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Re: New Zorro version 1.96
[Re: jcl]
#474805
11/06/18 10:18
11/06/18 10:18
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Joined: Aug 2018
Posts: 98
OptimusPrime
Junior Member
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Junior Member
Joined: Aug 2018
Posts: 98
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Kind Sir:
Please note that the installation package has a typo in the default Start Menu name,
Zorro Trading Automaton
It should be "Automation"
Thanks so much,
OptimusPrime
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Re: New Zorro version 1.96
[Re: jcl]
#474811
11/06/18 22:16
11/06/18 22:16
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Joined: Feb 2018
Posts: 236 Italy
tradingest
Member
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Member
Joined: Feb 2018
Posts: 236
Italy
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A new Zorro version is available: http://opserver.de/down/Zorro_196.exeThis version will be uploaded to the Download page when no bugs are found in the next time. The 2 major new features are the interactive chart viewer and the VC++ support for Zorro S. The full list of new features and bugfixes can be found on http://manual.zorro-project.com/new.htm. Please test everything and report any problems here! TOP!
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Re: New Zorro version 1.96
[Re: jcl]
#474814
11/07/18 06:58
11/07/18 06:58
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Joined: Oct 2018
Posts: 27
Mio
Newbie
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Newbie
Joined: Oct 2018
Posts: 27
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I just find some bugs. In 1.88 and beta 1.94, I can run several Zorro to connect to different MT4 bridges.
But in 1.96, I can trade only one instance with MT4 bridge. If I run the 2nd Zorro and trade, my Zorro will hang.
Does anyone meet this?
P.S. I don't change EX4 and DLL for MT4 (using 1.88 version)
Last edited by Mio; 11/07/18 09:30.
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Re: New Zorro version 1.96
[Re: jcl]
#474820
11/07/18 15:20
11/07/18 15:20
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Joined: Oct 2018
Posts: 27
Mio
Newbie
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Newbie
Joined: Oct 2018
Posts: 27
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I check that MT4 bridge is the same between 1.88 and 1.96 And set NOLOCK = 1 (default in 1.96) in z.ini I also test NOLOCK = 0 But unfortunately the 2nd zooro still hang. I cannot see any error logs in log folder, because zooro hang.
Last edited by Mio; 11/07/18 15:22.
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Re: New Zorro version 1.96
[Re: tradingest]
#474824
11/07/18 21:34
11/07/18 21:34
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Joined: Feb 2017
Posts: 1,718 Chicago
AndrewAMD
Serious User
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Serious User
Joined: Feb 2017
Posts: 1,718
Chicago
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I installed the new version 1.96 but the result of my strategy is completely different respect at the previous version. Why? The strategy is the same but the version no. What is change in the new version? Why the results are different?
thanks for the support Is your asset list exactly the same? Did you use the same asset list every time? Is your historical data unchanged? How can you be sure?
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Re: New Zorro version 1.96
[Re: AndrewAMD]
#474825
11/07/18 23:23
11/07/18 23:23
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Joined: Feb 2018
Posts: 236 Italy
tradingest
Member
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Member
Joined: Feb 2018
Posts: 236
Italy
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I installed the new version 1.96 but the result of my strategy is completely different respect at the previous version. Why? The strategy is the same but the version no. What is change in the new version? Why the results are different?
thanks for the support Is your asset list exactly the same? Did you use the same asset list every time? Is your historical data unchanged? How can you be sure? same assets, my asset list is custom, not depends from default assetFix My historical data is always the same, copy paste of my data previously downloaded
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Re: New Zorro version 1.96
[Re: jcl]
#474827
11/08/18 08:35
11/08/18 08:35
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Joined: Oct 2018
Posts: 27
Mio
Newbie
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Newbie
Joined: Oct 2018
Posts: 27
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Z12.x and .fac and .par files are different. If you use the same .fac and .par files to test, the result will be the same. I just see the different results and think 1.88 is more profitable than 1.96.
Need to know improve something for Z12 in 1.96.
Last edited by Mio; 11/08/18 08:45.
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Re: New Zorro version 1.96
[Re: Mio]
#474840
11/09/18 04:33
11/09/18 04:33
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Joined: Oct 2018
Posts: 27
Mio
Newbie
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Newbie
Joined: Oct 2018
Posts: 27
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Zorro does not hang in my Win2012 VPS. Hooray. It may only happen in my windows10. I just find some bugs. In 1.88 and beta 1.94, I can run several Zorro to connect to different MT4 bridges.
