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New Zorro version 1.96 #474766
11/05/18 08:55
11/05/18 08:55
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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A new Zorro version is available:

http://opserver.de/down/Zorro_196.exe

This 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!

Re: New Zorro version 1.96 [Re: jcl] #474805
11/06/18 10:18
11/06/18 10:18
Joined: Aug 2018
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OptimusPrime Offline
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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

Re: New Zorro version 1.96 [Re: OptimusPrime] #474807
11/06/18 11:01
11/06/18 11:01
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

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Re: New Zorro version 1.96 [Re: jcl] #474809
11/06/18 16:26
11/06/18 16:26
Joined: Aug 2018
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OptimusPrime Offline
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Hi Jcl: Got it, thanks!


Thanks so much,

OptimusPrime

Re: New Zorro version 1.96 [Re: jcl] #474811
11/06/18 22:16
11/06/18 22:16
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline
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Originally Posted By: jcl
A new Zorro version is available:

http://opserver.de/down/Zorro_196.exe

This 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!

Re: New Zorro version 1.96 [Re: jcl] #474814
11/07/18 06:58
11/07/18 06:58
Joined: Oct 2018
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Mio Offline
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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.
Re: New Zorro version 1.96 [Re: Mio] #474815
11/07/18 09:48
11/07/18 09:48
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Frankfurt
jcl Offline OP

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Use the Zorro EA from 1.96, it is newer. But the EA version is probably not the problem, because several Zorro instances on MT4 works in both versions. If they are 2 different accounts, set the NOLOCK flag. Let us know if this solves the problem. Otherwise please contact support with the broker names and both Zorro logs and MT4 logs.

Re: New Zorro version 1.96 [Re: jcl] #474818
11/07/18 14:02
11/07/18 14:02
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M
Mio Offline
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How to set NOLOCK flag for Z12 strategy?

Re: New Zorro version 1.96 [Re: Mio] #474819
11/07/18 14:44
11/07/18 14:44
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jcl Offline OP

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You can set it in z.ini - see manual. But for testing such problems better use the TradeTest script. It gives you more control over trading and has a much higher request rate than Z12.

Re: New Zorro version 1.96 [Re: jcl] #474820
11/07/18 15:20
11/07/18 15:20
Joined: Oct 2018
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M
Mio Offline
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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.
Re: New Zorro version 1.96 [Re: Mio] #474822
11/07/18 16:33
11/07/18 16:33
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jcl Offline OP

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Ok, then I don't know what the problem is. Maybe support can find out - please contact them with the logs and all details you have.

Re: New Zorro version 1.96 [Re: Mio] #474823
11/07/18 21:19
11/07/18 21:19
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline
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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

Re: New Zorro version 1.96 [Re: tradingest] #474824
11/07/18 21:34
11/07/18 21:34
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online
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Originally Posted By: tradingest
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?

Re: New Zorro version 1.96 [Re: AndrewAMD] #474825
11/07/18 23:23
11/07/18 23:23
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline
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Originally Posted By: AndrewAMD
Originally Posted By: tradingest
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

Re: New Zorro version 1.96 [Re: tradingest] #474826
11/08/18 08:05
11/08/18 08:05
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Posts: 27,977
Frankfurt
jcl Offline OP

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Still, if you get different results, then some data or other parameter is obviously different. Compare the logs. There you can see where the difference comes from.

Re: New Zorro version 1.96 [Re: jcl] #474827
11/08/18 08:35
11/08/18 08:35
Joined: Oct 2018
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Mio Offline
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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.
Re: New Zorro version 1.96 [Re: Mio] #474828
11/08/18 09:24
11/08/18 09:24
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Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

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The Z system backtests can be different in any Zorro version. They can be better or worse. This is normal and nothing to worry about. It is caused by different WFO cycles and backtest periods. Sometimes the strategies themselves are also modified by removing or replacing algos.

Re: New Zorro version 1.96 [Re: Mio] #474840
11/09/18 04:33
11/09/18 04:33
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Mio Offline
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Zorro does not hang in my Win2012 VPS. Hooray.
It may only happen in my windows10.

Originally Posted By: Mio
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.
Re: New Zorro version 1.96 [Re: Mio] #474842
11/09/18 07:14
11/09/18 07:14
Joined: Jul 2000
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Frankfurt
jcl Offline OP

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jcl  Offline OP

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Win 10 is not the reason, but it may be something else on that system.

Re: New Zorro version 1.96 [Re: jcl] #474844
11/09/18 08:12
11/09/18 08:12
Joined: Apr 2017
Posts: 106
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3dgamelight Offline
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I keep getting can't open and invalid trade volume with MT4 on FBS. Hedge = 4.

