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Re: New Zorro version 2.30 [Re: jcl] #480953
07/27/20 10:09
07/27/20 10:09
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
New version 2.30.1: http://opserver.de/down/Zorro_230.exe

The bugs reported for 2.30.0 have been fixed: dataParse with text strings and storing GTC trades.

Re: New Zorro version 2.30 [Re: jcl] #480954
07/27/20 10:25
07/27/20 10:25
Joined: Jul 2017
Posts: 783
Z
Zheka Offline
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Zheka  Offline
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Z

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Posts: 783
At the moment when there are no open or pending trades,
1) results(1+24,30) is 6, while NumWinTotal is 15; same for losing trades
2) results(2+4+24,30)/PIP cannot conceivably be 213003

Re: New Zorro version 2.30 [Re: jcl] #480956
07/27/20 13:13
07/27/20 13:13
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Your results call sums up the last 30 trades. Not the total of all trades.

Re: New Zorro version 2.30 [Re: jcl] #480957
07/27/20 13:30
07/27/20 13:30
Joined: Jul 2017
Posts: 783
Z
Zheka Offline
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Zheka  Offline
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Z

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Posts: 783
If it is too difficult to read 2 messages above, here is the piece of code again:
Code
if ( (NumWinTotal+NumLossTotal)==30 )
	{
	var NumWins = results(1+24,30);	// Number of winning and won trades
	var NumLosses = results(1+4+24,30);	// Number of losing and lost trades

	var pipWins = results(2+24,30)/PIP;	   // Total win in pips
	var pipLosses = results(2+4+24,30)/PIP;	// /PIPTotal loss in pips
		
	print(TO_LOG,"\n NumWins=%i, NumLosses=%i, resNumWins=%.0f, resNumLosses=%.0f, pipWins=%.2f, pipLosses=%.2f", NumWinTotal,NumLossTotal,NumWins,NumLosses,pipWins,pipLosses);
		
	}
which gives:
Quote
[2826: Thu 19-06-20 01:00] 2.56 0 15/15 (1.12575)
NumWins=15, NumLosses=15, resNumWins=6, resNumLosses=24, pipWins=52.45, pipLosses=213003.51




Re: New Zorro version 2.30 [Re: jcl] #480958
07/27/20 13:37
07/27/20 13:37
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Ok, we'll check what's wrong with the pips of losses. But for summing up closed trades you must use +16, not +24.

https://manual.zorro-project.com/results.htm

Re: New Zorro version 2.30 [Re: jcl] #480959
07/27/20 14:18
07/27/20 14:18
Joined: Jul 2017
Posts: 783
Z
Zheka Offline
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Zheka  Offline
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Posts: 783
I want to sum up BOTH open and closed trades.

BUT in this specific moment, there are no open trades (have a look at my original message: the log showed that the open trade has just been closed at 19-06-20 00:00.)

So, using +16 or +24 (or not using any) should return a number equal to NumWinTotal over 30 trades.


Addition: just tried this example with +8 (only open trades ) -> It returns exactly the same numbers for # of trades and pips as with +24, - at the moment when there are NO OPEN TRADES (and it should return zeros).

Pls confirm you can replicate this.

Last edited by Zheka; 07/27/20 17:33.
Re: New Zorro version 2.30 [Re: jcl] #480962
07/27/20 17:35
07/27/20 17:35
Joined: Jul 2017
Posts: 783
Z
Zheka Offline
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Zheka  Offline
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Z

Joined: Jul 2017
Posts: 783
Bug#4: when using plot() functions with LOGFILE set, Zorro does not export values for the first and the last "bins" to the ".._plot.csv" file.

Re: New Zorro version 2.30 [Re: jcl] #480970
07/28/20 08:07
07/28/20 08:07
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
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Grat  Offline
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G

Joined: May 2015
Posts: 390
Czech Republic
Script Process.c not work correct.

Attached Files process.jpg
Re: New Zorro version 2.30 [Re: jcl] #480984
07/29/20 08:17
07/29/20 08:17
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Thank you for testing!

- Calling results() with +8: The bug was confirmed. It will be fixed in the next update.
- No first and last bin in the plot.csv: Not confirmed. But it could depend on the script, can you post it?
- Process.c does not work: Not confirmed. Can you contact Support? It can be some PC specific issue, so we'll need more details.

Re: New Zorro version 2.30 [Re: jcl] #480989
07/29/20 16:46
07/29/20 16:46
Joined: Jul 2017
Posts: 783
Z
Zheka Offline
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Zheka  Offline
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Z

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Posts: 783
Originally Posted by jcl

- No first and last bin in the plot.csv: Not confirmed. But it could depend on the script, can you post it?
Indeed, it only shows in some very special cases.
Code
#include <profile.c>

function run()
{
	set(LOGFILE);
	set(PEEK);
   	
	BarPeriod = 60; 
		
	StartDate = 2019; 
	EndDate   = 2020;
		
	if (true) {
		var ibs=IBS();
		
		var st = 0.05;
		var Ret = (priceClose(-1)-priceClose(0));
		var Bin = floor(ibs /st) ;  

		plotBar(Asset, Bin , st*(Bin),Ret,AVG+LINE+NEW,GREEN);//
	}
	 else
		 plotDay(priceClose(0),0);
	
}

plotSeason and plotDay/Week/etc functions also have several bugs: one is that 'period one' at the start of a "season" is not counted/always zero.

Attached Files plotDay_tocsv_bug.JPGplotBar_tocsv_bug.JPG
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