NFA flag?

Posted By: Lapsa

NFA flag? - 08/12/21 21:13

Did some first tests on live trading.

It behaved... err... slightly weirdly.

Wrote up simple strategy, hit the trade button.

Lost couple bucks on fees cause it rapidly re-opened trades.

Think that was cause of faulty script.

Anyhow. What I'm interested in is the next observed behavior.

I hit the trade button, Zorro opens a trade, swears about inability to close trade it just opened and writes something about NFA flag.
And pretty much gets stuck.

So I did read help. Got some mild understanding of what NFA is.

Set the flag, trades goes smoothly and I'm lowkey impressed with Zorro's robustness.
Even profited a bit.

But the thing is - with NFA flag Zorro skips chances to trade both directions simultaneously.

Trading on Binance Futures. AFAIK it does allow trading in both directions simultaneously. I ain't based in US.

Anyone got some information on what's happening? Feels like NFA shouldn't be a necessity.
Posted By: AndrewAMD

Re: NFA flag? - 08/12/21 21:33

Binance Futures requires the NFA flag, since its API only uses an Orders interface (traditional style) and not a Trades interface (MT4 forex style).

To solve your issue, set Hedge = 5.

https://zorro-project.com/manual/en/mode.htm
https://zorro-trader.com/manual/en/hedge.htm
Posted By: Lapsa

Re: NFA flag? - 08/12/21 21:55

Thank you again, Andrew!

----------

One more... If you got time.

Now Zorro fails to start trading altogether.
Apparently attempts to load history since Crucifixion.

Had this previously. Unsure what exactly helped.
I know I rebuilt history t6 altogether with today's data.
Somehow it just started trading again.

Does that mean I will need to rebuild t6 every time I want to start trading?

What exactly is this behavior? Any ideas?

Mentions invalid expression but that one is not in strategy script as testing completes successfully.

[Linked Image]

[Linked Image]
Posted By: Lapsa

Re: NFA flag? - 08/12/21 22:08

Hmm... Decreased Lookback from 300 to 200.

Guess that helped.

Message spam stopped, looks like it's waiting for an entry.
Posted By: Lapsa

Re: NFA flag? - 08/12/21 22:10

Originally Posted by AndrewAMD
To solve your issue, set Hedge = 5.


I'm utterly broke at the moment. Can't afford Zorro S. ^_^

Hopefully someday.

It's definitely an impressive piece of software.
Posted By: AndrewAMD

Re: NFA flag? - 08/12/21 22:55

Okay, with regular Zorro you can use partial closing with exitLong instead. Or enter in the opposite direction to reverse your position.
Posted By: Lapsa

Re: NFA flag? - 08/12/21 23:41

Currently got opposite direction entries with ATR based, dominant cycle tied TPs/SLs.
Posted By: AndrewAMD

Re: NFA flag? - 08/13/21 00:09

Your style of trading will require Hedge=5 unless you can rewrite your trading logic to match what I described with partial closing. Basically, you’d need to manually manage each position.
Posted By: Lapsa

Re: NFA flag? - 08/13/21 00:28

Will keep that in mind.
Posted By: Lapsa

Re: NFA flag? - 08/13/21 01:14

Now I just observed totally weird behavior.

It didn't stop the trade. 700 PIPs lost.

0.6 of whatever period ATR has to be tighter than that.
Posted By: jcl

Re: NFA flag? - 08/13/21 09:33

No matter whether you use Zorro S or not: With an NFA broker you MUST set the NFA flag and trade in NFA compliant way. With a non-NFA broker you must not set the NFA flag and can trade in any way.

And if your stops don't work, here's how to find the culprit: https://manual.zorro-project.com/trouble.htm
Posted By: Lapsa

Re: NFA flag? - 08/14/21 13:59

Well... Issue is starting up the beast.

It loads historical data from Binance for past couple days *AND* (!!!) executes trades immediately as if past were present.

That leads to ridiculous order spam and losses caused by fees.

I have tried just about anything to prevent that to no avail.

Couple times I somehow managed to get past this stupid stage (with at least 1 badly placed trade on hands).

Now it's even worse than that. Eventually data loading just stops with a message that market is closed. Despite that it's not and wasn't.
Guessing - that's Binance throttling requests.

Quote

function run()
{
BarPeriod = 1;
LookBack = 50;

// tried setting StartDate, EndDate. seemingly to no effect

asset("MATICUSDT");

Verbose = 7;

if(crosswhatever()) { // yes, I made sure that at least couple minutes MUST pass before these hit true
enterLong(1); // 1 to intentionally fail the trade and avoid losses
} else if(crosswhatever()) {
enterShort(1);
}

}


It is Saturday August 14 today. Zorro executes trades based on data from 21-08-12.

[Linked Image]
Posted By: AndrewAMD

Re: NFA flag? - 08/14/21 14:18

Binance Futures made a recent change: any trades must be worth at least 5 USD. I'm assuming this trade did not make the cut.

In other news, Binance Futures will soon stop offering futures and derivatives services to Europe at a date to be determined:
https://news.yahoo.com/binance-cryp...atives-products-in-europe-104610638.html
Posted By: Lapsa

Re: NFA flag? - 08/14/21 14:20

Originally Posted by AndrewAMD
Binance Futures made a recent change: any trades must be worth at least 5 USD. I'm assuming this trade did not make the cut.


That is intentional. To avoid losses until I figure out why loading historical data triggers actual trades.

Originally Posted by AndrewAMD
In other news, Binance Futures will soon stop offering futures and derivatives services to Europe at a date to be determined:
https://news.yahoo.com/binance-cryp...atives-products-in-europe-104610638.html


That's fine. Although irrelevant.
Posted By: AndrewAMD

Re: NFA flag? - 08/14/21 15:45

Originally Posted by Lapsa
Now it's even worse than that. Eventually data loading just stops with a message that market is closed. Despite that it's not and wasn't.
This is a script problem. You need to change the BarMode so that BR_WEEKEND is disabled. (By default, it is enabled.)
https://zorro-project.com/manual/en/barmode.htm

On that note, most of your other issues appear to be script problems. Either post your entire script or send it to oP Group support.
Posted By: Lapsa

Re: NFA flag? - 08/14/21 16:35

Originally Posted by AndrewAMD
Originally Posted by Lapsa
Now it's even worse than that. Eventually data loading just stops with a message that market is closed. Despite that it's not and wasn't.
This is a script problem. You need to change the BarMode so that BR_WEEKEND is disabled. (By default, it is enabled.)
https://zorro-project.com/manual/en/barmode.htm

On that note, most of your other issues appear to be script problems. Either post your entire script or send it to oP Group support.


No. Just no.

Market did not close. I do want bars to be generated during the weekend.

Same behavior on this script:

Quote

// Trend Trading ///////////////////
#include <profile.c>

function run()
{
EndDate = 20171231; // fixed simulation period
Verbose = 2;
LookBack = 300; // needed for MMI
asset("MATICUSDT");
set(LOGFILE|PLOTNOW); // log all trades

vars Prices = series(priceClose());
vars Trends = series(LowPass(Prices,300));

Stop = 30*ATR(100);

vars MMI_Raws = series(MMI(Prices,300));
vars MMI_Smooths = series(LowPass(MMI_Raws,300));

if(falling(MMI_Smooths))
{
if(valley(Trends))
enterLong(1);
else if(peak(Trends))
enterShort(1);
}

plot("MMI_Raw",MMI_Raws,NEW,GREY);
plot("MMI_Smooth",MMI_Smooths,0,BLACK);
//plotTradeProfile(-50);
}


Which is included Workshop4 script with modified lines #9, #23 and #25.

To specify asset as "MATICUSDT" and to set trade amount to 1 to INTENTIONALLY error out actual placing of trades.


Here's full log of live trading run:

Quote

Workshop4
Login 0 BinanceFutures..
!Binance Futures Plugin, version: 1.0.2.6
!Logging in...
!Using REST endpoint: https://fapi.binance.com
!Using stream endpoint: wss://fstream.binance.com
!Getting exchange info...
!Getting futures account balance...
!Account Alias: [REDACTED]
!BNB: 0.00000004
!BUSD: 0.00000000
!USDT: [REDACTED]
!Getting position info...
!Acquiring websocket listenKey...
!Websocket connected. at UTC 08-14 16:29
!MATICUSDT: Subscribing...
Load MATICUSDT prices.. 938 h, gap 671 h
V 2.411 on Sat 21-08-14 19:29:34

