This version will become the official release when no bugs are found in the next time. It contains a generator for artificially shaped price curves, an improved debugger, new indicators, a new capital distribution algorithm, a workaround for the upcoming German trader tax, and many more new features. The full list can be found on http://manual.zorro-project.com/new.htm.
Please test everything and report any issues here! If you're the first one to find a serious bug of this release candidate, you can get a free Zorro S subscription. Details on https://manual.zorro-project.com/restrictions.htm.
Re: New Zorro version 2.25
[Re: jcl]
#479280 03/14/2011:0403/14/2011:04
- The Holidays list had a undocumented limit of 20 holidays. Not a 2.25 bug, but already present in 2.20 - The TradeTest script had leftovers from a previous test, please don't use it.
A new version with no holiday limit and the right TradeTest script was uploaded.
Re: New Zorro version 2.25
[Re: jcl]
#479290 03/16/2001:4803/16/2001:48
There is yet again a 1-min shift in the bars Zorro builds. This nasty 'rounding' bug resurfaces from time to time, and it would be great to get it fixed once and for all.
There must be a way. All other trading sw I've worked with doesn't have such a problem.
This is not a 2.25 bug, it existed also in (at least) b2.23.5
Re: New Zorro version 2.25
[Re: jcl]
#479291 03/16/2008:2203/16/2008:22
I don't know of a 1-min shift, but your screenshot is not from Zorro. For comparing .t6 timestamps with the log, please use the historical data from the download page and the History script that comes with Zorro. If you see a discrepancy, please post here with which file and at which timestamp. We'll look into that.
Re: New Zorro version 2.25
[Re: jcl]
#479294 03/16/2012:4003/16/2012:40
My screenshot IS all from Zorro. You can see the simple script on the left, EUR/JPY prices downloaded from IB open in the Zorro History editor and Zorro log just beneath it.
The discrepancy is in the very first bar on Sun, timestamped 21:21 ( I provided a description when attaching a screenshot - but it is not publicly visible).
I highlighted yellow the 1-min bars/prices which should constitute this 5-min bar.
Its close price should be 119.251, not 119.1365 (in log).
The last 5-min candle on Fri is correct, but the first bar on Sun 03/08 has the same problem.
Re: New Zorro version 2.25
[Re: jcl]
#479295 03/16/2012:4303/16/2012:43
I was referring to the History Script, not the History Editor. Timestamps in the History Editor are not from Zorro and I cannot comment on their precision. But thank you for checking!
Re: New Zorro version 2.25
[Re: jcl]
#479296 03/16/2013:2603/16/2013:26
The script is basic and does the job. Timestamps precision per se is irrelevant since the comparison is between the t6 file (whatever is in it) and Zorro's use of it.
So, will you investigate please?
Re: New Zorro version 2.25
[Re: jcl]
#479297 03/16/2013:4103/16/2013:41
Timestamp precision is necessarily relevant because the t6 timestamps are in floating point and affect the way t6 memory is mapped into Zorro's price() memory.
That's exactly the core problem: what's the way to ensure that the difference in the 5-7+th digit does not lead to a 1 min shift in Zorro? What 'smart' algos/heuristics are employed by Multicharts, SC, pandas, NinjaTrader, Metatrader, Excel, etc that such a problem just does not exist?
I regularly have to double-check that the prices loaded from a csv file (exported from Multicharts/IB) are correctly timestamped in a t6 file and then 'candles' are built correctly by Zorro.
But in this particular case: - History Editor shows all 1-min prices with correct timestamps (as they are received from IB and are displayed in MC and in excel) - the last/previous bars on Fri/earlier are built by Zorro correctly
- from the first bar on Sun 1-min bars are aggregated into 5-min bars incorrectly.
Re: New Zorro version 2.25
[Re: jcl]
#479303 03/16/2016:0203/16/2016:02
I can obviously not help with History Editor timestamps. That software is not from us. But if you believe that a time stamp from your CSV file was also wrong, simply post here that CSV file, script, and log with the wrong time stamp, and we'll immediately look into that. Surely this cannot be so hard?
