphins suggestion to this question , adding the following to the top of the run routine fixed the issue here as well:

Code:
set(LOGFILE+PRELOAD+PLOTNOW);
setf(PlotMode,PL_ALL);


See the topic I linked to for a code snippet that causes trouble without the above command.

Any chance Zorro could make the "PL_ALL" mode the default behavior?
I just figure - when a user goes through the trouble of typing in a plot command, it is sensible to expect Zorro to actually execute it, right? Having to add an extra non-trivial configuration command to the Zorro script to tell Zorro that you ABSOLUTELY CERTAINLY want to see the plots you just asked for is a bit silly. Would you agree?

In any case, in my humble opinion Zorro would be much more noob friendly if extra commands were required to *hide* certain plots, instead of to *display* them.
Posted By: jcl

Re: New Zorro version 1.74 - 02/13/18 09:24

Arguably, but we don't want to change the default behavior, for obvious reasons.

- There has been a report of a wrong FXCM DLL in one of the release versions. Please check that your FXCM DLL has a file date of October 6, 2017. If you have a different version, please download and install Zorro again. Different versions were for beta test only.
Posted By: Hredot

Re: New Zorro version 1.74 - 02/13/18 13:34

I see, oh well. Then... I don't envy new users that come to Zorro. Those poor suckers are in for a ride to get majorly confused, haha. Thankfully, I am over this little hurdle for now and setf(PlotMode,PL_ALL); is going to be part of any script I write in the future. wink

Checked FXCM DLL, mine has and had the correct date all along.
Posted By: Sphin

Re: New Zorro version 1.74 - 02/16/18 17:02

I updated a live version from 1.58 to 1.74 and suddenly got errors like:

Error 075 ((USD/JPY::S)): Can't open 3@106.03 at 02:41:09

in MT4-Log I find:

2018.02.16 03:41:18.448 Zorro EURUSD,H4: Order failed - invalid trade volume
2018.02.16 03:41:18.448 Zorro EURUSD,H4: Open USDJPY 0.03@106.01 stop 110.51 slp 10 magic 42380 factor 10


Why did MT4 interpreted Zorro's 3 lots as 0.03 lots or what has changed from 1.58 to 1.74 that could cause this?
Posted By: jcl

Re: New Zorro version 1.74 - 02/16/18 17:08

Have you closed all old trades, and updated the old bridge before starting with the new version? And is 0.03 an invalid trade volume with your broker?
Posted By: Sphin

Re: New Zorro version 1.74 - 02/16/18 17:57

I'm not sure, I never thought about it but fractals in general are ok. But the other points are good, I will set them up fresh and try again. Thanks.
Posted By: kujo

Re: New Zorro version 1.74 - 02/16/18 18:00

3 Zorro lots (1000 lot amount) are equal to 0.03 MT4 lots (100 000 lot amount)
Posted By: Sphin

Re: New Zorro version 1.74 - 02/17/18 10:34

Think it was any MT4 issue. After new install the error did not appear again.
Posted By: DdlV

Re: New Zorro version 1.74 - 03/08/18 19:07

Hi jcl.

I'm a little late to the 1.74 party. frown I've downloaded it and the 2016-2017 History zip (assuming the older ones haven't changed) and vanilla-Tested the Z Systems to try to replicate the Manual's values to confirm this version is functioning as expected.

Curiously, Z3, Z8, & Z9 match; whereas Z7 and Z12 do not.

For example, the Manual says Z7 and Z12 AR are 90% and 170%, resp., whereas they Test to 79% and 162% - a bit more than the usual rounding variance.

Are the Manual's values correct? Any idea what would account for the Test deviation for just Z7 and Z12?

Thanks.
Posted By: DdlV

Re: New Zorro version 1.74 - 03/24/18 17:36

Hi jcl. Would appreciate your thoughts on this.

Thanks.
Posted By: jcl

Re: New Zorro version 1.74 - 03/26/18 14:01

I believe that's ok. The "Z systems" page is normally made some time before the release, so the backtest results can be already a bit different by then.
Posted By: DdlV

Re: New Zorro version 1.74 - 03/26/18 16:10

Hmmm... Not sure I can consider that OK... I understand what you're saying, but then the question remains: How can one verify one's install of the latest version, latest price History files, etc. if not by comparing to the Manual's figures?

That appeared to be the one solid starting point for all of this statistical "magic" (per Clarke laugh ).

Thanks.
Posted By: kujo

Re: New Zorro version 1.74 - 03/26/18 17:59

As I understand it, only these things could affect a performance of the same strategy +par + fac: Zorro version, history files, asset list. Maybe asset list was different. But I agree, that it's confusing
Posted By: GPEngine

Re: New Zorro version 1.74 - 04/21/18 17:43

In the new Download script, how do I generate an Assets.csv file? Has that feature been removed? If so , how can I create an assets list using the broker's latest instrument list, spreads, etc.?
Posted By: kujo

Re: New Zorro version 1.74 - 04/23/18 02:01

Click on the 2nd blue field (Ask/Bid by default) until you've got Assetlist. Does it help?
Posted By: GPEngine

Re: New Zorro version 1.74 - 04/23/18 14:04

Yes.
Posted By: Paul_der_Zweite

Re: New Zorro version 1.74 - 06/10/18 18:53

Hi Zorro,
I would like to install the Zorro Trader (the current version 1.74.8 - not beta) on a Windows 7 Workstation, but the installation aborts with the following hint:

"ERROR

The DEMO version of QSetup may only be used for evaluation

Setup Aborted!"


Thanks in advance!
Cheerz
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