But in 1.96, I can trade only one instance with MT4 bridge. If I run the 2nd Zorro and trade, my Zorro will hang.
Does anyone meet this?
P.S. I don't change EX4 and DLL for MT4 (using 1.88 version)
Last edited by Mio; 11/09/18 04:34.
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Re: New Zorro version 1.96
[Re: jcl]
#474880
11/11/18 06:06
11/11/18 06:06
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Joined: Oct 2017
Posts: 24
Seymour
Newbie
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Newbie
Joined: Oct 2017
Posts: 24
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I have encountered a weird bug (version 1.960). The script below does not contain any short trades, however, if I added the My_problem line, there would be several short trades entered. As I narrow down the bug, it is the My_problem line, even though it does not do anything besides declaring a variable which is not even used later. What gets even weirder is that if I change the first letter of "My_problem" to lowercase "my_problem", the script behaves accordingly. I have tested several other variable names, and it seemed some names with first letter uppercase would cause the problem, where names with all lowercase letters normally would not.
function run() { set(LOGFILE); set(PLOTNOW); StartDate = 20120901; EndDate = 20130901; BarPeriod=240; vars P = series(price()); vars Signal=series(RSI(P,6));
var My_problem=RSI(P,30);
if(crossUnder(Signal,30)) { if(NumOpenLong<1) { enterLong(); } } }
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Re: New Zorro version 1.96
[Re: jcl]
#474900
11/12/18 10:19
11/12/18 10:19
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Joined: Oct 2018
Posts: 27
Mio
Newbie
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Newbie
Joined: Oct 2018
Posts: 27
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I meet problem again when I upgrade my VPS from dual cores to 4 cores. In dual core, it run well. After upgrading to 4 cores, it hangs. Win 10 is not the reason, but it may be something else on that system.
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Re: New Zorro version 1.96
[Re: jcl]
#474954
11/14/18 22:35
11/14/18 22:35
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Joined: Oct 2018
Posts: 79
SnoopySniff
Junior Member
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Junior Member
Joined: Oct 2018
Posts: 79
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I installed the new 1.96.4 and all freezing is gone! Thank you so much!
PS: I wish there would be a like button. ;-)
Last edited by SnoopySniff; 11/14/18 23:15.
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Re: New Zorro version 1.96
[Re: Mio]
#474955
11/14/18 22:43
11/14/18 22:43
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Joined: Oct 2018
Posts: 79
SnoopySniff
Junior Member
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Junior Member
Joined: Oct 2018
Posts: 79
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I meet problem again when I upgrade my VPS from dual cores to 4 cores. In dual core, it run well. After upgrading to 4 cores, it hangs. Win 10 is not the reason, but it may be something else on that system. I have a 2 core VPS and no problems at all with it. 3 Zorros / MT4's are running parallel on that machine without any performance issues. Even when I push the train button on weekends I have no problems. Okay. Then it's busy but still in good shape for that workload.
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Re: New Zorro version 1.96
[Re: jcl]
#475093
11/22/18 20:20
11/22/18 20:20
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Joined: Sep 2017
Posts: 235
Hredot
Member
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Member
Joined: Sep 2017
Posts: 235
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I got the newest version of IB Gateway, necessary Asset subscriptions with IB are in place. Moreover, Multicharts .net downloads the prices from that same IB Gateway just fine. I invite you to take your favorite asset list and see for yourself:
function run()
{
NumYears = 10;
assetList("History\AssetsMinutes.csv"); // load asset list
while(loop(Assets))
assetHistory(Loop1,1);
quit();
}
Seems to be a problem with Zorro after all.