Trade: Workshop4 MATICUSDT 2021-08-14
Loading Data\Workshop4.trd
Lookback period (300 bars)
[361: Wed 21-06-30 03:00] 1.1739/1.1810\1.1620/1.1798.
[362: Wed 21-06-30 04:00] 1.1797/1.1797\1.1268/1.1296
[363: Wed 21-06-30 05:00] 1.1296/1.1428\1.1065/1.1087
[364: Wed 21-06-30 06:00] 1.1086/1.1262\1.1033/1.1202
[365: Wed 21-06-30 07:00] 1.1204/1.1389\1.1182/1.1361
[366: Wed 21-06-30 08:00] 1.1360/1.1468\1.1200/1.1463
[367: Wed 21-06-30 09:00] 1.1463/1.1481\1.1161/1.1203
[368: Wed 21-06-30 10:00] 1.1205/1.1280\1.1070/1.1162
[369: Wed 21-06-30 11:00] 1.1164/1.1237\1.1108/1.1195
[370: Wed 21-06-30 12:00] 1.1193/1.1309\1.1121/1.1268
[371: Wed 21-06-30 13:00] 1.1269/1.1350\1.1193/1.1209
[372: Wed 21-06-30 14:00] 1.1212/1.1316\1.1079/1.1289
[373: Wed 21-06-30 15:00] 1.1288/1.1350\1.1124/1.1171
[374: Wed 21-06-30 16:00] 1.1171/1.1217\1.0786/1.0885
[375: Wed 21-06-30 17:00] 1.0886/1.1029\1.0811/1.0881
[376: Wed 21-06-30 18:00] 1.0881/1.1222\1.0880/1.1189
[377: Wed 21-06-30 19:00] 1.1192/1.1345\1.1103/1.1337
[378: Wed 21-06-30 20:00] 1.1337/1.1459\1.1214/1.1446
[379: Wed 21-06-30 21:00] 1.1448/1.1646\1.1253/1.1350
[380: Wed 21-06-30 22:00] 1.1351/1.1553\1.1350/1.1488
[381: Wed 21-06-30 23:00] 1.1489/1.1545\1.1362/1.1479
[382: Thu 21-07-01 00:00] 1.1478/1.1700\1.1465/1.1683
[383: Thu 21-07-01 01:00] 1.1683/1.1689\1.1328/1.1337
[384: Thu 21-07-01 02:00] 1.1341/1.1481\1.1333/1.1428
[385: Thu 21-07-01 03:00] 1.1430/1.1442\1.1040/1.1105
[386: Thu 21-07-01 04:00] 1.1104/1.1200\1.1072/1.1107
[387: Thu 21-07-01 05:00] 1.1106/1.1248\1.1081/1.1242
[388: Thu 21-07-01 06:00] 1.1242/1.1290\1.1109/1.1254
[389: Thu 21-07-01 07:00] 1.1255/1.1325\1.0867/1.0915
[390: Thu 21-07-01 08:00] 1.0915/1.1017\1.0850/1.0854
[391: Thu 21-07-01 09:00] 1.0854/1.0973\1.0732/1.0840
[392: Thu 21-07-01 10:00] 1.0839/1.0919\1.0659/1.0786
[393: Thu 21-07-01 11:00] 1.0786/1.0880\1.0705/1.0820
[394: Thu 21-07-01 12:00] 1.0824/1.1121\1.0806/1.1074
[395: Thu 21-07-01 13:00] 1.1072/1.1092\1.0931/1.1018
[396: Thu 21-07-01 14:00] 1.1018/1.1060\1.0878/1.0882
[397: Thu 21-07-01 15:00] 1.0878/1.0953\1.0750/1.0863
[398: Thu 21-07-01 16:00] 1.0863/1.1015\1.0838/1.0945
[399: Thu 21-07-01 17:00] 1.0945/1.0995\1.0850/1.0865
[400: Thu 21-07-01 18:00] 1.0866/1.0974\1.0850/1.0953
[401: Thu 21-07-01 19:00] 1.0952/1.1017\1.0850/1.0889
[402: Thu 21-07-01 20:00] 1.0887/1.0908\1.0611/1.0742
[403: Thu 21-07-01 21:00] 1.0742/1.0832\1.0711/1.0816
[404: Thu 21-07-01 22:00] 1.0815/1.0873\1.0731/1.0850
[405: Thu 21-07-01 23:00] 1.0849/1.0907\1.0820/1.0866
[406: Fri 21-07-02 00:00] 1.0864/1.0892\1.0718/1.0724
[407: Fri 21-07-02 01:00] 1.0723/1.0890\1.0676/1.0887
[408: Fri 21-07-02 02:00] 1.0888/1.0911\1.0704/1.0733
[409: Fri 21-07-02 03:00] 1.0731/1.0802\1.0709/1.0784
[410: Fri 21-07-02 04:00] 1.0784/1.0788\1.0611/1.0628
[411: Fri 21-07-02 05:00] 1.0629/1.0695\1.0559/1.0663
[412: Fri 21-07-02 06:00] 1.0664/1.0696\1.0467/1.0526
[413: Fri 21-07-02 07:00] 1.0528/1.0578\1.0420/1.0492
[414: Fri 21-07-02 08:00] 1.0492/1.0676\1.0460/1.0626
[415: Fri 21-07-02 09:00] 1.0625/1.0692\1.0581/1.0619
[416: Fri 21-07-02 10:00] 1.0619/1.0636\1.0478/1.0531
[417: Fri 21-07-02 11:00] 1.0532/1.0546\1.0452/1.0523
[418: Fri 21-07-02 12:00] 1.0523/1.0614\1.0491/1.0552
[419: Fri 21-07-02 13:00] 1.0551/1.0648\1.0474/1.0617
[420: Fri 21-07-02 14:00] 1.0616/1.0768\1.0571/1.0695
[421: Fri 21-07-02 15:00] 1.0694/1.0961\1.0631/1.0938
[422: Fri 21-07-02 16:00] 1.0935/1.0999\1.0841/1.0986
[423: Fri 21-07-02 17:00] 1.0987/1.0998\1.0809/1.0870
[424: Fri 21-07-02 18:00] 1.0868/1.0910\1.0769/1.0795
[425: Fri 21-07-02 19:00] 1.0794/1.0859\1.0733/1.0795
[426: Sun 21-07-04 23:00] 1.0795/1.1800\1.0742/1.1564
[427: Mon 21-07-05 00:00] 1.1562/1.1598\1.1451/1.1476
[428: Mon 21-07-05 01:00] 1.1477/1.1481\1.1334/1.1361
[429: Mon 21-07-05 02:00] 1.1360/1.1411\1.1206/1.1252
[430: Mon 21-07-05 03:00] 1.1252/1.1337\1.1230/1.1316
[431: Mon 21-07-05 04:00] 1.1316/1.1380\1.1237/1.1297
[432: Mon 21-07-05 05:00] 1.1298/1.1317\1.1146/1.1258
[433: Mon 21-07-05 06:00] 1.1257/1.1318\1.1201/1.1302
[434: Mon 21-07-05 07:00] 1.1302/1.1329\1.1267/1.1308
[435: Mon 21-07-05 08:00] 1.1310/1.1325\1.1236/1.1303
[436: Mon 21-07-05 09:00] 1.1303/1.1326\1.1260/1.1303
[437: Mon 21-07-05 10:00] 1.1301/1.1378\1.1292/1.1342
[438: Mon 21-07-05 11:00] 1.1341/1.1493\1.1330/1.1450
[439: Mon 21-07-05 12:00] 1.1450/1.1460\1.0957/1.1035
[440: Mon 21-07-05 13:00] 1.1035/1.1140\1.0995/1.1030
[441: Mon 21-07-05 14:00] 1.1029/1.1171\1.1012/1.1096
[442: Mon 21-07-05 15:00] 1.1094/1.1153\1.0984/1.1110
[443: Mon 21-07-05 16:00] 1.1110/1.1119\1.0967/1.0998
[444: Mon 21-07-05 17:00] 1.0996/1.1084\1.0991/1.1041
[445: Mon 21-07-05 18:00] 1.1040/1.1056\1.0800/1.1006
[446: Mon 21-07-05 19:00] 1.1007/1.1161\1.1006/1.1088
[447: Mon 21-07-05 20:00] 1.1088/1.1158\1.1087/1.1112
[448: Mon 21-07-05 21:00] 1.1111/1.1135\1.0965/1.1027
[449: Mon 21-07-05 22:00] 1.1029/1.1142\1.1025/1.1104
[450: Mon 21-07-05 23:00] 1.1106/1.1123\1.1021/1.1044
[451: Tue 21-07-06 00:00] 1.1045/1.1136\1.0991/1.1000
[452: Tue 21-07-06 01:00] 1.1001/1.1300\1.0990/1.1216
[453: Tue 21-07-06 02:00] 1.1217/1.1231\1.1076/1.1098
[454: Tue 21-07-06 03:00] 1.1099/1.1221\1.1090/1.1200
[455: Tue 21-07-06 04:00] 1.1201/1.1270\1.1166/1.1214
[456: Tue 21-07-06 05:00] 1.1214/1.1499\1.1213/1.1478
[457: Tue 21-07-06 06:00] 1.1478/1.1500\1.1401/1.1433
[458: Tue 21-07-06 07:00] 1.1433/1.1476\1.1375/1.1386
[459: Tue 21-07-06 08:00] 1.1385/1.1494\1.1385/1.1471
[460: Tue 21-07-06 09:00] 1.1471/1.1640\1.1417/1.1596
[461: Tue 21-07-06 10:00] 1.1596/1.1629\1.1210/1.1312
