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Zorro 1.46 #459976 06/13/16 10:02 06/13/16 10:02
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl OP Chief Engineer
jcl OP Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	A new Zorro version was uploaded: http://server.conitec.net/down/Zorro_setup.exe This is a small update that contains mostly bug fixes aside from the new Z8 system. A description of the new features can be found here: http://manual.zorro-trader.com/new.htm Please also read the part about updating your system. This version will stay here for a one-week test and then become the official release if no problem was found. Subscribers to Zorro S or to a Z system will receive new versions next week.

Re: Zorro 1.46 [Re: jcl] #460073 06/15/16 08:46 06/15/16 08:46
Joined: Apr 2016 Posts: 5 W wingt Newbie
wingt Newbie W Joined: Apr 2016 Posts: 5	It seems that something is wrong with history data or LookBack function after updating from 1.441 to 1.46 version. I tried this code function run() { LookBack=1000; BarPeriod=240; StartDate=20140101; asset("EUR/USD"); } I got repeated messages: "Warning 030 - lookback reduced (1000 -> 833)".

Re: Zorro 1.46 [Re: wingt] #460074 06/15/16 09:41 06/15/16 09:41
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl OP Chief Engineer
jcl OP Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	The annoying warning is in fact correct: You should not trade this live, unless you set the PRELOAD flag. Otherwise the lookback period is too long for a trading start with most broker APIs. 833 bars here is maximum for a 240 minutes period with no PRELOAD.

Re: Zorro 1.46 [Re: jcl] #460076 06/15/16 13:47 06/15/16 13:47
Joined: May 2016 Posts: 180 Prague pcz Member
pcz Member Joined: May 2016 Posts: 180 Prague	If I take the EFrontier example from your blog and set the PRELOAD flag, it gives me Error 30 - check lookback, settings, asset order. It's caused by this line: Code: Lookback = NumBars; If I change it to Code: Lookback = 1621; Everything works fine. If I increase the number to 1622, I get: Error 047 - not enough bars (1621 missing) So my questions are: - Is it supposed to behave like this? I.e. throw the error if you set LookBack = NumBars. - Shouldn't the Error 047 say 1 bar missing instead of 1621?

Re: Zorro 1.46 [Re: pcz] #460084 06/15/16 16:21 06/15/16 16:21
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl OP Chief Engineer
jcl OP Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	I'll check that. The EFrontier example was done with an interim Zorro version and there is probably something working differently in the release. Edit: It was indeed so. The original scripts set the Lookback period to the max bar number, which is however unknown in the initial run. This is indicated by an error message in the release version. I've uploaded fixed scripts to the Financial Hacker site.

Re: Zorro 1.46 [Re: jcl] #460377 06/28/16 16:44 06/28/16 16:44
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl OP Chief Engineer
jcl OP Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	A new version, 1.46.1. Two bugs were reported for 1.46.0. This is the fixed version.

Re: Zorro 1.46 [Re: jcl] #460439 06/30/16 19:19 06/30/16 19:19
Joined: Jun 2013 Posts: 1,609 D DdlV Serious User
DdlV Serious User D Joined: Jun 2013 Posts: 1,609	Hi jcl. I have been Testing Z strategies with 1.46.1, changing stragegies as well as Stopping Tests. Sometimes (haven't tied down exactly what combination of strategy selection, Tests, & Stops) an extra character is added to AssetsFix leading to a file not found error 062 and bogus Test results. So far I have seen "H", "m", and "R" added. For example "AssetsFixH.csv". Other times no error appears and the Test seems fine.

Re: Zorro 1.46 [Re: DdlV] #460552 07/04/16 07:55 07/04/16 07:55
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl OP Chief Engineer
jcl OP Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	New version, 1.46.2. A bug of the Oanda plugin on some AWS servers was fixed. - Ddlv: Was the "AssetFix" the default file name or from an account list? And do you have a diag file from a run with the extra character?

