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Scripts not working correcly on Zorro1.22 #440168
04/19/14 14:16
04/19/14 14:16
Joined: Nov 2012
Posts: 126
B
blaub4r Offline OP
Member
blaub4r  Offline OP
Member
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Joined: Nov 2012
Posts: 126
I have some scripts which ceased to work correctly after the update.
First of all the HEDGING-flag (my scripts are quite old), which was supported in Zorro 1.20 is no longer supported in Zorro 1.22 (why?), so I replaced it with Hedging = 2 according to the manual.

Then I ran the strategy. It uses no Stoploss and a Profittarget of 22 pips and runs a simple grid on EUR/CHF.
This is an extract from the logfile:

[440: Wed 21.09. 07:00] 96p 16/12
[EUR/CHF:16:S4029] Short 1@1.2262 p at 07:00
[EUR/CHF:15:S3827] Target 1@1.2262: -2.46 at 07:00
[EUR/CHF:16:S4029] Target 1@1.2262: -0.43 at 07:00

[441: Wed 21.09. 07:10] 61p 14/15
[EUR/CHF:15:S4130] Short 1@1.2234 p at 07:10

[442: Wed 21.09. 07:20] 61p 15/15
[EUR/CHF:14:L4231] Long 1@1.2228 p at 07:20

[443: Wed 21.09. 07:30] 61p 15/16
[EUR/CHF:15:S4130] Target 1@1.2233: -0.17 at 07:30

[444: Wed 21.09. 07:40] 59p 14/17
[445: Wed 21.09. 07:50] 59p 14/17
[EUR/CHF:13:S4532] Short 1@1.2217 p at 07:50
[EUR/CHF:13:L4533] Long 1@1.2217 p at 07:50

[446: Wed 21.09. 08:00] 59p 16/17
[EUR/CHF:12:L4634] Long 1@1.2196 p at 08:00
[EUR/CHF:14:S2717] Target 1@1.2196: +1.54 at 08:00
[EUR/CHF:13:S4532] Target 1@1.2196: +1.37 at 08:00

[447: Wed 21.09. 08:10] 94p 17/17
[EUR/CHF:13:S4735] Short 1@1.2213 p at 08:10
[EUR/CHF:12:L4634] Target 1@1.2213: +1.17 at 08:10

There are trades closed negative which should be closed at a profit of 22 pips. I have no clue why this happened and the fluctuation is too big to be explained through slippage.

This is an extract from the log of the same strategy run on Zorro 1.14:
441: Tue 20.09. 12:30] 0p 2/0
[EUR/CHF:4:L6700] Target 1@1.2086: +1.61 at 12:30
[EUR/CHF:5:L7601] Target 1@1.2089: +1.57 at 12:30

[442: Tue 20.09. 12:40] 39p 2/0
[EUR/CHF:9:L4300] Long 1@1.2139 Risk 41 at 12:40

[443: Tue 20.09. 12:50] 39p 2/1
[EUR/CHF:9:L4300] Target 1@1.2161: +1.69 at 12:50

[444: Tue 20.09. 13:00] 60p 3/0
[EUR/CHF:11:L4500] Long 1@1.2175 Risk 41 at 13:00
[EUR/CHF:11:L4500] Target 1@1.2197: +1.41 at 13:00

Here all trades are closed in profit at the equivalent of 22 pips with some slippage.


I appreciate any help,

blaub4r

Re: Scripts not working correcly on Zorro1.22 [Re: blaub4r] #440238
04/21/14 07:46
04/21/14 07:46
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
Please check your Zorro version: it should be 1.22.2 on the start message. If it's a lower version please download and install it again from the normal download link.

Prior 1.22 versions had indeed a too pessimistic return when the profit target was hit already during the first bar of the trade. This was changed in the newest version, 1.22.2.

Re: Scripts not working correcly on Zorro1.22 [Re: jcl] #440244
04/21/14 11:26
04/21/14 11:26
Joined: Nov 2012
Posts: 126
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blaub4r Offline OP
Member
blaub4r  Offline OP
Member
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Joined: Nov 2012
Posts: 126
Thanks, it is now working correctly


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