[462: Tue 21-07-06 11:00] 1.1313/1.1327\1.1180/1.1238
[463: Tue 21-07-06 12:00] 1.1239/1.1345\1.1194/1.1287
[464: Tue 21-07-06 13:00] 1.1287/1.1431\1.1227/1.1403
[465: Tue 21-07-06 14:00] 1.1405/1.1412\1.1241/1.1310
[466: Tue 21-07-06 15:00] 1.1312/1.1334\1.1217/1.1289
[467: Tue 21-07-06 16:00] 1.1288/1.1292\1.1205/1.1225
[468: Tue 21-07-06 17:00] 1.1225/1.1266\1.1105/1.1211
[469: Tue 21-07-06 18:00] 1.1210/1.1214\1.1052/1.1191
[470: Tue 21-07-06 19:00] 1.1191/1.1264\1.1163/1.1182
[471: Tue 21-07-06 20:00] 1.1180/1.1239\1.1152/1.1193
[472: Tue 21-07-06 21:00] 1.1193/1.1214\1.1140/1.1184
[473: Tue 21-07-06 22:00] 1.1184/1.1185\1.1060/1.1102
[474: Tue 21-07-06 23:00] 1.1102/1.1259\1.1085/1.1218
[475: Wed 21-07-07 00:00] 1.1218/1.1345\1.1194/1.1296
[476: Wed 21-07-07 01:00] 1.1298/1.1443\1.1265/1.1306
[477: Wed 21-07-07 02:00] 1.1306/1.1424\1.1293/1.1416
[478: Wed 21-07-07 03:00] 1.1416/1.1430\1.1319/1.1388
[479: Wed 21-07-07 04:00] 1.1387/1.1594\1.1346/1.1497
[480: Wed 21-07-07 05:00] 1.1497/1.1579\1.1433/1.1569
[481: Wed 21-07-07 06:00] 1.1569/1.1643\1.1521/1.1632
[482: Wed 21-07-07 07:00] 1.1633/1.1650\1.1570/1.1593
[483: Wed 21-07-07 08:00] 1.1591/1.1780\1.1550/1.1608
[484: Wed 21-07-07 09:00] 1.1612/1.1693\1.1523/1.1553
[485: Wed 21-07-07 10:00] 1.1553/1.1584\1.1453/1.1500
[486: Wed 21-07-07 11:00] 1.1501/1.1510\1.1401/1.1434
[487: Wed 21-07-07 12:00] 1.1434/1.1595\1.1420/1.1541
[488: Wed 21-07-07 13:00] 1.1541/1.1634\1.1487/1.1519
[489: Wed 21-07-07 14:00] 1.1518/1.1559\1.1425/1.1539
[490: Wed 21-07-07 15:00] 1.1539/1.1582\1.1438/1.1473
[491: Wed 21-07-07 16:00] 1.1472/1.1523\1.1330/1.1391
[492: Wed 21-07-07 17:00] 1.1392/1.1466\1.1332/1.1416
[493: Wed 21-07-07 18:00] 1.1416/1.1479\1.1388/1.1454
[494: Wed 21-07-07 19:00] 1.1454/1.1543\1.1430/1.1516
[495: Wed 21-07-07 20:00] 1.1517/1.1551\1.1483/1.1548
[496: Wed 21-07-07 21:00] 1.1548/1.1548\1.1439/1.1491
[497: Wed 21-07-07 22:00] 1.1492/1.1495\1.1387/1.1443
[498: Wed 21-07-07 23:00] 1.1443/1.1459\1.1340/1.1420
[499: Thu 21-07-08 00:00] 1.1420/1.1421\1.1237/1.1281
[500: Thu 21-07-08 01:00] 1.1282/1.1330\1.1073/1.1127
[501: Thu 21-07-08 02:00] 1.1127/1.1223\1.1116/1.1150
[502: Thu 21-07-08 03:00] 1.1150/1.1207\1.1112/1.1170
[503: Thu 21-07-08 04:00] 1.1170/1.1170\1.1015/1.1114
[504: Thu 21-07-08 05:00] 1.1111/1.1117\1.1000/1.1082
[505: Thu 21-07-08 06:00] 1.1083/1.1151\1.0850/1.0866
[506: Thu 21-07-08 07:00] 1.0862/1.1078\1.0850/1.0898
[507: Thu 21-07-08 08:00] 1.0897/1.0963\1.0595/1.0682
[508: Thu 21-07-08 09:00] 1.0680/1.0774\1.0555/1.0757
[509: Thu 21-07-08 10:00] 1.0759/1.0831\1.0714/1.0771
[510: Thu 21-07-08 11:00] 1.0771/1.0807\1.0665/1.0679
[511: Thu 21-07-08 12:00] 1.0678/1.0813\1.0560/1.0800
[512: Thu 21-07-08 13:00] 1.0799/1.0823\1.0679/1.0728
[513: Thu 21-07-08 14:00] 1.0727/1.0750\1.0600/1.0679
[514: Thu 21-07-08 15:00] 1.0678/1.0741\1.0661/1.0739
[515: Thu 21-07-08 16:00] 1.0738/1.0788\1.0700/1.0776
[516: Thu 21-07-08 17:00] 1.0775/1.0798\1.0684/1.0710
[517: Thu 21-07-08 18:00] 1.0709/1.0775\1.0681/1.0736
[518: Thu 21-07-08 19:00] 1.0736/1.0768\1.0637/1.0688
[519: Thu 21-07-08 20:00] 1.0689/1.0707\1.0561/1.0634
[520: Thu 21-07-08 21:00] 1.0639/1.0653\1.0502/1.0534
[521: Thu 21-07-08 22:00] 1.0534/1.0625\1.0410/1.0442
[522: Thu 21-07-08 23:00] 1.0442/1.0511\1.0158/1.0253
[523: Fri 21-07-09 00:00] 1.0251/1.0456\1.0250/1.0411
[524: Fri 21-07-09 01:00] 1.0411/1.0418\1.0068/1.0118
[525: Fri 21-07-09 02:00] 1.0118/1.0199\1.0010/1.0179
[526: Fri 21-07-09 03:00] 1.0180/1.0330\1.0133/1.0317
[527: Fri 21-07-09 04:00] 1.0317/1.0413\1.0263/1.0373
[528: Fri 21-07-09 05:00] 1.0372/1.0495\1.0344/1.0443
[529: Fri 21-07-09 06:00] 1.0443/1.0556\1.0409/1.0423
[530: Fri 21-07-09 07:00] 1.0425/1.0426\1.0316/1.0368
[531: Fri 21-07-09 08:00] 1.0369/1.0440\1.0314/1.0436
[532: Fri 21-07-09 09:00] 1.0435/1.0436\1.0221/1.0268
[533: Fri 21-07-09 10:00] 1.0268/1.0427\1.0261/1.0362
[534: Fri 21-07-09 11:00] 1.0361/1.0434\1.0300/1.0350
[535: Fri 21-07-09 12:00] 1.0348/1.0355\1.0258/1.0298
[536: Fri 21-07-09 13:00] 1.0297/1.0372\1.0213/1.0369
[537: Fri 21-07-09 14:00] 1.0368/1.0539\1.0359/1.0536
[538: Fri 21-07-09 15:00] 1.0535/1.0646\1.0488/1.0619
[539: Fri 21-07-09 16:00] 1.0620/1.0668\1.0577/1.0618
[540: Fri 21-07-09 17:00] 1.0617/1.0673\1.0536/1.0566
[541: Fri 21-07-09 18:00] 1.0566/1.0570\1.0467/1.0488
[542: Fri 21-07-09 19:00] 1.0488/1.0498\1.0365/1.0383
[543: Sun 21-07-11 23:00] 1.0383/1.0720\1.0181/1.0472
[544: Mon 21-07-12 00:00] 1.0472/1.0477\1.0402/1.0429
[545: Mon 21-07-12 01:00] 1.0429/1.0448\1.0361/1.0374
[546: Mon 21-07-12 02:00] 1.0373/1.0401\1.0338/1.0376
[547: Mon 21-07-12 03:00] 1.0375/1.0431\1.0345/1.0428
[548: Mon 21-07-12 04:00] 1.0429/1.0490\1.0410/1.0473
[549: Mon 21-07-12 05:00] 1.0472/1.0495\1.0415/1.0421
[550: Mon 21-07-12 06:00] 1.0422/1.0437\1.0377/1.0431
[551: Mon 21-07-12 07:00] 1.0430/1.0473\1.0385/1.0461
[552: Mon 21-07-12 08:00] 1.0461/1.0488\1.0414/1.0436
[553: Mon 21-07-12 09:00] 1.0435/1.0479\1.0413/1.0434
[554: Mon 21-07-12 10:00] 1.0434/1.0449\1.0355/1.0355
[555: Mon 21-07-12 11:00] 1.0355/1.0360\1.0252/1.0300
[556: Mon 21-07-12 12:00] 1.0300/1.0300\1.0221/1.0228
[557: Mon 21-07-12 13:00] 1.0226/1.0281\1.0139/1.0207
[558: Mon 21-07-12 14:00] 1.0207/1.0229\1.0160/1.0225
[559: Mon 21-07-12 15:00] 1.0225/1.0225\1.0163/1.0168
[560: Mon 21-07-12 16:00] 1.0167/1.0173\1.0068/1.0070
[561: Mon 21-07-12 17:00] 1.0071/1.0140\0.98930/0.99510
[562: Mon 21-07-12 18:00] 0.99510/1.0006\0.97260/0.97660
[563: Mon 21-07-12 19:00] 0.97650/0.98460\0.96660/0.97190
[564: Mon 21-07-12 20:00] 0.97170/0.98290\0.96100/0.97150
