Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding?

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Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: AndrewAMD] #476057 01/23/19 20:55 01/23/19 20:55
Joined: Jan 2019 Posts: 73 berlin L laz OP Junior Member
laz OP Junior Member L Joined: Jan 2019 Posts: 73 berlin	But then I get all the results twice ... I think I prefer to do it with "ALGO:L & ALGO:S" without the parameter chart first. I just have to check again if at least the resulting fac and par values with "TREND: L + TREND: S" and "TRENDL: L + TRENDS: S" are identical. Last edited by laz; 01/23/19 20:58.

Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: laz] #476058 01/23/19 21:01 01/23/19 21:01
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	Does parameter_test_1 take about as much time to process as parameter_test_2? www.vitaltrades.com - andrew@vitaltrades.com

Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: AndrewAMD] #476059 01/23/19 21:15 01/23/19 21:15
Joined: Jan 2019 Posts: 73 berlin L laz OP Junior Member
laz OP Junior Member L Joined: Jan 2019 Posts: 73 berlin	parameter_test_1 Code: while(asset(loop("EURUSD"))) while(algo(loop("TRND"))) { changes in parameter_test_2 to: Code: while(asset(loop("EURUSD"))) while(algo(loop("TRND:L","TRND:S"))) { Script parameter_test_2 now need twice as long as we train 2 different components... But as I write this I wonder, why was parameter_test_3 so slow, I have to look at it again... I do not really know, what the problem was. Quote: parameter_test_1 - runtime about 3 minutes from first _1.par to .fac file parameter_test_2 - runtime about 7 minutes from first _1.par to .fac file parameter_test_3 - i stopped it, it's getting slower and slower, why? parameter_test_4 - runtime about 5 minutes from first _1.par to .fac file Internal Timer from FIRSTINITRUN to EXITRUN parameter_test_1 Quote: EXITRUN @ bar 10035 time = 501.353 ms EXITRUN @ bar 10035 time = 493.324 ms EXITRUN @ bar 10035 time = 487.299 ms EXITRUN @ bar 10035 time = 487.029 ms parameter_test_2 Quote: EXITRUN @ bar 10035 time = 493.028 ms EXITRUN @ bar 10035 time = 495.644 ms EXITRUN @ bar 10035 time = 503.310 ms EXITRUN @ bar 10035 time = 493.658 ms parameter_test_3 Quote: EXITRUN @ bar 10035 time = 12252.315 ms EXITRUN @ bar 10035 time = 10282.861 ms EXITRUN @ bar 10035 time = 10487.490 ms EXITRUN @ bar 10035 time = 9688.894 ms parameter_test_4 Quote: EXITRUN @ bar 10035 time = 350.156 ms EXITRUN @ bar 10035 time = 351.938 ms EXITRUN @ bar 10035 time = 346.190 ms EXITRUN @ bar 10035 time = 345.802 ms I don't know why test_4 is faster but it's good . Last edited by laz; 01/23/19 21:48.

Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: laz] #476060 01/23/19 21:27 01/23/19 21:27
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	Does parameter_test_5 take longer than parameter_test_2? Test #5 does this: loop("TRNDL:L","TRNDS:S") You know how strstr works. My hypothesis is that Test #5 == Test #2 > Test #1 (time consumed) www.vitaltrades.com - andrew@vitaltrades.com

Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: AndrewAMD] #476061 01/23/19 21:31 01/23/19 21:31
Joined: Feb 2017 Posts: 1,725 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,725 Chicago	I'm assuming that test #3 is time consuming because it might be I/O intensive. EDIT: Disregard, I thought verbose was high. Last edited by AndrewAMD; 01/23/19 22:07. www.vitaltrades.com - andrew@vitaltrades.com

Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: AndrewAMD] #476062 01/23/19 21:56 01/23/19 21:56
Joined: Jan 2019 Posts: 73 berlin L laz OP Junior Member
laz OP Junior Member L Joined: Jan 2019 Posts: 73 berlin	Quote: I'm assuming that test #3 is time consuming because it might be I/O intensive. Can you please explain more, the runtimes look very suspicious. Training for test_5 is running, i think it will take the same time as test_2 & test_4. Quote: parameter_test_1 - runtime about 3 minutes from first _1.par to .fac file parameter_test_2 - runtime about 7 minutes from first _1.par to .fac file parameter_test_3 - i stopped it, it's getting slower and slower, why? parameter_test_4 - runtime about 5 minutes from first _1.par to .fac file parameter_test_5 - runtime about 6 minutes from first _1.par to .fac file parameter_test_5 Quote: EXITRUN @ bar 22787 time = 386.639 ms EXITRUN @ bar 22787 time = 386.281 ms EXITRUN @ bar 22787 time = 390.088 ms EXITRUN @ bar 22787 time = 396.646 ms Attached Files parameter_test_5.c (30 downloads) Last edited by laz; 01/23/19 22:08.

Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: laz] #476063 01/23/19 22:14 01/23/19 22:14
Joined: Jan 2019 Posts: 73 berlin L laz OP Junior Member
laz OP Junior Member L Joined: Jan 2019 Posts: 73 berlin	The strange thing is, jcl does it in the same way as i did in #3, his script runs fine...? babypips_jcl_LS.c Quote: if(strstr(Algo,":L") and valley(Trend)) enterLong(); else if(strstr(Algo,":S") and peak(Trend)) enterShort(); parameter_test_3 Code: if(strstr(Algo,":L") && valley(sig)) enterLong(); else if(strstr(Algo,":S") && peak(sig)) enterShort(); EDIT: I think I found a possible explanation (maybe)? Quote: Hedge 0 = no hedging; automatically close opposite positions with the same asset when a new position is opened (default for NFA accounts). 1 = hedging across algos; automatically close opposite positions with the same algo when a new position is opened (default for unspecified accounts). 2 = full hedging; long and short positions can be open at the same time. From test_1 to test_3 I'm in Hedge = 1 (default for me). But in test_3 I'm limiting enterLong() + enterShort() to :L or :S Code: if(strstr(Algo,":L") && valley(sig)) enterLong(); else if(strstr(Algo,":S") && peak(sig)) enterShort(); Because of that: Quote: while(algo(loop("TRND:L","TRND:S"))) Does Zorro now handle TRND:L and TRND:S as "the same" or 2 different Algos? If so, we never have a enterLong() & (exit short) for TRND:S and never a enterShort() & (exit long) for TRND:L. Result = Open trades are no longer closed? That would explain why test_4 works correctly, there I have Hedge = 2 and i correctly close the open orders in the respective algo. There is only 1 open question, why does it work in the jcl babypips script, there is no Hedge set, so it is also Hedge = 1...? Attached Files babypips_jcl_LS.c (30 downloads) Last edited by laz; 01/24/19 01:48.

Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: laz] #476064 01/24/19 01:22 01/24/19 01:22
Joined: Jan 2019 Posts: 73 berlin L laz OP Junior Member
laz OP Junior Member L Joined: Jan 2019 Posts: 73 berlin	Ok I had a guess, but what I'm telling you now was too significant, so I wanted to be sure. Because if I'm right then many examples that were posted everywhere are wrong! In the babypips_jcl_LS.c I set the barperiod to = 60 (more trades) and it also got extremely slow. So I thought, if my suspicion is right, there must be more than 1-2 trades open at the same time. Please download new versions of #2 and #3 and hit TRAIN : parameter_test_2 works as intended, in the train.log I never found more than 2 open trades. Take a look at the train.log of parameter_test_3, there are 20,30,40 open trades. Whatever ends the trades (End of WFOCycle?), it is not your function! That would mean all the examples: https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=407922 https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=408151#Post408151 http://www.forexfabrik.de/topic/3273-zorro-trader https://forums.babypips.com/t/automated-trading-course-part-2-strategy-design/46305/24 are wrong? Can one check this please, it can be the solution to a lot of questions... Attached Files parameter_test_2.c (24 downloads) parameter_test_3.c (25 downloads) Last edited by laz; 01/24/19 02:00.

Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: laz] #476078 01/25/19 19:21 01/25/19 19:21
Joined: Jul 2000 Posts: 27,982 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,982 Frankfurt	The ":L" and ":S" suffixes to algo names are from an early Zorro version. I have no notice of discontinuation, so theoretically they should still work, but otherwise please use "TRNDL" and "TRNDS" at the moment. We'll look into that.

Re: Using ":L" & ":S" causes 2 possible bug(s) or is it bad coding? [Re: jcl] #476090 01/26/19 04:38 01/26/19 04:38
Joined: Jan 2019 Posts: 73 berlin L laz OP Junior Member
laz OP Junior Member L Joined: Jan 2019 Posts: 73 berlin	OFFTOPIC Hi jcl, nice to meet you ... Thanks for everything here, I do not know who is behind the project but you (guys) did a really good job. Zorro's framework is great & takes a lot off, I already had the r-bridge in my own dll (freepascal) and the WFO coded in R but i was still missing so much, zorro makes it all superfluous . OFFTOPIC Quote: The ":L" and ":S" suffixes to algo names are from an early Zorro version. Please don't remove it It would be nice if you can fix only 1 thing: 1. wrong parameter charts with :L & :S Why ? :L & :S make it possible to combine/use both adviseLong/adviseShort Calls for LONG and both for SHORT as we have different components now . So we can use 2 perceptrons or neural nets for 1 direction. But TRNDL & TRNDS are ok for the moment Problem 2, the open trades can be solved by understanding that by using :L & :S you now use 2 different algo's and that your script has to close open trades. Because enterLong() and enterShort() are not doing it for you with :L & :S. This should be correct? Code: if(strstr(Algo,":L")) { if(peak(sig)) exitLong(); else if(valley(sig)) enterLong(); } else if(strstr(Algo,":S")) { if(valley(sig)) exitShort(); else if(peak(sig)) enterShort(); } Last edited by laz; 01/26/19 04:54.

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