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Re: New Zorro version 2.35 [Re: jcl] #482388
02/01/21 08:51
02/01/21 08:51
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I think January 2021 was not yet complete by last Friday.

- New version 2.35.1: http://opserver.de/down/Zorro_235.exe

Changes: the "up to date" period of assetHistory() was reduced from 12 hours to half the download resolution. Also some typos in the manual were fixed and the missing SET_VOLTYPE command for IB added.

Re: New Zorro version 2.35 [Re: jcl] #482393
02/01/21 13:57
02/01/21 13:57
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
Senior Member
Grat  Offline
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G

Joined: May 2015
Posts: 390
Czech Republic
Sorry,

param -a in command line stil not work frown
[Linked Image]

Attached Files command_Line.jpg
Last edited by Grat; 02/01/21 13:58.
Re: New Zorro version 2.35 [Re: jcl] #482394
02/01/21 14:33
02/01/21 14:33
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
And subjective - version 2. 35.1 is a slower like 2.350

Last edited by Grat; 02/01/21 14:33.
Re: New Zorro version 2.35 [Re: jcl] #482396
02/01/21 17:39
02/01/21 17:39
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Nothing changed with speed or with -a. If you think it's a bug, we still need that script.

- New version 2.35.2: http://opserver.de/down/Zorro_235.exe

All reported bugs so far are fixed in this version: The IB plugin did sometimes not return the account balance and a part of the EUR/USD history was missing.

Re: New Zorro version 2.35 [Re: jcl] #482397
02/01/21 18:21
02/01/21 18:21
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
Senior Member
Grat  Offline
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
try this:

is a simple:

Code
 zorro -train Workshop5  -a gbp/jpy -c Real54AU
 zorro -train Workshop5  -a aud/jpy -c Real54AU
 zorro -train Workshop5  -a eur/cad -c Real54AU


in Workshop5.c rem line 13
//asset("EUR/USD");

script always run with last opened symbol. Don't use symbol from command line.

[Linked Image]

I use script from wokshop5
Code
// Workshop 5: Counter trend trading, optimized ////////////////

function run()
{
	set(PARAMETERS);  // generate and use optimized parameters
	BarPeriod = 240;	// 4 hour bars
	LookBack = 500;
	StartDate = 2005;
	EndDate = 2017; 	// fixed simulation period
	NumWFOCycles = 10; // activate WFO
	NumCores = -2;	// multicore training
	
	//asset("EUR/USD");
	
	if(ReTrain) {
		printf("\nRetraining....");
		UpdateDays = -1;	// update price data from the server 
		SelectWFO = -1;	// select the last cycle for re-optimization
	}
		
// calculate the buy/sell signal
	vars Price = series(price());
	vars Filtered = series(BandPass(Price,optimize(30,20,40),0.5));
	vars Signal = series(FisherN(Filtered,500));
	var Threshold = optimize(1,0.5,1.5,0.1);

// buy and sell
	Stop = optimize(4,2,10) * ATR(100);
	Trail = 4*ATR(100);

	if(crossUnder(Signal,-Threshold))
		enterLong(); 
	else if(crossOver(Signal,Threshold))
		enterShort();

// plot signals and thresholds
	plot("Filtered",Filtered,NEW,BLUE);
	plot("Signal",Signal,NEW,RED);
	plot("Threshold1",1,0,BLACK);
	plot("Threshold2",-1,0,BLACK);
	set(LOGFILE,PLOTNOW); 
} 

Attached Files Snímek obrazovky 2021-02-01 v 19.19.49.png
Last edited by Grat; 02/01/21 18:24.
Re: New Zorro version 2.35 [Re: jcl] #482398
02/01/21 19:15
02/01/21 19:15
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
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Joined: Feb 2017
Posts: 1,718
Chicago
What happens if you change gbp/jpy to GBP/JPY?

Re: New Zorro version 2.35 [Re: jcl] #482399
02/01/21 19:41
02/01/21 19:41
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
Senior Member
Grat  Offline
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
every time is symbol from last opened panel. I trying many time. From version 2.35 Zorro don't read symbol from command line. Older version ( also beta - may by I mis any beta version, not try all ) without problem.

Re: New Zorro version 2.35 [Re: jcl] #482401
02/01/21 20:06
02/01/21 20:06
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
Senior Member
Grat  Offline
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
Ok, i found, where is BUG - I waste one day frown

Code
Zorro -train Workshop5.c -a eur/usd


working without problem

but
Code
Zorro -train Workshop5.c -a eur/usd -c accountname


make problem

Re: New Zorro version 2.35 [Re: jcl] #482408
02/02/21 10:20
02/02/21 10:20
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Ah, this explains it then. Selecting a new account will also select its asset list and thus probably purge the asset selection of the previous list.

I understand that this is unwanted behavior. We'll fix that.

Re: New Zorro version 2.35 [Re: jcl] #482427
02/04/21 11:27
02/04/21 11:27
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
Senior Member
Grat  Offline
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
still is no new version?

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