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Re: New Zorro version 1.74 [Re: Zheka] #470321
01/08/18 13:22
01/08/18 13:22
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
no secret. Try workshop4
Code:
function run()
{
	set(PARAMETERS+FACTORS);
	NumCores = -2;		// use multiple cores (Zorro S only)
	NumTrainCycles = 2;
	BarPeriod=60;
	assetList("AssetsCur.csv");

	NumYears = 2;
	LookBack = 451;

	vars Price = series(price());
	vars Trend = series(LowPass(Price,200));
	
	Stop = 4*ATR(100);
	
	vars MMI_Raw = series(MMI(Price,optimize(100,100,200)));
	vars MMI_Smooth = series(LowPass(MMI_Raw,300));
	
	if(falling(MMI_Smooth)) {
		if(valley(Trend))
			enterLong();
		else if(peak(Trend))
			enterShort();
	}
	 
}



after start TRAIN, never end

Re: New Zorro version 1.74 [Re: Grat] #470322
01/08/18 13:31
01/08/18 13:31
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Thanks! Apparently, multiple training cycles don't like the FACTORS flag. This will be either fixed or documented.

Re: New Zorro version 1.74 [Re: jcl] #470324
01/08/18 14:34
01/08/18 14:34
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
Senior Member
Grat  Offline
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
Is a possible:

first step: optimize the parameters - 2 run NumTrainCycle = 2
second step: after finish optimize only the "OptimalF"? Do not touch the Parameters

Milan

Re: New Zorro version 1.74 [Re: Grat] #470326
01/08/18 14:49
01/08/18 14:49
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Yes, that's the plan. I hear from the developers that NumTrainCycles will be made compatible with factors in the release.

Re: New Zorro version 1.74 [Re: jcl] #470328
01/08/18 15:29
01/08/18 15:29
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
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Grat  Offline
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
laugh

something like this? Create 2 ( or more) level for optimizing?

Attached Files optimize.jpg
Last edited by Grat; 01/08/18 15:30.
Re: New Zorro version 1.74 [Re: Grat] #470330
01/08/18 16:58
01/08/18 16:58
Joined: Feb 2017
Posts: 369
D
Dalla Offline
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Dalla  Offline
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D

Joined: Feb 2017
Posts: 369
I'm seeing a new "warning" message when starting a strategy:
"!Command 43 not yet supported"

What is command 43?

Re: New Zorro version 1.74 [Re: Dalla] #470338
01/09/18 09:09
01/09/18 09:09
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 have no idea what Command 43 is, but messages starting with "!" are from the broker plugin. The plugin author knows probably more about Command 43.

Re: New Zorro version 1.74 [Re: jcl] #470353
01/09/18 17:26
01/09/18 17:26
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online
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AndrewAMD  Online
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Joined: Feb 2017
Posts: 1,718
Chicago
The plugin writer probably wrote a feedback message for unsupported broker commands. If so, seems redundant because they should be returning zero anyways if unsupported.

Re: New Zorro version 1.74 [Re: AndrewAMD] #470355
01/09/18 19:10
01/09/18 19:10
Joined: Feb 2017
Posts: 369
D
Dalla Offline
Senior Member
Dalla  Offline
Senior Member
D

Joined: Feb 2017
Posts: 369
Guess I have to check my code then since I'm the plugin author. Never saw that message before 1.74 though.

Re: New Zorro version 1.74 [Re: Dalla] #470356
01/09/18 20:04
01/09/18 20:04
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online
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AndrewAMD  Online
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Joined: Feb 2017
Posts: 1,718
Chicago
That’s because new broker commands have been added. I think GET_MAXTICKS is now invoked in case you want to share more than 300 ticks at a time.

EDIT: Aha, it is command 43:
Code:
#define GET_MAXTICKS		43 // max history ticks


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