[565: Mon 21-07-12 21:00] 0.97150/0.98330\0.96710/0.98070
[566: Mon 21-07-12 22:00] 0.98040/0.98490\0.97850/0.98330
[567: Mon 21-07-12 23:00] 0.98330/0.99980\0.98300/0.99340
[568: Tue 21-07-13 00:00] 0.99360/0.99940\0.98840/0.99370
[569: Tue 21-07-13 01:00] 0.99360/0.99550\0.98080/0.98950
[570: Tue 21-07-13 02:00] 0.98950/0.99280\0.98130/0.98970
[571: Tue 21-07-13 03:00] 0.98980/0.99160\0.98200/0.98280
[572: Tue 21-07-13 04:00] 0.98250/0.99160\0.98240/0.98300
[573: Tue 21-07-13 05:00] 0.98260/0.99310\0.98260/0.98860
[574: Tue 21-07-13 06:00] 0.98860/0.99030\0.96110/0.96530
[575: Tue 21-07-13 07:00] 0.96530/0.98440\0.96500/0.97860
[576: Tue 21-07-13 08:00] 0.97870/0.98990\0.97870/0.98760
[577: Tue 21-07-13 09:00] 0.98770/0.99190\0.98330/0.98730
[578: Tue 21-07-13 10:00] 0.98710/0.98880\0.98100/0.98870
[579: Tue 21-07-13 11:00] 0.98880/0.99320\0.98000/0.98190
[580: Tue 21-07-13 12:00] 0.98200/0.98530\0.97100/0.97290
[581: Tue 21-07-13 13:00] 0.97300/0.97360\0.94270/0.94880
[582: Tue 21-07-13 14:00] 0.94880/0.95870\0.94340/0.95550
[583: Tue 21-07-13 15:00] 0.95540/0.95650\0.95090/0.95320
[584: Tue 21-07-13 16:00] 0.95330/0.96960\0.95170/0.96880
[585: Tue 21-07-13 17:00] 0.96870/0.97140\0.95540/0.96340
[586: Tue 21-07-13 18:00] 0.96320/0.96900\0.95920/0.96300
[587: Tue 21-07-13 19:00] 0.96300/0.96300\0.94880/0.95080
[588: Tue 21-07-13 20:00] 0.95100/0.95860\0.93700/0.93890
[589: Tue 21-07-13 21:00] 0.93910/0.95600\0.93600/0.95230
[590: Tue 21-07-13 22:00] 0.95210/0.95640\0.94500/0.95060
[591: Tue 21-07-13 23:00] 0.95060/0.95310\0.93800/0.94640
[592: Wed 21-07-14 00:00] 0.94640/0.95430\0.94000/0.94520
[593: Wed 21-07-14 01:00] 0.94530/0.95160\0.91200/0.91920
[594: Wed 21-07-14 02:00] 0.91920/0.92100\0.90370/0.91560
[595: Wed 21-07-14 03:00] 0.91560/0.92480\0.91330/0.91650
[596: Wed 21-07-14 04:00] 0.91640/0.91720\0.87940/0.88800
[597: Wed 21-07-14 05:00] 0.88810/0.90180\0.88660/0.89570
[598: Wed 21-07-14 06:00] 0.89570/0.90000\0.87360/0.87530
[599: Wed 21-07-14 07:00] 0.87520/0.88270\0.86690/0.87440
[600: Wed 21-07-14 08:00] 0.87430/0.88920\0.87330/0.88870
[601: Wed 21-07-14 09:00] 0.88870/0.89550\0.88190/0.88370
[602: Wed 21-07-14 10:00] 0.88420/0.91820\0.87940/0.90740
[603: Wed 21-07-14 11:00] 0.90750/0.92410\0.90500/0.91780
[604: Wed 21-07-14 12:00] 0.91780/0.92380\0.91450/0.92100
[605: Wed 21-07-14 13:00] 0.92090/0.92370\0.90900/0.91100
[606: Wed 21-07-14 14:00] 0.91070/0.94930\0.91070/0.94860
[607: Wed 21-07-14 15:00] 0.94860/0.96200\0.94610/0.96190
[608: Wed 21-07-14 16:00] 0.96170/0.96570\0.94120/0.94410
[609: Wed 21-07-14 17:00] 0.94390/0.94720\0.93670/0.94250
[610: Wed 21-07-14 18:00] 0.94250/0.95330\0.94150/0.94940
[611: Wed 21-07-14 19:00] 0.94940/0.95890\0.93730/0.93990
[612: Wed 21-07-14 20:00] 0.94000/0.94180\0.92720/0.93330
[613: Wed 21-07-14 21:00] 0.93340/0.93680\0.92380/0.92430
[614: Wed 21-07-14 22:00] 0.92430/0.93670\0.92430/0.92900
[615: Wed 21-07-14 23:00] 0.92900/0.94050\0.92840/0.93370
[616: Thu 21-07-15 00:00] 0.93370/0.93420\0.92310/0.92900
[617: Thu 21-07-15 01:00] 0.92900/0.93780\0.91130/0.93540
[618: Thu 21-07-15 02:00] 0.93570/0.94560\0.92770/0.92840
[619: Thu 21-07-15 03:00] 0.92820/0.94040\0.92130/0.92410
[620: Thu 21-07-15 04:00] 0.92420/0.92460\0.91230/0.91270
[621: Thu 21-07-15 05:00] 0.91260/0.91500\0.90023/0.90750
[622: Thu 21-07-15 06:00] 0.90760/0.91070\0.89890/0.90440
[623: Thu 21-07-15 07:00] 0.90440/0.91190\0.89470/0.89910
[624: Thu 21-07-15 08:00] 0.89910/0.90760\0.89470/0.90350
[625: Thu 21-07-15 09:00] 0.90350/0.91170\0.89880/0.90360
[626: Thu 21-07-15 10:00] 0.90370/0.91730\0.90010/0.91260
[627: Thu 21-07-15 11:00] 0.91250/0.91740\0.88390/0.88550
[628: Thu 21-07-15 12:00] 0.88550/0.89480\0.88230/0.89030
[629: Thu 21-07-15 13:00] 0.89030/0.89880\0.87470/0.88250
[630: Thu 21-07-15 14:00] 0.88250/0.89150\0.87400/0.88700
[631: Thu 21-07-15 15:00] 0.88710/0.89390\0.88330/0.88620
[632: Thu 21-07-15 16:00] 0.88610/0.89670\0.88450/0.88720
[633: Thu 21-07-15 17:00] 0.88720/0.89070\0.87530/0.88180
[634: Thu 21-07-15 18:00] 0.88180/0.88180\0.85710/0.86290
[635: Thu 21-07-15 19:00] 0.86290/0.87240\0.85940/0.87020
[636: Thu 21-07-15 20:00] 0.86990/0.88240\0.86770/0.87260
[637: Thu 21-07-15 21:00] 0.87270/0.88590\0.87250/0.88460
[638: Thu 21-07-15 22:00] 0.88460/0.88800\0.87490/0.87530
[639: Thu 21-07-15 23:00] 0.87500/0.88860\0.87470/0.87980
[640: Fri 21-07-16 00:00] 0.87990/0.88460\0.86640/0.87900
[641: Fri 21-07-16 01:00] 0.87910/0.88180\0.86090/0.86990
[642: Fri 21-07-16 02:00] 0.86980/0.87880\0.86980/0.87590
[643: Fri 21-07-16 03:00] 0.87610/0.89070\0.87610/0.88050
[644: Fri 21-07-16 04:00] 0.88060/0.89740\0.87960/0.88960
[645: Fri 21-07-16 05:00] 0.88970/0.89590\0.88470/0.88470
[646: Fri 21-07-16 06:00] 0.88470/0.88750\0.87600/0.87800
[647: Fri 21-07-16 07:00] 0.87800/0.87820\0.86010/0.86110
[648: Fri 21-07-16 08:00] 0.86120/0.86850\0.85360/0.86300
[649: Fri 21-07-16 09:00] 0.86340/0.86390\0.83580/0.84150
[650: Fri 21-07-16 10:00] 0.84150/0.84560\0.83300/0.83520
[651: Fri 21-07-16 11:00] 0.83520/0.83810\0.82270/0.83290
[652: Fri 21-07-16 12:00] 0.83280/0.83300\0.82180/0.82660
[653: Fri 21-07-16 13:00] 0.82650/0.84190\0.82450/0.84040
[654: Fri 21-07-16 14:00] 0.84020/0.84650\0.83680/0.83860
[655: Fri 21-07-16 15:00] 0.83860/0.84160\0.83210/0.83930
[656: Fri 21-07-16 16:00] 0.83930/0.85400\0.83860/0.85270
[657: Fri 21-07-16 17:00] 0.85270/0.85490\0.84380/0.85360
[658: Fri 21-07-16 18:00] 0.85370/0.85990\0.84590/0.85230
[659: Fri 21-07-16 19:00] 0.85230/0.85290\0.84330/0.84330
[660: Sat 21-07-17 17:00] 0.84330/0.85070\0.78300/0.80230

