Gamestudio Links
Zorro Links
Newest Posts
Instrument Price Zorro Chart
by felixfx. 10/19/19 20:48
Today real live account blown - my experience
by Clifford_B. 10/19/19 17:09
Building Diversified Portfolios - New Paper
by SnoopySniff. 10/18/19 16:23
Indices & metals easier to trade than FX???
by SnoopySniff. 10/18/19 10:08
What are you working on?
by txesmi. 10/17/19 07:00
Ducascopy exporter
by line7. 10/17/19 06:21
AUM Magazine
Latest Screens
The Space Between
Pogostuck: Rage With Your Friends
Worst Case Z
AckCon'18 - Lotter vs the World 2 - Preview Release
Who's Online Now
3 registered members (Dooley, AndrewAMD, Seymour), 736 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
VillageTalkies, line7, Shutch, Clifford_B, Paulius
18310 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Zorro Z12 and IG #477821
07/31/19 15:17
07/31/19 15:17
Joined: Jun 2019
Posts: 11
D
dh85 Offline OP
Newbie
dh85  Offline OP
Newbie
D

Joined: Jun 2019
Posts: 11
Dear All,

Is anyone trading Zorro's Z12 strategy with broker IG?

I'm asking as something seems to be wrong with the asset parameters provided by the broker API for XAG/USD (CS.D.CFDSILVER.CFM.IP).

During the backtest I can see lots of errors like below rerported in the Zorro log:

Error 010: Invalid XAG/USD Stop: 32.04 Price: 15.94

I suspect that this has something to do with the fact that IG quotes the silver CFD in cents rather than dollars, but I'm not sure.

I have already contacted Zorro support and the author of the IG broker plugin, but unfortunately couldn't solve the problem, yet.

Regards,
Daniel

Re: Zorro Z12 and IG [Re: dh85] #477822
07/31/19 16:17
07/31/19 16:17
Joined: Jul 2000
Posts: 27,029
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,029
Frankfurt
Check the asset list. When you have a 100 times higher price, some parameters must be multiplied with 100, for instance the pip size. You also need historical data in cents.

Re: Zorro Z12 and IG [Re: dh85] #477826
08/01/19 05:43
08/01/19 05:43
Joined: Jun 2019
Posts: 11
D
dh85 Offline OP
Newbie
dh85  Offline OP
Newbie
D

Joined: Jun 2019
Posts: 11
Thanks jcl. I guess the market data might be an issue here. I use historic market data from FXCM and run Z12 with PRELOAD flag and broker IG as their API is so restricted on getting historic price data. So for assets that are quoted differently, like silver, that‘s not a good fit. However, I suspect the backtest should be running fine once I multiply PipCost with 100 as suggested.

Re: Zorro Z12 and IG [Re: dh85] #477863
08/06/19 18:33
08/06/19 18:33
Joined: Feb 2017
Posts: 358
D
Dalla Offline
Senior Member
Dalla  Offline
Senior Member
D

Joined: Feb 2017
Posts: 358
As I've said in our DMs, I'm not sure what the issue is. I've live traded with the plugin for two years and I never came across this issue, nor did I hear anyone else mention it.
I've been in contact with IG support, but unfortunately I find them to be utterly useless for lack of a better word... It doesn't look like they will be much help.


Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1