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Re: New Zorro version 1.96
[Re: jcl]
#475109
11/23/18 14:03
11/23/18 14:03
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Joined: Jul 2017
Posts: 783
Zheka
User
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User
Joined: Jul 2017
Posts: 783
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The script works on my side, at least with FX pairs. What symbols cause problems? @JCL, Why would this script not work with IB? Do you mean it will be slow to load data? Probably, but why would it crash? Here are 2 subsequent requests to the API when I just tested the script: 2018-11-23 07:56:45.805 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:DET] ReqHistoricalData(20)::[version=6,ID=418,action=null,reqDesc=Symbol=AUD Type=CASH Expiry=null Strike=0.0 Put/Call=? Exchange=IDEALPRO CompExch=null Currency=USD Multiplier=null IbLocalSymbol=null IbTradingClass=null SecIdType=null SecId=null includeExpired=false needLeadFutureMonth=false needContinuousLeadFutureOnly=false newsSource=null Legs=null Special Info=null,endDateTimeStr=20101215 07:00:30GMT,backfillDuration=2 D ,whatToShow=4,barSizeSettingStr=1 min,formatDate=2,combo=null] ..................... 2018-11-23 07:56:47.024 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:INFO] Handling incoming UnSet(0) message. 2018-11-23 07:56:47.024 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:ERR] Invalid incoming request type - 0 2018-11-23 07:56:49.045 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:INFO] Handling incoming UnSet(0) message. 2018-11-23 07:56:49.045 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:ERR] Invalid incoming request type - 0 2018-11-23 07:56:51.014 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:INFO] Handling incoming UnSet(0) message. 2018-11-23 07:56:51.014 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:ERR] Invalid incoming request type - 0 2018-11-23 07:56:53.031 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:INFO] Handling incoming UnSet(0) message. 2018-11-23 07:56:53.031 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:ERR] Invalid incoming request type - 0 2018-11-23 07:56:55.000 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:INFO] Handling incoming UnSet(0) message. 2018-11-23 07:56:55.000 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:ERR] Invalid incoming request type - 0 2018-11-23 07:56:57.016 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:INFO] Handling incoming UnSet(0) message. 2018-11-23 07:56:57.016 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:ERR] Invalid incoming request type - 0 ................................... 2018-11-23 07:56:58.172 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:DET] ReqHistoricalData(20)::[version=6,ID=419,action=null,reqDesc=Symbol=AUD Type=CASH Expiry=null Strike=0.0 Put/Call=? Exchange=IDEALPRO CompExch=null Currency=USD Multiplier=null IbLocalSymbol=null IbTradingClass=null SecIdType=null SecId=null includeExpired=false needLeadFutureMonth=false needContinuousLeadFutureOnly=false newsSource=null Legs=null Special Info=null,endDateTimeStr=20101214 15:45:30 GMT,backfillDuration=2 D,whatToShow=4,barSizeSettingStr=1 min,formatDate=2,combo=null]
2018-11-23 07:56:59.360 [QF] INFO [JTS-EServerSocket-948] - [1:63:76:1:0:0:0:DET] ReqHistoricalData(20)::[version=6,ID=420,action=null,reqDesc=Symbol=AUD Type=CASH Expiry=null Strike=0.0 Put/Call=? Exchange=IDEALPRO CompExch=null Currency=USD Multiplier=null IbLocalSymbol=null IbTradingClass=null SecIdType=null SecId=null includeExpired=false needLeadFutureMonth=false needContinuousLeadFutureOnly=false newsSource=null Legs=null Special Info=null,endDateTimeStr=20101214 00:45:30 GMT,backfillDuration=2 D,whatToShow=4,barSizeSettingStr=1 min,formatDate=2,combo=null] And this is how MC requests same data from IB: 2018-11-23 08:40:46.031 [QF] INFO [JTS-EServerSocket-1017] - [31116:139:139:1:0:0:0:DET] ReqHistoricalData(20)::[version=139,ID=1000005,action=null,reqDesc=Symbol=AUD.USD Type=CASH Expiry=null Strike=0.0 Put/Call=? Exchange=IDEALPRO CompExch=null Currency=USD Multiplier=null IbLocalSymbol=null IbTradingClass=null SecIdType=null SecId=null includeExpired=false needLeadFutureMonth=false needContinuousLeadFutureOnly=false newsSource=null Legs=null Special Info=null,endDateTimeStr=20181108 22:00:00 UTC,backfillDuration=5D, whatToShow=4,barSizeSettingStr=1 min,formatDate=2,combo=null] ....... 2018-11-23 08:40:47.172 [QF] INFO [JTS-EServerSocket-1017] - [31116:139:139:1:0:0:0:DET] ReqHistoricalData(20)::[version=139,ID=1000007,action=null,reqDesc=Symbol=AUD.USD Type=CASH Expiry=null Strike=0.0 Put/Call=? Exchange=IDEALPRO CompExch=null Currency=USD Multiplier=null IbLocalSymbol=null IbTradingClass=null SecIdType=null SecId=null includeExpired=false needLeadFutureMonth=false needContinuousLeadFutureOnly=false newsSource=null Legs=null Special Info=null,endDateTimeStr=20181101 21:00:00 UTC,backfillDuration=5 D, whatToShow=4,barSizeSettingStr=1 min,formatDate=2,combo=null] No erroneous requests taking full 10sec and EndDateTime is calculated properly. It took Zorro 14-15+ sec to download 1 day of data (in 3 requests), while it took MC 1 sec to download 5. So much for "slow" IB API.
