One Night Stand System

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Re: One Night Stand System [Re: RTG] #456094 11/09/15 09:31 11/09/15 09:31
Joined: Dec 2013 Posts: 568 Fuerth, DE Sphin User
Sphin User Joined: Dec 2013 Posts: 568 Fuerth, DE	Same idea! I just started the new version on 1.32, 1.36 and 1.38 yesterday. Awaiting Friday for results ...

Re: One Night Stand System [Re: Sphin] #456169 11/13/15 01:05 11/13/15 01:05
Joined: Feb 2014 Posts: 181 R RTG OP Member
RTG OP Member R Joined: Feb 2014 Posts: 181	Today my Zorro 1.32 has setup, Zorro 1.34 has not. Both are using the same script.

Re: One Night Stand System [Re: RTG] #456177 11/13/15 10:35 11/13/15 10:35
Joined: Dec 2013 Posts: 568 Fuerth, DE Sphin User
Sphin User Joined: Dec 2013 Posts: 568 Fuerth, DE	Neither 1.32, nor 1.36, nor 1.38 did setup any trades. What assets are your trades of 1.32 trading?

Re: One Night Stand System [Re: Sphin] #456179 11/13/15 14:23 11/13/15 14:23
Joined: Feb 2014 Posts: 181 R RTG OP Member
RTG OP Member R Joined: Feb 2014 Posts: 181	"USD/CHF","USD/JPY","GBP/USD","EUR/USD","EUR/JPY","USD/CAD", "USOil"

Re: One Night Stand System [Re: RTG] #456182 11/13/15 15:03 11/13/15 15:03
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	May I offer some advice? Waiting until a system trades at a certain day is certainly a time-consuming task. I would in such a situation modify the system so that it trades any day, not just Friday, and print out all relevant signals or variables at any bar. Otherwise you know that it does not trade, but still do not know why. Just a suggestion to solve the problem quickly.

Re: One Night Stand System [Re: jcl] #456193 11/13/15 19:18 11/13/15 19:18
Joined: Dec 2013 Posts: 568 Fuerth, DE Sphin User
Sphin User Joined: Dec 2013 Posts: 568 Fuerth, DE	@RTG: crazy ... @jcl: Thanks for your hint! I thought the code is too simple but ... Is there a chance to print a bool variable directly or typecasted with print? My tries always end in a "Error 111: Crash in script". I tried a workaround: Code: if (rising(SMAShort)) string SMAShortD = "rising"; else if (falling(SMAShort)) string SMAShortD = "falling"; then SMAShortD is either (null) or "falling". If I turn it upside down: Code: if (falling(SMAShort)) string SMAShortD = "falling"; else if (rising(SMAShort)) string SMAShortD = "rising"; then SMAShortD is either (null) or "rising". I really like to know what I'm doing wrong.

Re: One Night Stand System [Re: Sphin] #456198 11/14/15 00:57 11/14/15 00:57
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	Hi Sphin, Quick answers: printf a bool with %i. C strings are trickier than other languages & you probably need a paradigm shift. HTH.

Re: One Night Stand System [Re: jcl] #456199 11/14/15 01:32 11/14/15 01:32
Joined: Feb 2014 Posts: 181 R RTG OP Member
RTG OP Member R Joined: Feb 2014 Posts: 181	Originally Posted By: jcl May I offer some advice? Waiting until a system trades at a certain day is certainly a time-consuming task. I would in such a situation modify the system so that it trades any day, not just Friday, and print out all relevant signals or variables at any bar. Otherwise you know that it does not trade, but still do not know why. Just a suggestion to solve the problem quickly. I tried some of those ideas. I tried changing the bar period (all the way down to 1 minute) and day of week to any day in an attempt to get it working. IIRC that method worked in getting zorro to open trades. Going from shorter bar periods to daily bars coincided with the script not opening any trades on zorro 1.34. When we checked the trade logs in the backtest and compared to live testing, there were trades that should have opening and pending trades that also should have been established. Since the script was function on Zorro 1.32 prior and the only thing that had changed was the new Zorro, I am testing side by side the same script on 1.32 and 1.34. You can see in the attached screen caps that Zorro 1.32 setup the pending trades and took the USD/CHF this Friday whilst Zorro 1.34 didn't. Attached Files

Re: One Night Stand System [Re: RTG] #456212 11/15/15 10:04 11/15/15 10:04
Joined: Apr 2008 Posts: 586 Austria Petra Support
Petra Support Joined: Apr 2008 Posts: 586 Austria	Maybe, your script has a bug which makes it trade just randomly? This could explain while it behaves different on different sessions and versions. I think with printing out and comparing the trade signals between different sessions you can find the problem quick, or could have already found it.

Re: One Night Stand System [Re: Petra] #456218 11/15/15 13:28 11/15/15 13:28
Joined: Dec 2013 Posts: 568 Fuerth, DE Sphin User
Sphin User Joined: Dec 2013 Posts: 568 Fuerth, DE	@DdlV: Thanks, %i does it! @Petra: Quote: Maybe, your script has a bug which makes it trade just randomly? This won't explain IMO why it trades always in backtest and never in real trading. @RTG: There are still several points of failure, the conditions could not become true, BuyStop, SellStop and/or the margins could not have been calculated or at last, Zorro refused to open trades. I added some lines of debug code that should reveal where to investigate further. If the script should trade each day, omit the "dow() == 5 &&" from the conditions, then the trade will be immediately closes afterwards (if it's not Friday) but this is not important for our purpose. Attached Files ONS_Sphin_DEBUG.txt (378 downloads)

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