End of lookback period

[661: Sun 21-07-18 23:00] 1.4685/1.4685\1.4685/1.4685
Warning 035: MATICUSDT outlier at #661 2021-07-18 0.80230->1.4685
[662: Mon 21-07-19 00:00] 1.4685/1.4685\1.4685/1.4685
[663: Mon 21-07-19 01:00] 1.4685/1.4685\1.4685/1.4685
[664: Mon 21-07-19 02:00] 1.4685/1.4685\1.4685/1.4685
[665: Mon 21-07-19 03:00] 1.4685/1.4685\1.4685/1.4685
[666: Mon 21-07-19 04:00] 1.4685/1.4685\1.4685/1.4685
[667: Mon 21-07-19 05:00] 1.4685/1.4685\1.4685/1.4685
[668: Mon 21-07-19 06:00] 1.4685/1.4685\1.4685/1.4685
[669: Mon 21-07-19 07:00] 1.4685/1.4685\1.4685/1.4685
[670: Mon 21-07-19 08:00] 1.4685/1.4685\1.4685/1.4685
[671: Mon 21-07-19 09:00] 1.4685/1.4685\1.4685/1.4685
[672: Mon 21-07-19 10:00] 1.4685/1.4685\1.4685/1.4685
[673: Mon 21-07-19 11:00] 1.4685/1.4685\1.4685/1.4685
[674: Mon 21-07-19 12:00] 1.4685/1.4685\1.4685/1.4685
[675: Mon 21-07-19 13:00] 1.4685/1.4685\1.4685/1.4685
[676: Mon 21-07-19 14:00] 1.4685/1.4685\1.4685/1.4685
[677: Mon 21-07-19 15:00] 1.4685/1.4685\1.4685/1.4685
[678: Mon 21-07-19 16:00] 1.4685/1.4685\1.4685/1.4685
[679: Mon 21-07-19 17:00] 1.4685/1.4685\1.4685/1.4685
[680: Mon 21-07-19 18:00] 1.4685/1.4685\1.4685/1.4685
[681: Mon 21-07-19 19:00] 1.4685/1.4685\1.4685/1.4685
[682: Mon 21-07-19 20:00] 1.4685/1.4685\1.4685/1.4685
[683: Mon 21-07-19 21:00] 1.4685/1.4685\1.4685/1.4685
[684: Mon 21-07-19 22:00] 1.4685/1.4685\1.4685/1.4685
[685: Mon 21-07-19 23:00] 1.4685/1.4685\1.4685/1.4685
[686: Tue 21-07-20 00:00] 1.4685/1.4685\1.4685/1.4685
[687: Tue 21-07-20 01:00] 1.4685/1.4685\1.4685/1.4685
[688: Tue 21-07-20 02:00] 1.4685/1.4685\1.4685/1.4685
[689: Tue 21-07-20 03:00] 1.4685/1.4685\1.4685/1.4685
[690: Tue 21-07-20 04:00] 1.4685/1.4685\1.4685/1.4685
[691: Tue 21-07-20 05:00] 1.4685/1.4685\1.4685/1.4685
[692: Tue 21-07-20 06:00] 1.4685/1.4685\1.4685/1.4685
[693: Tue 21-07-20 07:00] 1.4685/1.4685\1.4685/1.4685
[694: Tue 21-07-20 08:00] 1.4685/1.4685\1.4685/1.4685
[695: Tue 21-07-20 09:00] 1.4685/1.4685\1.4685/1.4685
[696: Tue 21-07-20 10:00] 1.4685/1.4685\1.4685/1.4685
[697: Tue 21-07-20 11:00] 1.4685/1.4685\1.4685/1.4685
[698: Tue 21-07-20 12:00] 1.4685/1.4685\1.4685/1.4685
[699: Tue 21-07-20 13:00] 1.4685/1.4685\1.4685/1.4685
[700: Tue 21-07-20 14:00] 1.4685/1.4685\1.4685/1.4685
[701: Tue 21-07-20 15:00] 1.4685/1.4685\1.4685/1.4685
[702: Tue 21-07-20 16:00] 1.4685/1.4685\1.4685/1.4685
[703: Tue 21-07-20 17:00] 1.4685/1.4685\1.4685/1.4685
[704: Tue 21-07-20 18:00] 1.4685/1.4685\1.4685/1.4685
[705: Tue 21-07-20 19:00] 1.4685/1.4685\1.4685/1.4685
[706: Tue 21-07-20 20:00] 1.4685/1.4685\1.4685/1.4685
[707: Tue 21-07-20 21:00] 1.4685/1.4685\1.4685/1.4685
[708: Tue 21-07-20 22:00] 1.4685/1.4685\1.4685/1.4685
[709: Tue 21-07-20 23:00] 1.4685/1.4685\1.4685/1.4685
[710: Wed 21-07-21 00:00] 1.4685/1.4685\1.4685/1.4685
[711: Wed 21-07-21 01:00] 1.4685/1.4685\1.4685/1.4685
[712: Wed 21-07-21 02:00] 1.4685/1.4685\1.4685/1.4685
[713: Wed 21-07-21 03:00] 1.4685/1.4685\1.4685/1.4685
[714: Wed 21-07-21 04:00] 1.4685/1.4685\1.4685/1.4685
[715: Wed 21-07-21 05:00] 1.4685/1.4685\1.4685/1.4685
[716: Wed 21-07-21 06:00] 1.4685/1.4685\1.4685/1.4685
[717: Wed 21-07-21 07:00] 1.4685/1.4685\1.4685/1.4685
[718: Wed 21-07-21 08:00] 1.4685/1.4685\1.4685/1.4685
[719: Wed 21-07-21 09:00] 1.4685/1.4685\1.4685/1.4685
[720: Wed 21-07-21 10:00] 1.4685/1.4685\1.4685/1.4685
[721: Wed 21-07-21 11:00] 1.4685/1.4685\1.4685/1.4685
[722: Wed 21-07-21 12:00] 1.4685/1.4685\1.4685/1.4685
[723: Wed 21-07-21 13:00] 1.4685/1.4685\1.4685/1.4685
[724: Wed 21-07-21 14:00] 1.4685/1.4685\1.4685/1.4685
[725: Wed 21-07-21 15:00] 1.4685/1.4685\1.4685/1.4685
[726: Wed 21-07-21 16:00] 1.4685/1.4685\1.4685/1.4685
[727: Wed 21-07-21 17:00] 1.4685/1.4685\1.4685/1.4685
[728: Wed 21-07-21 18:00] 1.4685/1.4685\1.4685/1.4685
[729: Wed 21-07-21 19:00] 1.4685/1.4685\1.4685/1.4685
[730: Wed 21-07-21 20:00] 1.4685/1.4685\1.4685/1.4685
[731: Wed 21-07-21 21:00] 1.4685/1.4685\1.4685/1.4685
[732: Wed 21-07-21 22:00] 1.4685/1.4685\1.4685/1.4685
[733: Wed 21-07-21 23:00] 1.4685/1.4685\1.4685/1.4685
[734: Thu 21-07-22 00:00] 1.4685/1.4685\1.4685/1.4685
[735: Thu 21-07-22 01:00] 1.4685/1.4685\1.4685/1.4685
[736: Thu 21-07-22 02:00] 1.4685/1.4685\1.4685/1.4685
[737: Thu 21-07-22 03:00] 1.4685/1.4685\1.4685/1.4685
[738: Thu 21-07-22 04:00] 1.4685/1.4685\1.4685/1.4685
[739: Thu 21-07-22 05:00] 1.4685/1.4685\1.4685/1.4685
[740: Thu 21-07-22 06:00] 1.4685/1.4685\1.4685/1.4685
[741: Thu 21-07-22 07:00] 1.4685/1.4685\1.4685/1.4685
[742: Thu 21-07-22 08:00] 1.4685/1.4685\1.4685/1.4685
[743: Thu 21-07-22 09:00] 1.4685/1.4685\1.4685/1.4685
[744: Thu 21-07-22 10:00] 1.4685/1.4685\1.4685/1.4685
[745: Thu 21-07-22 11:00] 1.4685/1.4685\1.4685/1.4685
[746: Thu 21-07-22 12:00] 1.4685/1.4685\1.4685/1.4685
[747: Thu 21-07-22 13:00] 1.4685/1.4685\1.4685/1.4685
[748: Thu 21-07-22 14:00] 1.4685/1.4685\1.4685/1.4685
[749: Thu 21-07-22 15:00] 1.4685/1.4685\1.4685/1.4685
[750: Thu 21-07-22 16:00] 1.4685/1.4685\1.4685/1.4685
[751: Thu 21-07-22 17:00] 1.4685/1.4685\1.4685/1.4685
[752: Thu 21-07-22 18:00] 1.4685/1.4685\1.4685/1.4685
[753: Thu 21-07-22 19:00] 1.4685/1.4685\1.4685/1.4685
[754: Thu 21-07-22 20:00] 1.4685/1.4685\1.4685/1.4685
[755: Thu 21-07-22 21:00] 1.4685/1.4685\1.4685/1.4685
[756: Thu 21-07-22 22:00] 1.4685/1.4685\1.4685/1.4685
[757: Thu 21-07-22 23:00] 1.4685/1.4685\1.4685/1.4685
[758: Fri 21-07-23 00:00] 1.4685/1.4685\1.4685/1.4685
[759: Fri 21-07-23 01:00] 1.4685/1.4685\1.4685/1.4685
[760: Fri 21-07-23 02:00] 1.4685/1.4685\1.4685/1.4685
[761: Fri 21-07-23 03:00] 1.4685/1.4685\1.4685/1.4685
[762: Fri 21-07-23 04:00] 1.4685/1.4685\1.4685/1.4685
[763: Fri 21-07-23 05:00] 1.4685/1.4685\1.4685/1.4685
[764: Fri 21-07-23 06:00] 1.4685/1.4685\1.4685/1.4685
[765: Fri 21-07-23 07:00] 1.4685/1.4685\1.4685/1.4685
[766: Fri 21-07-23 08:00] 1.4685/1.4685\1.4685/1.4685
[767: Fri 21-07-23 09:00] 1.4685/1.4685\1.4685/1.4685
[768: Fri 21-07-23 10:00] 1.4685/1.4685\1.4685/1.4685
[769: Fri 21-07-23 11:00] 1.4685/1.4685\1.4685/1.4685
[770: Fri 21-07-23 12:00] 1.4685/1.4685\1.4685/1.4685
[771: Fri 21-07-23 13:00] 1.4685/1.4685\1.4685/1.4685