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Re: New Zorro version 1.96
[Re: jcl]
#475116
11/23/18 15:08
11/23/18 15:08
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Joined: Jul 2017
Posts: 783
Zheka
User
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User
Joined: Jul 2017
Posts: 783
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too many assets in the list.. we still implement a "soft" slow to load-balance client requests vs. server response Pacing of requests is exactly the job of a plug-in, cannot be the user's script. Though as of TWS/IBG v974 IB API - finally! - implements automatic pacing. Better Pacing: API messages sent at a higher rate than 50/second can now be paced by TWS at the 50/second rate instead of potentially causing a disconnection. This is now done automatically by the RTD Server API and can be done with other API technologies by invoking SetConnectOptions("+PACEAPI") prior to eConnect. https://www.interactivebrokers.com/en/index.php?f=5061This has been tested by some people at IBAPI forum and it does work, allowing to update prices for an option chain of 1860 contracts in under 40sec. Requesting too much historical data can lead to throttling and eventual disconnect of the API client. And as is clear from the logs above, Zorro's IB plug-in is grossly inefficient at determining how much to request in one go (and is by far not pushing the limits). But what can potentially cause "throttling" by IB is that the same hist.data is re-requested several times (which is a no-no) because of incorrectly formed EndDates..
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Re: New Zorro version 1.96
[Re: Zheka]
#475119
11/23/18 19:38
11/23/18 19:38
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Joined: Sep 2017
Posts: 235
Hredot
Member
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Member
Joined: Sep 2017
Posts: 235
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Hi Zheka, interesting to see that it works for you, while for me it just bounces back error messages. Perhaps I should put fewer assets into the list at once.
I agree, proper pacing is the task of the plugin, not the user. Zorro just being Zorro again... Even the Zorro manual still wrongly states that one cannot load historical data from IB.
I'm curious, Zheka, you seem to be rather experienced and certainly have access to multicharts, which by the looks of it is a far superior option. May I ask why you bother to waste time on Zorro?
Last edited by Hredot; 11/23/18 19:43.
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Re: New Zorro version 1.96
[Re: Hredot]
#475123
11/23/18 23:53
11/23/18 23:53
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Joined: Jul 2017
Posts: 783
Zheka
User
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User
Joined: Jul 2017
Posts: 783
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Mainly to trade Options and to access MT4 brokers (without having to learn and program in MQL). Perhaps I should put fewer assets into the list at once I dont think this has anything to do with the length of a list. Zorro will not start processing the next asset until it is finished with the current one. And there is no limitation in the API as to the number of paced requests.. Set IBG to a logging level "Detail" and try to see which commands come in as Zorro tries to connect and how API responds...
Last edited by Zheka; 11/24/18 00:06.
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Re: New Zorro version 1.96
[Re: Zheka]
#475124
11/24/18 00:03
11/24/18 00:03
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Joined: Sep 2017
Posts: 235
Hredot
Member
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Member
Joined: Sep 2017
Posts: 235
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But aren't you super scared with every trade that it is going to put on an opposite position instead of the one you were intending and which is a thousand lots off, you know, due to minor development bugs as traditional in Zorro? EDIT: Thanks for the suggestions on the trouble shooting with Zorro. But I recently got multicharts .net and it does not require ritual dances around a fireplace while playing drums, to perform trivial operations like downloading historical data. Super happy about it! It's funny, but it's only after being exposed to Zorro that one realizes just how much value multicharts actually offers! Like, best advertisement for multicharts: "Give Zorro a try! You'll be sure to love multicharts." hahaha
Last edited by Hredot; 11/24/18 00:14.