BTW, Zorro timestamps can indeed be wrong, by 0.5 ms. That's the rounding precision of the used time function library. Afraid that's not a bug.
Re: New Zorro version 2.25
[Re: jcl]
#479304 03/16/2016:3203/16/2016:32
- History Editor shows all 1-min prices with CORRECT timestamps (as they are received from IB and are displayed in MC AND IN EXCEL in a csv file)
- the last/previous bars on Fri/earlier are built by Zorro correctly
- from the first bar on Sun 1-min bars are aggregated into 5-min bars incorrectly. -> the bar ending Sun 21:21 has a close corresponding to 21:20 in a t6 file.
All this is clear from the screenshot I attached earlier. -> which has both the log and t6 file opened in History editor.
If the picture is not enough I can send the t6 file and the script to support.
Re: New Zorro version 2.25
[Re: jcl]
#479305 03/16/2016:5603/16/2016:56
If you don't want to share it here, you can of course also send it to support. I've already written how you can check the timestamps, and what files we'll need if you find a wrong one. Thank you!
Re: New Zorro version 2.25
[Re: jcl]
#479306 03/16/2017:2103/16/2017:21
BTW, Zorro timestamps can indeed be wrong, by 0.5 ms. That's the rounding precision of the used time function library. Afraid that's not a bug.
What's the way to ensure that <0.5ms difference does not lead to a price being incorrectly treated by Zorro as ending 1 min later/earlier?
Can a simple algo be implemented FOR RESOLUTIONS of 1MIN+ that if the difference is <1 sec, then the timestamp is corrected up/down to the closest round minute?
Re: New Zorro version 2.25
[Re: jcl]
#479308 03/16/2018:3203/16/2018:32
No. Maybe your problem is simply a misconception of bars and ticks? What you see in the log are the bars. What you see in a history file are the ticks. Bars start and end at time boundaries, like any full minute. Ticks do not. They are unrelated to time boundaries. They get their timestamps from the price source or out of the history file. Your script can set up the time of bars, but not of ticks. Any bar contains exactly the ticks whose timestamps fall into the bar period. Maybe that has confused you.
In the manual you can find a more detailed intro to bars and ticks and their role in a trading system.
Re: New Zorro version 2.25
[Re: jcl]
#479330 03/18/2014:1903/18/2014:19
Thank you jcl. I use visual c++ 2017. When I try to test the sample "RTest.c", There is some exception error when closing. Please check that (running code in visual c++).
Re: New Zorro version 2.25
[Re: jcl]
#479394 03/26/2016:4503/26/2016:45
It is unlikely that you get an exception and all other people with the same code get none. Compare your code with the included cpp and check also your VC++ setup. Follow the instructions in the manual. Maybe the struct alignment is wrong or something like that.
Re: New Zorro version 2.25
[Re: jcl]
#479482 04/02/2011:1304/02/2011:13
To be honest, with 2.25 I encounter a lot of situations that haven't been there before.
Instance just closing, partly reproducable, e.g. run simulation 1, open result chart, run simulation 2 and move zoom in and out the result while simulation 2 is drawing / updating the previous result.
Memory fragmented or similar message soemtimes shows up, it can be due to my s**** computer, so I can't really tell.
Re: New Zorro version 2.25
[Re: jcl]
#479872 05/02/2010:1905/02/2010:19
I found where is a problem. One my instance is running with broker arbitrage. If I start any second instance, whitch trying use the same DLL, is a verry slow. In the manual: Brokers A and B must not use the same broker plugin Dll.
But if use other instance, must be also other Dll.
Instance 1 (ARB).... Broker A ... plugin1.dll, Broker B ... plugin2.dll Instance 2 - only one plugin - Broker C ... plugin3.dll <-- don't use the same dll like Instance 1 Instance 3 - only one plugin - Broker C ... plugin3.dll