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Re: Sierra Chart Plugin [Re: AndrewAMD] #477458
06/28/19 11:53
06/28/19 11:53
Joined: Feb 2017
Posts: 769
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 769
Chicago
But you’re plotting it with a Zorro script. By default, Zorro ignores weekends.

Download the Z History Editor from the Download section of the site and inspect the t6 files yourself. Then tell me what you see.

Re: Sierra Chart Plugin [Re: AndrewAMD] #477460
06/29/19 01:55
06/29/19 01:55
Joined: Jun 2019
Posts: 14
B
bondo1 Offline
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bondo1  Offline
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Joined: Jun 2019
Posts: 14
Hey Andrew,

I loaded the data up in Z History Editor and was able to see continuous data (including the weekends), I checked this on ES futures as well as some cryptocurrencies. Thanks again for the assist [I read up on the weekend bit after you posted about it, and for anyone who didn't know, I think the Zorro Manual > Time and Calendar Functions > BarMode should be helpful]. I'm gonna play with the code and try to get Zorro to chart all data (including weekends).

For anyone who's curious, I've been loading 1 minute data (so t6), but I'll mess around with downloading/checking tick data and report how that goes.

Also, gonna code a couple simple strategies/phantom trade them to see how the plug-in works for trading execution and will also post results - Thanks again to Andrew, the update is going swimmingly!

Re: Sierra Chart Plugin [Re: AndrewAMD] #478202
09/18/19 14:03
09/18/19 14:03
Joined: Feb 2017
Posts: 769
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 769
Chicago
Just a quick update - I have plans to spin off the sockets backend into its own DLL library with a C API, since it depends on Boost. Maybe even make the library directly accessible from Zorro.

This way, the plugin itself would not have a direct dependency on boost. This will make code management much easier.

Also, I dislike my current multi-threaded design - there's no need for it. I can call windows handles using sockets, so networking can still be asynchronous while still single-threaded.

I can afford to be a perfectionist since there's no deadline, and this is not a funded project. But at the end of the day, I'm trying to make this repository as easy to maintain as possible.

Re: Sierra Chart Plugin [Re: AndrewAMD] #478303
09/28/19 23:56
09/28/19 23:56
Joined: Jun 2019
Posts: 14
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bondo1 Offline
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bondo1  Offline
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Joined: Jun 2019
Posts: 14
Hey man, just wanted to say thanks for continually updating us on this, your work is very much appreciated! I have yet to deploy live capital using your plugin (been working through a bunch of coding examples), but I'm excited to try it out

Re: Sierra Chart Plugin [Re: AndrewAMD] #478304
09/29/19 13:49
09/29/19 13:49
Joined: Feb 2017
Posts: 769
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Joined: Feb 2017
Posts: 769
Chicago
If it works well for demo/paper trading, then it should work well for live trading. Either way, please let me know if you encounter any issues.

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