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Re: New Zorro version 1.96
[Re: Hredot]
#475125
11/24/18 00:26
11/24/18 00:26
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Joined: Jul 2017
Posts: 783
Zheka
User
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User
Joined: Jul 2017
Posts: 783
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Once the program is tested and works as intended and paper traded - then it should continue to work in a version of Zorro in which it has been developed. I also use strategy results from MC to validate results from Zorro.
I now use MC as a database for historical data and to quickly prototype some ideas.
Last edited by Zheka; 11/24/18 00:30.
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Re: New Zorro version 1.96
[Re: Zheka]
#475128
11/24/18 05:11
11/24/18 05:11
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Joined: Sep 2017
Posts: 235
Hredot
Member
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Member
Joined: Sep 2017
Posts: 235
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I see, I guess there is a use case for everything out there, after all... Still skeptical though. A back test and paper trading have finite extent and who knows what kind of underwater mines are lurking in the depth of code, judging by what it looks like on the surface.
Last edited by Hredot; 11/24/18 05:13.
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Re: New Zorro version 1.96
[Re: jcl]
#475212
11/27/18 18:19
11/27/18 18:19
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Joined: Jun 2013
Posts: 1,609
DdlV
Serious User
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Serious User
Joined: Jun 2013
Posts: 1,609
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Thanks for this message, jcl! Is the 1.96.4 now on the Download page identical to the 1.96.4 beta I downloaded a while ago? Or do I need to download again and reinstall? Or is it actually 1.96.6 - the last 1.96 update that was posted? Thanks.
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Re: New Zorro version 1.96
[Re: jcl]
#475224
11/28/18 12:57
11/28/18 12:57
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Joined: May 2018
Posts: 8
Adey
Newbie
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Newbie
Joined: May 2018
Posts: 8
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Hi,
I have searched the forums but have not noticed this bug / error reported.
The COT_CommercialPos in the contract.c file references the wrong columns. Currently Dealer Longs(2) - Dealer Shorts(3) + Dealer Spreads(4) - Assets Managers Longs(5)
Should be Asset Managers Longs(5) + Dealer Longs(2) - Asset Managers(6) Short + Dealer Shorts(3)
When referencing column 6 it pulls column 7 information. And the same with calling 7 it pulls column 8 data.
Also I think the columns reference in the User Manual are also wrong.
Also seem unable to access column 8 and above they just return 0.00, so cannot access non commercial at column 8 and 9.
Adey
Last edited by Adey; 11/28/18 13:32.
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Re: New Zorro version 1.96
[Re: jcl]
#475298
12/01/18 08:15
12/01/18 08:15
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Joined: Aug 2018
Posts: 98
OptimusPrime
Junior Member
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Junior Member
Joined: Aug 2018
Posts: 98
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Hi JCL:
Would it be possible to add a crosshair to the interactive chart (the usual cross sign that spans all the charts). This will help with matching up events to the indicator behaviour visually with the mouse.
Thanks!
Thanks so much,
OptimusPrime
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Re: New Zorro version 1.96
[Re: jcl]
#475301
12/01/18 12:36
12/01/18 12:36
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Joined: May 2018
Posts: 8
Adey
Newbie
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Newbie
Joined: May 2018
Posts: 8
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Hi It looks like I am not explaining myself proper or I am getting the wrong end of the stick. First I have attached a screenshot of 4 products. Euro FX 099741 2 year Treasure Notes 042601 Gold 088691 British Pound 096742 https://www.screencast.com/t/XALElOqCB3LAll the products apart from Gold use the same columns. The current formula is field 2-3 + 4-5. COT_CommercialPos and COT_CommercialIndex will return the wrong value if used on these products apart from Gold. Of course I can rewrite the code to just grab these fields. But these 2 functions might only work on gold, I have not tested beyond these 4 products. Second When requesting field 6 it returns field 7. See screenshot https://www.screencast.com/t/xRCYUUIOFThe fields are numbered in green in the first screenshot for this. When requesting field 8 returns blank. See screenshot https://www.screencast.com/t/Smag0oVgsqgThe fields are number in yellow in the first screenshot for this. Here is a blown up screenshot to make it easier to see. https://www.screencast.com/t/LYqddzv6As at the moment these functions only work for gold and not others without editing. Again I only tested these four products. Obviously I can change the format in the function so that it correct but then it would be good to point this out in the manual. Thanks for taking the time to look at this. Have a great weekend.
Last edited by Adey; 12/01/18 12:45.
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