[772: Fri 21-07-23 14:00] 1.4685/1.4685\1.4685/1.4685
[773: Fri 21-07-23 15:00] 1.4685/1.4685\1.4685/1.4685
[774: Fri 21-07-23 16:00] 1.4685/1.4685\1.4685/1.4685
[775: Fri 21-07-23 17:00] 1.4685/1.4685\1.4685/1.4685
[776: Fri 21-07-23 18:00] 1.4685/1.4685\1.4685/1.4685
[777: Fri 21-07-23 19:00] 1.4685/1.4685\1.4685/1.4685
[778: Sun 21-07-25 23:00] 1.4685/1.4685\1.4685/1.4685
[779: Mon 21-07-26 00:00] 1.4685/1.4685\1.4685/1.4685
[780: Mon 21-07-26 01:00] 1.4685/1.4685\1.4685/1.4685
[781: Mon 21-07-26 02:00] 1.4685/1.4685\1.4685/1.4685
[782: Mon 21-07-26 03:00] 1.4685/1.4685\1.4685/1.4685
[783: Mon 21-07-26 04:00] 1.4685/1.4685\1.4685/1.4685
[784: Mon 21-07-26 05:00] 1.4685/1.4685\1.4685/1.4685
[785: Mon 21-07-26 06:00] 1.4685/1.4685\1.4685/1.4685
[786: Mon 21-07-26 07:00] 1.4685/1.4685\1.4685/1.4685
[787: Mon 21-07-26 08:00] 1.4685/1.4685\1.4685/1.4685
[788: Mon 21-07-26 09:00] 1.4685/1.4685\1.4685/1.4685
[789: Mon 21-07-26 10:00] 1.4685/1.4685\1.4685/1.4685
[790: Mon 21-07-26 11:00] 1.4685/1.4685\1.4685/1.4685
[791: Mon 21-07-26 12:00] 1.4685/1.4685\1.4685/1.4685
[792: Mon 21-07-26 13:00] 1.4685/1.4685\1.4685/1.4685
[793: Mon 21-07-26 14:00] 1.4685/1.4685\1.4685/1.4685
[794: Mon 21-07-26 15:00] 1.4685/1.4685\1.4685/1.4685
[795: Mon 21-07-26 16:00] 1.4685/1.4685\1.4685/1.4685
[796: Mon 21-07-26 17:00] 1.4685/1.4685\1.4685/1.4685
[797: Mon 21-07-26 18:00] 1.4685/1.4685\1.4685/1.4685
[798: Mon 21-07-26 19:00] 1.4685/1.4685\1.4685/1.4685
[799: Mon 21-07-26 20:00] 1.4685/1.4685\1.4685/1.4685
[800: Mon 21-07-26 21:00] 1.4685/1.4685\1.4685/1.4685
[801: Mon 21-07-26 22:00] 1.4685/1.4685\1.4685/1.4685
[802: Mon 21-07-26 23:00] 1.4685/1.4685\1.4685/1.4685
[803: Tue 21-07-27 00:00] 1.4685/1.4685\1.4685/1.4685
[804: Tue 21-07-27 01:00] 1.4685/1.4685\1.4685/1.4685
[805: Tue 21-07-27 02:00] 1.4685/1.4685\1.4685/1.4685
[806: Tue 21-07-27 03:00] 1.4685/1.4685\1.4685/1.4685
[807: Tue 21-07-27 04:00] 1.4685/1.4685\1.4685/1.4685
[808: Tue 21-07-27 05:00] 1.4685/1.4685\1.4685/1.4685
[809: Tue 21-07-27 06:00] 1.4685/1.4685\1.4685/1.4685
[810: Tue 21-07-27 07:00] 1.4685/1.4685\1.4685/1.4685
[811: Tue 21-07-27 08:00] 1.4685/1.4685\1.4685/1.4685
[812: Tue 21-07-27 09:00] 1.4685/1.4685\1.4685/1.4685
[813: Tue 21-07-27 10:00] 1.4685/1.4685\1.4685/1.4685
[814: Tue 21-07-27 11:00] 1.4685/1.4685\1.4685/1.4685
[815: Tue 21-07-27 12:00] 1.4685/1.4685\1.4685/1.4685
[816: Tue 21-07-27 13:00] 1.4685/1.4685\1.4685/1.4685
[817: Tue 21-07-27 14:00] 1.4685/1.4685\1.4685/1.4685
[818: Tue 21-07-27 15:00] 1.4685/1.4685\1.4685/1.4685
[819: Tue 21-07-27 16:00] 1.4685/1.4685\1.4685/1.4685
[820: Tue 21-07-27 17:00] 1.4685/1.4685\1.4685/1.4685
[821: Tue 21-07-27 18:00] 1.4685/1.4685\1.4685/1.4685
[822: Tue 21-07-27 19:00] 1.4685/1.4685\1.4685/1.4685
[823: Tue 21-07-27 20:00] 1.4685/1.4685\1.4685/1.4685
[824: Tue 21-07-27 21:00] 1.4685/1.4685\1.4685/1.4685
[825: Tue 21-07-27 22:00] 1.4685/1.4685\1.4685/1.4685
[826: Tue 21-07-27 23:00] 1.4685/1.4685\1.4685/1.4685
[827: Wed 21-07-28 00:00] 1.4685/1.4685\1.4685/1.4685
[828: Wed 21-07-28 01:00] 1.4685/1.4685\1.4685/1.4685
[829: Wed 21-07-28 02:00] 1.4685/1.4685\1.4685/1.4685
[830: Wed 21-07-28 03:00] 1.4685/1.4685\1.4685/1.4685
[831: Wed 21-07-28 04:00] 1.4685/1.4685\1.4685/1.4685
[832: Wed 21-07-28 05:00] 1.4685/1.4685\1.4685/1.4685
[833: Wed 21-07-28 06:00] 1.4685/1.4685\1.4685/1.4685
[834: Wed 21-07-28 07:00] 1.4685/1.4685\1.4685/1.4685
[835: Wed 21-07-28 08:00] 1.4685/1.4685\1.4685/1.4685
[836: Wed 21-07-28 09:00] 1.4685/1.4685\1.4685/1.4685
[837: Wed 21-07-28 10:00] 1.4685/1.4685\1.4685/1.4685
[838: Wed 21-07-28 11:00] 1.4685/1.4685\1.4685/1.4685
[839: Wed 21-07-28 12:00] 1.4685/1.4685\1.4685/1.4685
[840: Wed 21-07-28 13:00] 1.4685/1.4685\1.4685/1.4685
[841: Wed 21-07-28 14:00] 1.4685/1.4685\1.4685/1.4685
[842: Wed 21-07-28 15:00] 1.4685/1.4685\1.4685/1.4685
[843: Wed 21-07-28 16:00] 1.4685/1.4685\1.4685/1.4685
[844: Wed 21-07-28 17:00] 1.4685/1.4685\1.4685/1.4685
[845: Wed 21-07-28 18:00] 1.4685/1.4685\1.4685/1.4685
[846: Wed 21-07-28 19:00] 1.4685/1.4685\1.4685/1.4685
[847: Wed 21-07-28 20:00] 1.4685/1.4685\1.4685/1.4685
[848: Wed 21-07-28 21:00] 1.4685/1.4685\1.4685/1.4685
[849: Wed 21-07-28 22:00] 1.4685/1.4685\1.4685/1.4685
[850: Wed 21-07-28 23:00] 1.4685/1.4685\1.4685/1.4685
[851: Thu 21-07-29 00:00] 1.4685/1.4685\1.4685/1.4685
[852: Thu 21-07-29 01:00] 1.4685/1.4685\1.4685/1.4685
[853: Thu 21-07-29 02:00] 1.4685/1.4685\1.4685/1.4685
[854: Thu 21-07-29 03:00] 1.4685/1.4685\1.4685/1.4685
[855: Thu 21-07-29 04:00] 1.4685/1.4685\1.4685/1.4685
[856: Thu 21-07-29 05:00] 1.4685/1.4685\1.4685/1.4685
[857: Thu 21-07-29 06:00] 1.4685/1.4685\1.4685/1.4685
[858: Thu 21-07-29 07:00] 1.4685/1.4685\1.4685/1.4685
[859: Thu 21-07-29 08:00] 1.4685/1.4685\1.4685/1.4685
[860: Thu 21-07-29 09:00] 1.4685/1.4685\1.4685/1.4685
[861: Thu 21-07-29 10:00] 1.4685/1.4685\1.4685/1.4685
[862: Thu 21-07-29 11:00] 1.4685/1.4685\1.4685/1.4685
[863: Thu 21-07-29 12:00] 1.4685/1.4685\1.4685/1.4685
[864: Thu 21-07-29 13:00] 1.4685/1.4685\1.4685/1.4685
[865: Thu 21-07-29 14:00] 1.4685/1.4685\1.4685/1.4685
[866: Thu 21-07-29 15:00] 1.4685/1.4685\1.4685/1.4685
[867: Thu 21-07-29 16:00] 1.4685/1.4685\1.4685/1.4685
[868: Thu 21-07-29 17:00] 1.4685/1.4685\1.4685/1.4685
[869: Thu 21-07-29 18:00] 1.4685/1.4685\1.4685/1.4685
[870: Thu 21-07-29 19:00] 1.4685/1.4685\1.4685/1.4685
[871: Thu 21-07-29 20:00] 1.4685/1.4685\1.4685/1.4685
[872: Thu 21-07-29 21:00] 1.4685/1.4685\1.4685/1.4685
[873: Thu 21-07-29 22:00] 1.4685/1.4685\1.4685/1.4685
[874: Thu 21-07-29 23:00] 1.4685/1.4685\1.4685/1.4685
[875: Fri 21-07-30 00:00] 1.4685/1.4685\1.4685/1.4685
[876: Fri 21-07-30 01:00] 1.4685/1.4685\1.4685/1.4685
[877: Fri 21-07-30 02:00] 1.4685/1.4685\1.4685/1.4685
[878: Fri 21-07-30 03:00] 1.4685/1.4685\1.4685/1.4685
[879: Fri 21-07-30 04:00] 1.4685/1.4685\1.4685/1.4685
[880: Fri 21-07-30 05:00] 1.4685/1.4685\1.4685/1.4685
[881: Fri 21-07-30 06:00] 1.4685/1.4685\1.4685/1.4685
[882: Fri 21-07-30 07:00] 1.4685/1.4685\1.4685/1.4685
[883: Fri 21-07-30 08:00] 1.4685/1.4685\1.4685/1.4685
