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Live performance report after Zorro restart #482789
03/29/21 18:02
03/29/21 18:02
Joined: Aug 2020
Posts: 59
London
Neb Offline OP
Junior Member
Neb  Offline OP
Junior Member

Joined: Aug 2020
Posts: 59
London
Hi,

After Zorro restart (stop trading, but did not close trade itself), it is not picking up all my trades from trades.csv.
After triggering SL, it is showing me stats only for the last one closed, but I had 5 in total.
And then it comes to show funny numbers like: Annual return 12867%

How I can fix this ?

Thanks,

Neb

Re: Live performance report after Zorro restart [Re: Neb] #482803
03/31/21 06:34
03/31/21 06:34
Joined: Aug 2020
Posts: 59
London
Neb Offline OP
Junior Member
Neb  Offline OP
Junior Member

Joined: Aug 2020
Posts: 59
London
Hi,

Anyone ?
How can I push Zorro to use whole trades.csv to calculate performance stats ?

Thanks,
Neb

Re: Live performance report after Zorro restart [Re: Neb] #482804
03/31/21 06:55
03/31/21 06:55
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Zorro does not read trades.csv and cannot pick up its trades because they are already closed. You must write code for doing something with that file.

Re: Live performance report after Zorro restart [Re: jcl] #482805
03/31/21 17:13
03/31/21 17:13
Joined: Aug 2020
Posts: 59
London
Neb Offline OP
Junior Member
Neb  Offline OP
Junior Member

Joined: Aug 2020
Posts: 59
London
Hi @Jcl,

Thanks for reply!

Originally Posted by jcl
Zorro does not read trades.csv and cannot pick up its trades because they are already closed....


But I got html performance report for the last closed trade. But not for the previous 4 closed trade (which occurred before Zorro restarted).
How do you explain that ? Where and how did it pick from ?
I did not write a script.

So, what is then a concept of html performance report for live trading ?
Performance of strategy only for currently open trades ?

Also, having in mind that I tested strategy and test is finished, then I would not have correct performance report as well (cause it is showing only open trades)?
Or it is different as I think?

In my honest opinion, strategy performance report should include all closed and open trades.
Until you want to reset them or you are changing strategy script ?
Or maybe I am wrong ?

Thanks,

Neb

Last edited by Neb; 04/01/21 05:46.
Re: Live performance report after Zorro restart [Re: Neb] #482814
04/01/21 15:42
04/01/21 15:42
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
When you start a new session, you normally also start new statistics. But there is a SaveMode setting for loading the statstics from the previous session.

Re: Live performance report after Zorro restart [Re: Neb] #482829
04/02/21 15:04
04/02/21 15:04
Joined: Aug 2020
Posts: 59
London
Neb Offline OP
Junior Member
Neb  Offline OP
Junior Member

Joined: Aug 2020
Posts: 59
London

Thanks Jcl !

That would help !

Neb


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