Gamestudio Links
Zorro Links
Newest Posts
Free Live Data for Zorro with Paper Trading?
by AbrahamR. 05/18/24 13:28
Change chart colours
by 7th_zorro. 05/11/24 09:25
Data from CSV not parsed correctly
by dr_panther. 05/06/24 18:50
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
4 registered members (degenerate_762, AbrahamR, AndrewAMD, ozgur), 667 guests, and 8 spiders.
Key: Admin, Global Mod, Mod
Newest Members
Hanky27, firatv, wandaluciaia, Mega_Rod, EternallyCurious
19051 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 1 of 2 1 2
AUD/CAD all zeros in Assets.dta #444277
08/04/14 18:30
08/04/14 18:30
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
User
GPEngine  Offline OP
User
G

Joined: Sep 2013
Posts: 504
California
I have FXCM Demo account
When I run Download.c with AUD/CAD in the loop, the following line is consistently. I tried on several different days of the week including just now (Monday ~ 2pm EDT)

I am suspicious of this line and I believe it causes unrealistic backtest (once copied to AssetsFix.dta).

Name Price Spread RollLong/Short PIP PIPCost Margin Lot
AUD/CAD 0.00000 0.00000 0.0000 0.0000 0.0000 0.00000 0.000 0.0

There are other lines where Price is 0 but at least there are positive values for Spread, etc. I am hoping that Price is not used -- I can't imagine what it would be used for.
AUD/USD 0.00000 0.00023 0.4600 -0.9600 0.0001 0.10000 24.000 1000.0
EUR/CHF 0.00000 0.00026 0.0300 -0.2400 0.0001 0.11168 32.000 1000.0
EUR/TRY 0.00000 0.00287 -6.0200 1.0500 0.0001 0.04688 80.000 1000.0
GBP/CHF 0.00000 0.00035 0.1500 -0.4000 0.0001 0.11168 38.000 1000.0
GBP/USD 0.00000 0.00026 0.0700 -0.1500 0.0001 0.10000 38.000 1000.0
USD/CAD 0.00000 0.00024 -0.3600 0.1700 0.0001 0.09380 20.000 1000.0
USD/NOK 0.00000 0.00175 -0.5800 0.1700 0.0001 0.01616 20.000 1000.0

Before I contact FXCM, is this a known issue? How should I phrase my question?

Re: AUD/CAD all zeros in Assets.dta [Re: GPEngine] #444278
08/04/14 18:31
08/04/14 18:31
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
User
GPEngine  Offline OP
User
G

Joined: Sep 2013
Posts: 504
California
Rather, it causes an error message like "AUD/CAD not found" during Train/Test, which is reasonable considering the data file line.

Re: AUD/CAD all zeros in Assets.dta [Re: GPEngine] #444321
08/06/14 10:12
08/06/14 10:12
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
I confirm that there is something wrong with the FXCM server again. New subscribed assets contain no data. I'll forward this to FXCM.

Re: AUD/CAD all zeros in Assets.dta [Re: jcl] #444395
08/08/14 14:13
08/08/14 14:13
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
Ok, problem found. It is indeed an API issue and happens when prices are requested the first time in a session. The second and further requests are ok.

We'll implement a workaround, but until then, you can get the AUD/CAD parameters with a script that just connects and then waits a few bars before exiting.

Re: AUD/CAD all zeros in Assets.dta [Re: jcl] #444399
08/08/14 14:49
08/08/14 14:49
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
User
GPEngine  Offline OP
User
G

Joined: Sep 2013
Posts: 504
California
Thanks laugh

Re: AUD/CAD all zeros in Assets.dta [Re: GPEngine] #444485
08/12/14 14:28
08/12/14 14:28
Joined: Nov 2013
Posts: 123
Mithrandir77 Offline
Member
Mithrandir77  Offline
Member

Joined: Nov 2013
Posts: 123
Any news or workaround about this? I am experiencing a similar issue with Copper, I tried several times using Download script but nevertheless this is my Assets.dta:

Code:
Name      Price   Spread  RollLong/Short PIP   PIPCost Margin Lot
AUD/USD   0.90705 0.00024 0.3100 -0.6300 0.0001 0.07182 5.000 1000.0
Copper    0.00000 0.00000 0.0000 0.0000 0.0000 0.00000 0.000 0.0
EUR/CHF   1.21554 0.00025 0.0400 -0.1300 0.0001 0.08228 5.000 1000.0



And then when I want to just run this code:

Code:
function run(){
	BarPeriod = 60*24;
	StartDate = 2011;
	asset("Copper");
	set(PLOTNOW);
	vars Prices = series(price());
	plot("Price",Prices[0],MAIN,BLACK);
}




prices compiling................
BackTest: prices XAG/USD 2011..2014
Generate Chart - please wait... ok

It says:

Asset Copper not found
No Copper prices

Even though I have copper history from 2011-2014 and tried the workaround that JCL told in the previous message by modifying the download script like this:

Code:
#ifdef ADD_ASSET // add single asset
	static int i = 0;
	name = ADD_ASSET;	
	asset(name);	
	loadHistory(name,1);
	i = i + 1;	
#else
....
#endif
	if (i == 7)		
		quit("Done!")



Last edited by Mithrandir77; 08/12/14 14:41.
Re: AUD/CAD all zeros in Assets.dta [Re: Mithrandir77] #444515
08/13/14 11:15
08/13/14 11:15
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
You can insert this line for Copper in AssetsFix.dta:

Copper 3.1380 0.00200 0.0000 0.0000 0.0010 0.07486 5.000 100.0

The next Zorro version, with the workaround, will be released in a few days.

Re: AUD/CAD all zeros in Assets.dta [Re: jcl] #444555
08/14/14 02:12
08/14/14 02:12
Joined: Nov 2013
Posts: 123
Mithrandir77 Offline
Member
Mithrandir77  Offline
Member

Joined: Nov 2013
Posts: 123
Originally Posted By: jcl
You can insert this line for Copper in AssetsFix.dta:

Copper 3.1380 0.00200 0.0000 0.0000 0.0010 0.07486 5.000 100.0

The next Zorro version, with the workaround, will be released in a few days.


jcl, thanks for your response, I finally got it working while trying to code your suggestion, I didn't understand what you mean by 'waiting a few bars before exiting' since when suscribing the asset and using NumYears=-1 there aren't any bars, what I tried was using another asset like EUR/USD for having bars but to no avail.

Today I tried again with this script

Click to reveal..
Code:
#define ADD_ASSET "Copper"

//int i;

function run()
{
//	if (is(INITRUN))
//		i = 0;	
//	NumYears = -1;	
//	string name = ADD_ASSET;
//	asset(name);
//	loadHistory(name,1);	
//	msg("%d",i);
//	i += 1;
//	if (i == 7){	
//		msg("hola");
//		
//		quit("Done!");
//	}
	static int i;
	if (is(INITRUN)){
		i =0;	
   	NumYears = -1; 
   	loadHistory("Copper",1);
   	msg("primero");
	}
	if (i < 4){
		msg("%d",i);
		NumYears = -1;
		loadHistory("Copper",1);
	}	
	NumYears = 6;		
   i = i + 1;  
   if (i==7)
  		quit("Done!");
	
}



and Assets.dta was set with

Copper 3.4000 2.0000 0.0000 0.0000 0.0100 0.10000 5.000 1.0

Is this ok? I see that the lot size is 100 times smaller than yours, is this because of the lot size changes of FXCM in january for CFDs?

Anyway, I trust you laugh and I will use your values for my tests.

Re: AUD/CAD all zeros in Assets.dta [Re: Mithrandir77] #444560
08/14/14 08:33
08/14/14 08:33
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
No, the lot size difference is due to a different account type. You can use both, but yours will be closer to the live trading result with your account.

Re: AUD/CAD all zeros in Assets.dta [Re: jcl] #444859
08/20/14 01:40
08/20/14 01:40
Joined: Sep 2013
Posts: 504
California
G
GPEngine Offline OP
User
GPEngine  Offline OP
User
G

Joined: Sep 2013
Posts: 504
California
I think there is a larger problem than what you described.

Page 1 of 2 1 2

Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1