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#474393 - 10/11/18 12:52 No Trades Using Workshop 6
peterhw Offline
Newbie

Registered: 10/09/18
Posts: 6
Loc: Scotland , UK
Hi,
Big thank you for all on ZORRO.
Have just come across Zorro after years playing with MT4 EA's.
Hoping this is just what I hoped to find ONE day !
Thanks again.

I have read through so much stuff and waiting for my copy of The Black Book to arrive so am in information overload mode.

I have been through the WORKSHOPS and seem stuck on #6. I believe I have done everything OK but NO trades on Tuesday(late), Wednesday or Thursday to date. I am connected OK and the window has an entry every hour. I have downloaded loads of Price data (4 scripts) and copied into History There is a log file which appears to have sort of run OK.

I have a file Workshop6_7.par with contents:-

EUR/USD:TRND 438 4.30=> 1.732
EUR/USD:CNTR 32.4 0.901 6.94=> 2.160
USD/JPY:TRND 594 2.95=> 1.120
USD/JPY:CNTR 32.3 1.203 8.47=> 1.687

which suggests the system is operating in some form.

Am I doing something obviously wrong?
Will trades happen - just be patient?
Do I need to look elsewhere?
etc.

Any help appreciated.

PS I am sure The Black Book will help but want to understand more about shorter time frames and possible Price action only - i.e. GRID LIKE. Any useful links appreciated


Edited by peterhw (10/11/18 12:54)

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#474403 - 10/12/18 14:01 Re: No Trades Using Workshop 6 [Re: peterhw]
Petra Offline
Member

Registered: 04/04/08
Posts: 206
When you backtest the workshop 6, you see the average number of trades on the result page. I think you do nothing wrong, you must just wait.

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#474404 - 10/12/18 15:06 Re: No Trades Using Workshop 6 [Re: Petra]
Materz Offline
Newbie

Registered: 12/05/17
Posts: 19
you have done the right thing , just relax brother ....

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#474432 - 10/15/18 10:59 Re: No Trades Using Workshop 6 [Re: Petra]
peterhw Offline
Newbie

Registered: 10/09/18
Posts: 6
Loc: Scotland , UK
Many thanks,

Yes - I have 1 x trade @16:00 on the 11th (down 60 pips) & GBPUSD taken at 6:00 today (plus 35 pips).

The Black Book arrived - just have to try and make sense of everything !

Thanks again

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#474690 - 10/30/18 14:59 Re: No Trades Using Workshop 6 [Re: peterhw]
Materz Offline
Newbie

Registered: 12/05/17
Posts: 19
nice to hear this..

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#474691 - 10/30/18 15:15 CCI & LinearRegression Slope Strategy [Re: Materz]
Materz Offline
Newbie

Registered: 12/05/17
Posts: 19
Dear All,
I have the following problem with my strategy .
1. I did developed a strategy [ Check below ], the strategy opens only one asset namely USD/CHF for
about three months.

Strategy
enter long trade when the CCI is below -100 , LinearRegression_Slope is greater than 0 , Price is above 200 ZMA & T3 200 ,close when CCI is above //180,reverse is true for Sell .

the strategy opens lot size that are not understandable based on margin computations
Margin = 0.5 * OptimalF * Capital * sqrt(1 + ProfitClosed/Capital)/iNum;

a. sometimes it opens lot size of 0.01 or 0.83 [Need Support from any forum member]
b. the exit strategy is when CCI is greater that +180/-180, this does not happen
i can see from the chart USD/CHF have severally moved beyond +180 and the trade did not close.
2. Trades does not open on any asset , i have about 18 asset.[Need Support from any forum member]
a.MT4 logs does not indicate any problem pertaining to requesting coming from Zorro application.
b. Zorro console does not throw any message or error message.


function run()
{
BarPeriod =60;
LookBack=1234;
StartDate =2013;
EndDate = 2015;

set(LOGFILE);
vars Close = series(priceClose());
vars price = series(priceClose());
vars adx= series(ADX(14));
var slope =LinearRegSlope(adx,14);
var iCCI =CCI(14);
var SMASlow = ZMA(price,200);
var iT3 = T3(price,200,0.7);
var Threshold = 100;
var iNum=6;
var iSlopeVal=0;
var ExitEntry=180;
Detrend=16;
Capital = 2000;
assetList("AssetsCurFxPro.csv");

while(asset(loop("SILVEREURO","GOLDEURO","PLATINUM","EUR/GBP","NZD/USD", "BTC/USD","LTC/USD","ETH/USD","BCH/USD","XRP/USD","WTI","GOLD","SILVER","EUR/USD","USD/JPY","GBP/USD","AUD/USD","EUR/JPY","USD/CHF")))

Margin = 0.5 * OptimalF * Capital * sqrt(1 + ProfitClosed/Capital)/iNum;
{
if( iCCI < -Threshold && price[0] > SMASlow && price[0] > iT3 && slope >iSlopeVal)
enterLong();
if(NumOpenLong >0 && iCCI > ExitEntry)
exitLong();
}

{

if(iCCI >Threshold && price[0] < SMASlow && price[0] < iT3 && slope <iSlopeVal)

enterShort();

if(NumOpenShort >0 && iCCI < -ExitEntry)


exitShort();
}
}


Edited by Materz (10/30/18 15:17)

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#474692 - 10/30/18 16:17 Re: No Trades Using Workshop 6 [Re: Materz]
AndrewAMD Online
Senior Member

Registered: 02/21/17
Posts: 480
Loc: Chicago
Originally Posted By: Materz
Dear All,
I have the following problem with my strategy
This post is off-topic. Please start a new thread instead.

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