[884: Fri 21-07-30 09:00] 1.4685/1.4685\1.4685/1.4685
[885: Fri 21-07-30 10:00] 1.4685/1.4685\1.4685/1.4685
[886: Fri 21-07-30 11:00] 1.4685/1.4685\1.4685/1.4685
[887: Fri 21-07-30 12:00] 1.4685/1.4685\1.4685/1.4685
[888: Fri 21-07-30 13:00] 1.4685/1.4685\1.4685/1.4685
[889: Fri 21-07-30 14:00] 1.4685/1.4685\1.4685/1.4685
[890: Fri 21-07-30 15:00] 1.4685/1.4685\1.4685/1.4685
[891: Fri 21-07-30 16:00] 1.4685/1.4685\1.4685/1.4685
[892: Fri 21-07-30 17:00] 1.4685/1.4685\1.4685/1.4685
[893: Fri 21-07-30 18:00] 1.4685/1.4685\1.4685/1.4685
[894: Fri 21-07-30 19:00] 1.4685/1.4685\1.4685/1.4685
[895: Sun 21-08-01 23:00] 1.4685/1.4685\1.4685/1.4685
[896: Mon 21-08-02 00:00] 1.4685/1.4685\1.4685/1.4685
[897: Mon 21-08-02 01:00] 1.4685/1.4685\1.4685/1.4685
[898: Mon 21-08-02 02:00] 1.4685/1.4685\1.4685/1.4685
[899: Mon 21-08-02 03:00] 1.4685/1.4685\1.4685/1.4685
[900: Mon 21-08-02 04:00] 1.4685/1.4685\1.4685/1.4685
[901: Mon 21-08-02 05:00] 1.4685/1.4685\1.4685/1.4685
[902: Mon 21-08-02 06:00] 1.4685/1.4685\1.4685/1.4685
[903: Mon 21-08-02 07:00] 1.4685/1.4685\1.4685/1.4685
[904: Mon 21-08-02 08:00] 1.4685/1.4685\1.4685/1.4685
[905: Mon 21-08-02 09:00] 1.4685/1.4685\1.4685/1.4685
[906: Mon 21-08-02 10:00] 1.4685/1.4685\1.4685/1.4685
[907: Mon 21-08-02 11:00] 1.4685/1.4685\1.4685/1.4685
[908: Mon 21-08-02 12:00] 1.4685/1.4685\1.4685/1.4685
[909: Mon 21-08-02 13:00] 1.4685/1.4685\1.4685/1.4685
[910: Mon 21-08-02 14:00] 1.4685/1.4685\1.4685/1.4685
[911: Mon 21-08-02 15:00] 1.4685/1.4685\1.4685/1.4685
[912: Mon 21-08-02 16:00] 1.4685/1.4685\1.4685/1.4685
[913: Mon 21-08-02 17:00] 1.4685/1.4685\1.4685/1.4685
[914: Mon 21-08-02 18:00] 1.4685/1.4685\1.4685/1.4685
[915: Mon 21-08-02 19:00] 1.4685/1.4685\1.4685/1.4685
[916: Mon 21-08-02 20:00] 1.4685/1.4685\1.4685/1.4685
[917: Mon 21-08-02 21:00] 1.4685/1.4685\1.4685/1.4685
[918: Mon 21-08-02 22:00] 1.4685/1.4685\1.4685/1.4685
[919: Mon 21-08-02 23:00] 1.4685/1.4685\1.4685/1.4685
[920: Tue 21-08-03 00:00] 1.4685/1.4685\1.4685/1.4685
[921: Tue 21-08-03 01:00] 1.4685/1.4685\1.4685/1.4685
[922: Tue 21-08-03 02:00] 1.4685/1.4685\1.4685/1.4685
[923: Tue 21-08-03 03:00] 1.4685/1.4685\1.4685/1.4685
[924: Tue 21-08-03 04:00] 1.4685/1.4685\1.4685/1.4685
[925: Tue 21-08-03 05:00] 1.4685/1.4685\1.4685/1.4685
[926: Tue 21-08-03 06:00] 1.4685/1.4685\1.4685/1.4685
[927: Tue 21-08-03 07:00] 1.4685/1.4685\1.4685/1.4685
[928: Tue 21-08-03 08:00] 1.4685/1.4685\1.4685/1.4685
[929: Tue 21-08-03 09:00] 1.4685/1.4685\1.4685/1.4685
[930: Tue 21-08-03 10:00] 1.4685/1.4685\1.4685/1.4685
[931: Tue 21-08-03 11:00] 1.4685/1.4685\1.4685/1.4685
[932: Tue 21-08-03 12:00] 1.4685/1.4685\1.4685/1.4685
[933: Tue 21-08-03 13:00] 1.4685/1.4685\1.4685/1.4685
[934: Tue 21-08-03 14:00] 1.4685/1.4685\1.4685/1.4685
[935: Tue 21-08-03 15:00] 1.4685/1.4685\1.4685/1.4685
[936: Tue 21-08-03 16:00] 1.4685/1.4685\1.4685/1.4685
[937: Tue 21-08-03 17:00] 1.4685/1.4685\1.4685/1.4685
[938: Tue 21-08-03 18:00] 1.4685/1.4685\1.4685/1.4685
[939: Tue 21-08-03 19:00] 1.4685/1.4685\1.4685/1.4685
[940: Tue 21-08-03 20:00] 1.4685/1.4685\1.4685/1.4685
[941: Tue 21-08-03 21:00] 1.4685/1.4685\1.4685/1.4685
[942: Tue 21-08-03 22:00] 1.4685/1.4685\1.4685/1.4685
[943: Tue 21-08-03 23:00] 1.4685/1.4685\1.4685/1.4685
[944: Wed 21-08-04 00:00] 1.4685/1.4685\1.4685/1.4685
[945: Wed 21-08-04 01:00] 1.4685/1.4685\1.4685/1.4685
[946: Wed 21-08-04 02:00] 1.4685/1.4685\1.4685/1.4685
[947: Wed 21-08-04 03:00] 1.4685/1.4685\1.4685/1.4685
[948: Wed 21-08-04 04:00] 1.4685/1.4685\1.4685/1.4685
[949: Wed 21-08-04 05:00] 1.4685/1.4685\1.4685/1.4685
[950: Wed 21-08-04 06:00] 1.4685/1.4685\1.4685/1.4685
[951: Wed 21-08-04 07:00] 1.4685/1.4685\1.4685/1.4685
[952: Wed 21-08-04 08:00] 1.4685/1.4685\1.4685/1.4685
[953: Wed 21-08-04 09:00] 1.4685/1.4685\1.4685/1.4685
[954: Wed 21-08-04 10:00] 1.4685/1.4685\1.4685/1.4685
[955: Wed 21-08-04 11:00] 1.4685/1.4685\1.4685/1.4685
[956: Wed 21-08-04 12:00] 1.4685/1.4685\1.4685/1.4685
[957: Wed 21-08-04 13:00] 1.4685/1.4685\1.4685/1.4685
[958: Wed 21-08-04 14:00] 1.4685/1.4685\1.4685/1.4685
[959: Wed 21-08-04 15:00] 1.4685/1.4685\1.4685/1.4685
[960: Wed 21-08-04 16:00] 1.4685/1.4685\1.4685/1.4685
[961: Wed 21-08-04 17:00] 1.4685/1.4685\1.4685/1.4685
[962: Wed 21-08-04 18:00] 1.4685/1.4685\1.4685/1.4685
[963: Wed 21-08-04 19:00] 1.4685/1.4685\1.4685/1.4685
[964: Wed 21-08-04 20:00] 1.4685/1.4685\1.4685/1.4685
[965: Wed 21-08-04 21:00] 1.4685/1.4685\1.4685/1.4685
[966: Wed 21-08-04 22:00] 1.4685/1.4685\1.4685/1.4685
[967: Wed 21-08-04 23:00] 1.4685/1.4685\1.4685/1.4685
[968: Thu 21-08-05 00:00] 1.4685/1.4685\1.4685/1.4685
[969: Thu 21-08-05 01:00] 1.4685/1.4685\1.4685/1.4685
[970: Thu 21-08-05 02:00] 1.4685/1.4685\1.4685/1.4685
[971: Thu 21-08-05 03:00] 1.4685/1.4685\1.4685/1.4685
[972: Thu 21-08-05 04:00] 1.4685/1.4685\1.4685/1.4685
[973: Thu 21-08-05 05:00] 1.4685/1.4685\1.4685/1.4685
[974: Thu 21-08-05 06:00] 1.4685/1.4685\1.4685/1.4685
[975: Thu 21-08-05 07:00] 1.4685/1.4685\1.4685/1.4685
[976: Thu 21-08-05 08:00] 1.4685/1.4685\1.4685/1.4685
[977: Thu 21-08-05 09:00] 1.4685/1.4685\1.4685/1.4685
[978: Thu 21-08-05 10:00] 1.4685/1.4685\1.4685/1.4685
[979: Thu 21-08-05 11:00] 1.4685/1.4685\1.4685/1.4685
[980: Thu 21-08-05 12:00] 1.4685/1.4685\1.4685/1.4685
[981: Thu 21-08-05 13:00] 1.4685/1.4685\1.4685/1.4685
[982: Thu 21-08-05 14:00] 1.4685/1.4685\1.4685/1.4685
[983: Thu 21-08-05 15:00] 1.4685/1.4685\1.4685/1.4685
[984: Thu 21-08-05 16:00] 1.4685/1.4685\1.4685/1.4685
[985: Thu 21-08-05 17:00] 1.4685/1.4685\1.4685/1.4685
[986: Thu 21-08-05 18:00] 1.4685/1.4685\1.4685/1.4685
[987: Thu 21-08-05 19:00] 1.4685/1.4685\1.4685/1.4685
[988: Thu 21-08-05 20:00] 1.4685/1.4685\1.4685/1.4685
[989: Thu 21-08-05 21:00] 1.4685/1.4685\1.4685/1.4685
[990: Thu 21-08-05 22:00] 1.4685/1.4685\1.4685/1.4685
[991: Thu 21-08-05 23:00] 1.4685/1.4685\1.4685/1.4685
[992: Fri 21-08-06 00:00] 1.4685/1.4685\1.4685/1.4685
!MATICUSDT: SELL 1 (q1 x la1) at MARKET
!error -4164: Order's notional must be no smaller than 5.0 (unless you choose reduce only)
Error 075 (MATICUSDT::S) - can't open 1@1.4683 at 00:00:00