Re: New Zorro version 1.96 [Re: 3dgamelight] #474845
11/09/18 09:12
11/09/18 09:12
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Posts: 27,977
Frankfurt
jcl Offline OP

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You can see the meaning of error messages in the manual under "Error messages". There are often also hints how to fix the problem. If you can't, please let us know what exactly the problem is, and I'll help.

Re: New Zorro version 1.96 [Re: jcl] #474880
11/11/18 06:06
11/11/18 06:06
Joined: Oct 2017
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Seymour Offline
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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();
}
}
}

Re: New Zorro version 1.96 [Re: Seymour] #474898
11/12/18 08:03
11/12/18 08:03
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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This is indeed a strange bug. It was caused by a wrongly initialized variable and is fixed now.

A new version 1.96.2 is available:

http://opserver.de/down/Zorro_196.exe

In this version the 3 known bugs of 1.96 are fixed: the wrong trade direction, a bug with the BarPeriod slider, and a bug with the new contractRecord function. Please continue testing!

Re: New Zorro version 1.96 [Re: jcl] #474900
11/12/18 10:19
11/12/18 10:19
Joined: Oct 2018
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M
Mio Offline
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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.

Originally Posted By: jcl
Win 10 is not the reason, but it may be something else on that system.

Re: New Zorro version 1.96 [Re: Mio] #474902
11/12/18 10:57
11/12/18 10:57
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

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Posts: 27,977
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4 cores are not the reason either. It's still something else. You really should contact support. They'll send questions and test instructions, and will help finding the problem, whatever it is.

Re: New Zorro version 1.96 [Re: jcl] #474949
11/14/18 15:24
11/14/18 15:24
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

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New version 1.96.4:

http://opserver.de/down/Zorro_196.exe

This version contains the fix of the reported hanging Zorro instance, which has been found to be a deadlock issue.

Re: New Zorro version 1.96 [Re: jcl] #474954
11/14/18 22:35
11/14/18 22:35
Joined: Oct 2018
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SnoopySniff Offline
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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.
Re: New Zorro version 1.96 [Re: Mio] #474955
11/14/18 22:43
11/14/18 22:43
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SnoopySniff Offline
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Originally Posted By: Mio
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.

Originally Posted By: jcl
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.

Re: New Zorro version 1.96 [Re: jcl] #474992
11/16/18 10:56
11/16/18 10:56
Joined: Apr 2017
Posts: 106
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3dgamelight Offline
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Someone experienced Zorro do not entering trades with "invalid trade volume" error on MT4?

Re: New Zorro version 1.96 [Re: 3dgamelight] #475002
11/16/18 18:00
11/16/18 18:00
Joined: Jun 2013
Posts: 1,609
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DdlV Offline
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Hi jcl. Bug report. This actually happens on 1.83.2 but I suspect it's been carried forward through 1.96.x. Specifically, when strategies cannot be continued by a new version the recommendation is to continue running the old version with the Capital slider set to 0 until the old version closes all the trades. This is fine, except that the Capital slider set to 0 does not survive restarts. It appears that at strategy startup Zorro interprets 0 as "use the default value" and resets the Capital slider accordingly, with the unintended result that the old version would continue to open new trades.

Thanks.

Re: New Zorro version 1.96 [Re: DdlV] #475030
11/19/18 12:13
11/19/18 12:13
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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Thanks, I've put this on the todo list.

- New version:

http://opserver.de/down/Zorro_196.exe

It's still 1.96.4 since Zorro was unchanged, but wrong parameters in the GP asset list and a wrong variable definition have been fixed.

Re: New Zorro version 1.96 [Re: jcl] #475079
11/21/18 20:28
11/21/18 20:28
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Posts: 235
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Hredot Offline
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There is a problem with downloading historical data from IB Gateway with this version. Only the API connection field becomes green, while historical data farm field does not even appear -- which means Zorro does not even send the corresponding request. Instead Zorro shows "error 056". This error implies that the broker does not offer price data, but this is clearly wrong, since it worked before just fine.

Could you please fix the historical data download from IB in the newest zorro version?

Re: New Zorro version 1.96 [Re: Hredot] #475086
11/22/18 07:55
11/22/18 07:55
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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IB download has not changed in 1.96, but the usual error 056 reasons are a closed market or no market data permission.

First check with the Download script with which assets the download works, and with which not. Then check your data subscriptions, and also check if you have a recent Gateway version. The Gateway log normally shows you what the problem is. If you still cannot find the reason, IB support might help. You can also contact Zorro support with a detailed problem description and the Zorro and Gateway logs, and they'll help too.

Re: New Zorro version 1.96 [Re: jcl] #475093
11/22/18 20:20
11/22/18 20:20
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Hredot Offline
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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:

Code:
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.