Re: Zorro 1.46 [Re: jcl] #460555 07/04/16 08:34 07/04/16 08:34
Joined: Feb 2015 Posts: 652 Milano, Italy M MatPed User
MatPed User M Joined: Feb 2015 Posts: 652 Milano, Italy	Hi, just posted regarding an issue with the Oand plugin. Is this related with abnormal Ram consumption?

Re: Zorro 1.46 [Re: jcl] #460560
07/04/16 12:50 07/04/16 12:50

Joined: Jun 2013
Posts: 1,609

DdlV

Serious User

DdlV

Serious User

Joined: Jun 2013
Posts: 1,609

@jcl: AssetsFix was default file name - no account specified - User name & password boxes blank.

Error recreated via:
- Start Zorro (Verbose=15)
- Select Z3
- Test
- No error, so Stop
- Test (error occurred; allowed to run to completion)

Error from window & log file - this time with "2":

Code:

Error 062: Can't open AssetsFix2.csv (rb:2)

diag.txt:

Code:


Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164885
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164885
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle:
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle:
Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle:
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Handle: 164884
Handle: 164885
Handle: 164884
Handle: 164885
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Handle:
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
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Handle: 164884
Handle: 164885
Handle:
Handle: 164884
Handle: 164885
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Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164885
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Handle: 164885
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle: 164884
Handle: 164885
Handle:
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle: 164884
Handle: 164885
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Handle: 164884
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle:
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle:
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Handle: 164884
Handle: 164885
Handle:
Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
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Handle: 164884
Handle: 164885
Handle: 164885
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Handle: 164885

[1663: Tue 31.05.16 23:03]  4497.00/4527.90  +7681 +403 92/93

Tuesday 31.05.16  Loss -17.53 ----
[XAG/USD::S4884] +207$ s17.8579 c16.0370 e17.0335
[XAU/USD::S4885] +196$ s1284 c1216 e1265

run 1663
TA ATR: 0.36869
TA MAX: 16.58500
TA MIN: 15.93100
TA ATR: 18.66271
TA MAX: 1252.57996
TA MIN: 1199.80005
TA ATR: 21.92586
TA STOCHF: 85.31163
TA LINEARREG_SLOPE: 2.43796
TA LINEARREG_SLOPE: -1.53032
TA LINEARREG_SLOPE: 7.67369
TA LINEARREG_SLOPE: 4.91671
TA LINEARREG_SLOPE: 5.47055
TA LINEARREG_SLOPE: 7.30007
TA ATR: 183.76434
TA STOCHF: 71.18093
TA LINEARREG_SLOPE: -5.40000
TA LINEARREG_SLOPE: -3.76247
TA LINEARREG_SLOPE: 44.75000
TA LINEARREG_SLOPE: 3.63737
TA LINEARREG_SLOPE: 52.79394
TA LINEARREG_SLOPE: 8.30729
TA ATR: 59.52000
TA STOCHF: 97.71506
TA LINEARREG_SLOPE: 12.35005
TA LINEARREG_SLOPE: 0.91013
TA LINEARREG_SLOPE: 25.18932
TA LINEARREG_SLOPE: 4.10026
TA LINEARREG_SLOPE: 20.58077
TA LINEARREG_SLOPE: 6.87740
return
[XAG/USD::S4884] Cover 5@16.0361: +207$ at 23:03
Entr 17.0335 Exit 16.0361 Spr 0.0460 Slp -3.05$ Rol 0.00$ Com 0.00$
[XAU/USD::S4885] Cover 4@1216: +196$ at 23:03
Entr 1265.3214 Exit 1216.0309 Spr 0.3800 Slp 0.14$ Rol 0.00$ Com 0.00$
Exit State 0 TA-Lib Series Statistics
Monte Carlo Analysis... Median AR 98�
Profit 8083$  MI 153$  DD 2132$  Capital 1959$
Trades 185  Win 49.7�  Avg -17.3p  Bars 11
AR 94�  PF 1.64  SR 0.92  UI 12�  R2 0.39
Portfolio Balance
Raus
Neural
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