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Re: Votes for future features
[Re: CaptainChezza]
#463655
12/19/16 23:50
12/19/16 23:50
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Joined: Dec 2016
Posts: 1 London
cosmor
Guest
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Guest
Joined: Dec 2016
Posts: 1
London
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Hi Z community,
I vote for Artificial assets as very high priority.
Meanwhile, it would be nice if any guru can give a script example, (based on current Zoro version) of e.g USDX (dollar index) to be calculated on the fly ( example of weighted formula from MQ4:
ExtMapBuffer1[i]=50.14348112*MathPow(iClose("EURUSD",0,i),-0.576)*MathPow(iClose("USDJPY",0,i),0.136)*MathPow(iClose("GBPUSD",0,i),-0.119)*MathPow(iClose("USDCAD",0,i),0.091)*MathPow(iClose("USDSEK",0,i),0.042)*MathPow(iClose("USDCHF",0,i),0.036);
)
and use some series transformation functions or an example of a peak/ valey or crossover example.
As this would be an artificial value on some brokers, there will be no bars or price series, but can be constructed on the fly.
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Re: Votes for future features
[Re: boatman]
#463755
12/24/16 09:20
12/24/16 09:20
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Joined: Dec 2014
Posts: 206 Germany
Smon
Member
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Member
Joined: Dec 2014
Posts: 206
Germany
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Better resume trading support. As far as I can see, Zorro still doesn't exactly pick up trading where it stopped. When I restart and I click result, the chart only shows 1 day of history and the portfolio.txt doesn't show the actual portfolio, even when the strategy ran for weeks. I don't know if this is fixed already, but in former Zorro versions restarting Zorro also messed with the Z12 portfolio. Just after restarting, like 20% - 30% of all open trades were closed almost immediately.
And I want to report a bug (didn't find a better place for this): I'm using Windows 10 on a Core2Duo Notebook (slightly above 2GHz). When I hit start in Zorro (I only tested this with Z12), Desktop Window Manager jumps from 8% CPU to 55% - 58%, causing the fan to run at all times.
Last edited by sdh309795gaas; 12/24/16 09:22.
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Re: Votes for future features
[Re: mig]
#465134
04/04/17 09:50
04/04/17 09:50
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Joined: Apr 2014
Posts: 482 Sydney, Australia
boatman
OP
Senior Member
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OP
Senior Member
Joined: Apr 2014
Posts: 482
Sydney, Australia
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Hi, Since the release of 1.54.1, you can trade index futures via the IB Bridge, too. One important feature the IB Bridge is missing though, is the ability to get live traded volume data send when doing live trading via IB. For example, this prevents the use of filters which depend on the total bar volume to either validate entry signals or to be used as early exit parameters if the volume falls under a certain threshold. On intra-day strategies with a short BarPeriod such filters make a lot of sense on momentum or trend strategies to limit the amount of “false signals”….
So pls vote for this enhancement of the IB Bridge in the next release.
Thanks I vote for this feature too. It is one that I would consider critical for futures trading. Thanks!
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