Re: New Zorro version 1.96 [Re: Hredot] #475101
11/23/18 10:43
11/23/18 10:43
Joined: Jul 2000
Posts: 27,977
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jcl Offline OP

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jcl  Offline OP

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If you used this script for your download attempts, I readily believe that you had no luck. IB has lifted some hard limits, but they still disconnect you when you download too much too fast.

Do as I suggested, make sure that at least your symbols are correct, set a proper request rate, and if you then still have problems, let Support help.

Re: New Zorro version 1.96 [Re: jcl] #475109
11/23/18 14:03
11/23/18 14:03
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Zheka Offline
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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:
Quote:
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:
Quote:
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.

Re: New Zorro version 1.96 [Re: Zheka] #475111
11/23/18 14:35
11/23/18 14:35
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jcl Offline OP

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The script won't work with unavailable or too many assets in the list. So it's no good idea to try downloading all assets from some list, unless it was checked before that all can be really downloaded. Otherwise the IB API can disconnect.

"Though IB has lifted the "hard" limit, we still implement a "soft" slow to load-balance client requests vs. server response. Requesting too much historical data can lead to throttling and eventual disconnect of the API client. If a request requires more than several minutes to return data, it would be best to cancel the request using the IBApi.EClient.cancelHistoricalData function".

Re: New Zorro version 1.96 [Re: jcl] #475116
11/23/18 15:08
11/23/18 15:08
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Zheka Offline
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Quote:
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.
Quote:
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=5061

This 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.

Quote:
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..

Re: New Zorro version 1.96 [Re: Zheka] #475119
11/23/18 19:38
11/23/18 19:38
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Hredot Offline
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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.
Re: New Zorro version 1.96 [Re: Hredot] #475123
11/23/18 23:53
11/23/18 23:53
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Zheka Offline
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Zheka  Offline
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Mainly to trade Options and to access MT4 brokers (without having to learn and program in MQL).

Quote:
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.
Re: New Zorro version 1.96 [Re: Zheka] #475124
11/24/18 00:03
11/24/18 00:03
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Hredot Offline
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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. laugh 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.
Re: New Zorro version 1.96 [Re: Hredot] #475125
11/24/18 00:26
11/24/18 00:26
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Zheka Offline
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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.
Re: New Zorro version 1.96 [Re: Zheka] #475126
11/24/18 00:50
11/24/18 00:50
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Hredot Offline
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Soo, for things that can be traded live with MC and Zorro, which one would you choose? While EasyLanguage may be slow, C# seems fast enough though.

Re: New Zorro version 1.96 [Re: Hredot] #475127
11/24/18 02:00
11/24/18 02:00
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Zheka Offline
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It is unfortunately not that simple and depends on strategies.
For robustness and speed in production - SierraChart...but it has rudimentary backtesting capabilities and nothing about portfolio-level mngt...
MC is fast (Powerlanguage gets translated to C++ and runs as fast as C#) and more or less reliable in real-time, but lacks proper WFO/ML framework (and has several other quirks and limitations)...which brings us to Zorro.

Re: New Zorro version 1.96 [Re: Zheka] #475128
11/24/18 05:11
11/24/18 05:11
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Hredot Offline
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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.
Re: New Zorro version 1.96 [Re: Hredot] #475129
11/24/18 06:04
11/24/18 06:04
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Frankfurt
jcl Offline OP

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jcl  Offline OP

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I know that coding and Zorro are not for anyone, but the topic of this thread is version 1.96. You can discuss your issues all day, but please somewhere else. We also have a Rants section on this forum. Thank you!

Re: New Zorro version 1.96 [Re: jcl] #475136
11/24/18 13:21
11/24/18 13:21
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Zheka Offline
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Agree, that was not the appropriate place, sorry.

Coming back to the issues, it would be great if you expressed your opinion on the posted logs and highlighted issues.

Will IB plugin get improved in this area?

Re: New Zorro version 1.96 [Re: Zheka] #475137
11/24/18 14:21
11/24/18 14:21
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Posts: 29
panz Offline
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Not sure if this is already fixed, but I'm using Zorro 1.96.4 and found that the time zone CST is problematic. All other time zones (e.g. UTC, EST) work fine, just if I use CST in a date time related function call like ldow(CST, 0), I get a "syntax error".

It's not about missing definition though. If I make up something that does not exist like ldow(CCST, 0), I get "undeclared identifier".

Thanks for help in advance!

Re: New Zorro version 1.96 [Re: panz] #475143
11/25/18 08:53
11/25/18 08:53
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Austria
Petra Offline
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I had this too, the support told me it is fixed now. Here is how to fix it: Edit with N++ the file include\trading.h, and in line 764 with the CST definition, delete the "tr" behind the "-6".