[Fri 21-08-06 01:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 02:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 03:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 04:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 05:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 06:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 07:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 08:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 09:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 10:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 11:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 12:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 13:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 14:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 15:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 16:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 17:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 18:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-06 19:00] 1.45 0 0/0 (1.46850)
[Sun 21-08-08 23:00] 1.45 0 0/0 (1.46850)

Sunday 21-08-08 Profit 0 ----
[Mon 21-08-09 00:00] 1.45 0 0/0 (1.46850)

Monday 21-08-09 Profit 0 ----
[Mon 21-08-09 01:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 02:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 03:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 04:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 05:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 06:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 07:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 08:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 09:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 10:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 11:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 12:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 13:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 14:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 15:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 16:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 17:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 18:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 19:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 20:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 21:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 22:00] 1.45 0 0/0 (1.46850)
[Mon 21-08-09 23:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 00:00] 1.45 0 0/0 (1.46850)

Tuesday 21-08-10 Profit 0 ----
[Tue 21-08-10 01:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 02:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 03:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 04:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 05:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 06:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 07:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 08:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 09:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 10:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 11:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 12:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 13:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 14:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 15:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 16:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 17:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 18:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 19:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 20:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 21:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 22:00] 1.45 0 0/0 (1.46850)
[Tue 21-08-10 23:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 00:00] 1.45 0 0/0 (1.46850)

Wednesday 21-08-11 Profit 0 ----
[Wed 21-08-11 01:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 02:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 03:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 04:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 05:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 06:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 07:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 08:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 09:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 10:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 11:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 12:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 13:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 14:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 15:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 16:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 17:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 18:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 19:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 20:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 21:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 22:00] 1.45 0 0/0 (1.46850)
[Wed 21-08-11 23:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 00:00] 1.45 0 0/0 (1.46850)

Thursday 21-08-12 Profit 0 ----
[Thu 21-08-12 01:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 02:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 03:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 04:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 05:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 06:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 07:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 08:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 09:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 10:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 11:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 12:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 13:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 14:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 15:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 16:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 17:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 18:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 19:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 20:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 21:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 22:00] 1.45 0 0/0 (1.46850)
[Thu 21-08-12 23:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 00:00] 1.45 0 0/0 (1.46850)

Friday 21-08-13 Profit 0 ----
[Fri 21-08-13 01:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 02:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 03:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 04:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 05:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 06:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 07:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 08:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 09:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 10:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 11:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 12:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 13:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 14:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 15:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 16:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 17:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 18:00] 1.45 0 0/0 (1.46850)
[Fri 21-08-13 19:00] 1.45 0 0/0 (1.46850)
Market closed on 08-14 16:29:38 (local 16:29)
[Stop] at 16:29
Logout..
!Logging out... ok


Redacted out only account alias and USDT amount.
Posted By: AndrewAMD

Re: NFA flag? - 08/14/21 16:46

Now apply the correct answer that I just supplied. You need bars, or else Zorro will think the market is closed.
Posted By: Lapsa

Re: NFA flag? - 08/14/21 17:06

Did test it.

Added:

Quote

BarMode = BR_FLAT;


before `asset()` call.

It gets to presence successfully:

Quote

[Sat 21-08-14 17:04] 1.45 0 0/0 (1.44520)
[Sat 21-08-14 17:05] 1.45 0 0/0 (1.44550)


But still attempts to actually trade along the way:

Quote

[982: Wed 21-08-11 11:44] 1.4452/1.4452\1.4452/1.4452
[983: Wed 21-08-11 11:45] 1.4452/1.4452\1.4452/1.4452
[984: Wed 21-08-11 11:46] 1.4452/1.4452\1.4452/1.4452
!MATICUSDT: SELL 1 (q1 x la1) at MARKET
!error -4164: Order's notional must be no smaller than 5.0 (unless you choose reduce only)
Error 075 (MATICUSDT::S) - can't open 1@1.4461 at 11:46:00

[Wed 21-08-11 11:47] 1.45 0 0/0 (1.44520)
[Wed 21-08-11 11:48] 1.45 0 0/0 (1.44520)
[Wed 21-08-11 11:49] 1.45 0 0/0 (1.44520)
[Wed 21-08-11 11:50] 1.45 0 0/0 (1.44520)
[Wed 21-08-11 11:51] 1.45 0 0/0 (1.44520)
Posted By: Lapsa

Re: NFA flag? - 08/14/21 19:21

Quote

Verbose = 7+DIAG;


Yields this clue:


Quote

Hist 08-11 15:51 .. 08-14 19:14: 53
Ticks:
BrokerHistory MATICUSDT:
HTTP: https://fapi.binance.com/fapi/v1/klines?symbol=MATICUSDT&interval=1m&startTime=1628697118000&endTime=1628968498000&limit=1500,(null),(null)
printf:
BrokerHistory §s: §.f ms53
printf:
!§s §s to §s


When I try to open URL in a browser, binance returns this error message:

Quote

{"code":-1102,"msg":"Mandatory parameter 'limit' was not sent, was empty/null, or malformed."}


If I remove `,(null),(null)` part firom the `limit` query string param - binance returns ohlc`s correctly.

Question is - what is Zorro trying to pass there?
What might be those `(null)`s?
Is there a way to fix them? Perhaps remove them?
Posted By: Lapsa

Re: NFA flag? - 08/14/21 19:54

Yeah...

I think the first (null) is just a request type. By default GET hence omitted. And the second (null) is headers, also omitted.

So I'm back to land of nowhere.
Posted By: Lapsa

Re: NFA flag? - 08/14/21 20:45

Also tried to add these:

Quote

if (is(FIRSTRUN)) return;
if (is(FIRSTINITRUN)) return;
if (is(INITRUN)) return;
if (!Live) return;
if (!RUNNING) return;


before entering trades.
Posted By: Lapsa

Re: NFA flag? - 08/14/21 20:51

`UpdateDays` variable gets ignored.
Posted By: Lapsa

Re: NFA flag? - 08/14/21 20:54

It just doesn't work.
Posted By: AndrewAMD

Re: NFA flag? - 08/14/21 21:38

The barmode flag was to solve the problem of the Weekend being observed, and therefore, "market is closed". That should be done with now.

This other issue you discussing, I have no way to know what you are complaining about. What reason do you have to believe that it should [not] be trading at all?
Posted By: Lapsa

Re: NFA flag? - 08/14/21 21:57

Originally Posted by AndrewAMD
The barmode flag was to solve the problem of the Weekend being observed, and therefore, "market is closed". That should be done with now.


That is correct. I was bit confused at first how barmode thingy works but you are right. That issue is resolved ('Market is closed' message).

Originally Posted by AndrewAMD
This other issue you discussing, I have no way to know what you are complaining about. What reason do you have to believe that it should be trading at all?


It shouldn't be. That's the problem.

Zorro catches up on historical data and along the way - calls exchange to open/close trades based on data 2 days ago.

It should be placing trades only AFTER the pull of historical data.

It's as if Zorro reads historical data tick by tick, minute by minute, checks strategy, builds up indicators, series and whatnot, sees enterLong(), places trade, immediately reads next 5-20 tick bars, confirms that it should go short now, reverts position, reads next 10, closes again etc. All that while it catches up on historical data. Like, I don't know, perhaps 100 order creation requests - in about one minute.

And I'm having same issue with original Workshop4 script too. Only it doesn't spam order requests as much since it works with bar period of 1440.
Posted By: Lapsa

Re: NFA flag? - 08/15/21 08:21

I think I found it. It seems to be working as expected.

Pulled down recent 3 day data, prepared, converted to t6, sorted.

This is how currently first lines of run() function looks like:

Quote

function run()
{
set(NFA|PRELOAD); //|PLOTNOW|PARAMETERS|FACTORS
BarPeriod = 1;
LookBack = 29;
//UpdateDays = 0;
StartDate = 20210814;
EndDate = 20210815;
BarMode = BR_FLAT;

History = "*.t6";

// asset("MATICUSDT");


Commenting out asset() function calls seems to be detrimental.
Setting history variable might be not as it seems to be same as default.

NFA, PRELOAD flags and BarMode are also crucial.

Quote

Lookback period (29 bars) .


[157: Sun 21-08-15 08:01] 1.3803/1.3837\1.3803/1.3823
[158: Sun 21-08-15 08:02] 1.3821/1.3841\1.3785/1.3799
[159: Sun 21-08-15 08:03] 1.3803/1.3841\1.3780/1.3796
[160: Sun 21-08-15 08:04] 1.3796/1.3861\1.3782/1.3843
[161: Sun 21-08-15 08:05] 1.3843/1.3934\1.3843/1.3927
[162: Sun 21-08-15 08:06] 1.3927/1.3932\1.3879/1.3926
[163: Sun 21-08-15 08:07] 1.3928/1.3973\1.3909/1.3964
[164: Sun 21-08-15 08:08] 1.3964/1.3964\1.3889/1.3917


^ Notice there's no processing of Fri 21-08-13 bars. It jumps right in.

Currently waiting for the first signal.

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

Quote

[175: Sun 21-08-15 08:19] 1.3952/1.3960\1.3936/1.3951
[176: Sun 21-08-15 08:20] 1.3950/1.3978\1.3941/1.3969
(MATICUSDT::S) Short 5@1.39690 Entry stop
(MATICUSDT::S) Entry stop 1.39690 hit at 1.39680 08:20:00
!MATICUSDT: SELL 5 (q5 x la1) at MARKET
[MATICUSDT::S00037] Short 5@1.39690


Yay! Trade probably will drown but the tech seems to be working!

Nice and clean.

Phew.... Hussle is an understatement.
Posted By: Lapsa

Re: NFA flag? - 08/15/21 09:34

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