Re: New Zorro version 1.96 [Re: Petra] #475155
11/26/18 10:41
11/26/18 10:41
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Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

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Since no bugs have been reported, Zorro 1.96.4 is now the new release and has moved to the Download page. Of course, if you encounter any problem with the new version, just contact Support with the details.

Re: New Zorro version 1.96 [Re: jcl] #475212
11/27/18 18:19
11/27/18 18:19
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DdlV Offline
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Thanks for this message, jcl! laugh

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.

Re: New Zorro version 1.96 [Re: DdlV] #475221
11/28/18 12:09
11/28/18 12:09
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jcl Offline OP

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For being on the safe side, download it from http://opserver.de/down/Zorro_setup.exe. The Zorro version is identical, but some other files might have changed.

Re: New Zorro version 1.96 [Re: jcl] #475224
11/28/18 12:57
11/28/18 12:57
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Adey Offline
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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.
Re: New Zorro version 1.96 [Re: Adey] #475237
11/29/18 09:33
11/29/18 09:33
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Frankfurt
jcl Offline OP

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jcl  Offline OP

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There are no columns. The numbers that you probably mean are dataset fields. If you think something's wrong, check it by printing out the fields and identifying their values in the original data.


Re: New Zorro version 1.96 [Re: jcl] #475243
11/29/18 10:31
11/29/18 10:31
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Adey Offline
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Hi

Sorry, I called it columns instead of fields.

I have printed out the fields and identified the values in the original data, that is why I posted because they do not match the fields they are meant to and match the wrong fields.

If you replace the word column with field my original post still stands.

Re: New Zorro version 1.96 [Re: Adey] #475266
11/29/18 17:43
11/29/18 17:43
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Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

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There are also no "Currently Dealer Longs" or "Assets Managers Long" fields. You can see the names of all COT columns in the comment in the first line of the COT() function.

If you have a different COT file with a different structure, then you can copy the COT function in your script and adapt the format string so that it matches the structure.

Re: New Zorro version 1.96 [Re: jcl] #475298
12/01/18 08:15
12/01/18 08:15
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OptimusPrime Offline
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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

Re: New Zorro version 1.96 [Re: OptimusPrime] #475300
12/01/18 09:04
12/01/18 09:04
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

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Noted. This is the first version of the interactive chart, so just suggest improvements or features.

Re: New Zorro version 1.96 [Re: jcl] #475301
12/01/18 12:36
12/01/18 12:36
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Adey Offline
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Adey  Offline
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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/XALElOqCB3L

All 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/xRCYUUIOF
The fields are numbered in green in the first screenshot for this.

When requesting field 8 returns blank.
See screenshot https://www.screencast.com/t/Smag0oVgsqg
The 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/LYqddzv6



As 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.
Re: New Zorro version 1.96 [Re: Adey] #475303
12/01/18 13:41
12/01/18 13:41
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jcl Offline OP

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jcl  Offline OP

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No, your explanation was ok, but mine apparently not. You're still confusing dataset fields and CSV fields. If you got COT reports in nonstandard formats, their CSV fields have different contents. First find the matching field numbers of the standard format that you can see in the COT comment in contract.c. Then copy the COT() function into your script and modify the format string dependent on the asset, so that the resulting dataset is equivalent to the dataset from the standard format. The formula 2-3 + 4-5 should be always correct for consistency reasons.

You're also certainly right that attempts to request field 8 will return blank. There is no field 8.

Re: New Zorro version 1.96 [Re: jcl] #475306
12/01/18 14:22
12/01/18 14:22
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Adey Offline
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Hi

Okay thanks. I understand now.

Adey

Re: New Zorro version 1.96 [Re: Adey] #475322
12/02/18 02:55
12/02/18 02:55
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bobby4h Offline
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Can you make it possible to do parameter optimization without doing WFO optimization?

I would like to run multi-core tests on the same period of time to find the optimal parameters for research reasons.

Also it would be nice if you could generate multiple plots at once, like the optimize charts for each individual WFO cycle, and multiple plotPriceProfile charts.

Re: New Zorro version 1.96 [Re: bobby4h] #475342
12/03/18 09:04
12/03/18 09:04
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

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jcl  Offline OP

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You can use a batch file for generating a large number of charts. Example here: https://www.financial-hacker.com/trend-and-exploiting-it/

Re: New Zorro version 1.96 [Re: Mio] #477271
06/09/19 02:26
06/09/19 02:26
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RTG Offline
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Im using Zorro S on Version 1.96. Zorro doesn't want to back test data dated after 1/4/2019.

Re: New Zorro version 1.96 [Re: RTG] #477276
06/10/19 10:17
06/10/19 10:17
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Spirit Offline

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I have also a copy of 1.96 and can use all 2019 data. Maybe some other reason?

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