Gamestudio Links
Zorro Links
Newest Posts
What are you working on?
by HellThunder. 12/02/20 22:50
Disable MT4 during training
by Grat. 12/02/20 17:33
Oanda Stop Loss
by MatPed. 12/02/20 14:57
Newbie questions
by bot. 12/02/20 11:49
DirectX : 3d Hardware Reset Failure
by 3run. 12/01/20 18:23
CQG
by AndrewAMD. 12/01/20 15:09
Zorro on Linux
by andydoc. 12/01/20 15:06
About path_create
by 20BN. 12/01/20 08:10
AUM Magazine
Latest Screens
Paradox Vector
The Space Between
Pogostuck: Rage With Your Friends
Worst Case Z
Who's Online Now
6 registered members (HellThunder, AndrewAMD, Karakis, jumpman, ozgur, alibaba), 477 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
ZenMaster, paco101, fumo59, andydoc, lento
18549 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Performance report - external trades #479433
03/29/20 08:08
03/29/20 08:08
Joined: Mar 2018
Posts: 32
hast29 Offline OP
Newbie
hast29  Offline OP
Newbie

Joined: Mar 2018
Posts: 32
Hi, I need to generate the Zorro performance report (incl. Monte Carlo simulation) for a set of trades from an external platform.

There is a hint in the Zorro manual - "Zorro can analyze the performance of its own strategy scripts, as well as of trade lists that are generated by other software and exported as .csv files."

However, there is no description in the Zorro manual about importing these external trades into a script …

Can someone advise ? What function to use ?

Alternativelly, I would be fine just by clicking the Result button in Zorro, but it is not active without testing a strategy script :-(

Re: Performance report - external trades [Re: hast29] #479436
03/29/20 10:12
03/29/20 10:12
Joined: Apr 2008
Posts: 323
Austria
Petra Offline
Support
Petra  Offline
Support

Joined: Apr 2008
Posts: 323
Austria
There was an example script "Simulate" but it is not anymore in the Zorro installation, I dont know why.

You write a normal trading script but instead of generating a trade signal, read a trade out of your list, open the same trade in the script, set Fill mode so that it is not immediately filled, and then set all the trade parameters, profit and entry and exit dates from the trade off the list. The backtest will then generate a performance report from your set of trades.

Re: Performance report - external trades [Re: hast29] #479468
03/31/20 13:42
03/31/20 13:42
Joined: Mar 2018
Posts: 32
hast29 Offline OP
Newbie
hast29  Offline OP
Newbie

Joined: Mar 2018
Posts: 32
Thank you !! I found the simulate.c script in the archive. It is exactly what I needed.

Re: Performance report - external trades [Re: hast29] #480176
05/24/20 14:15
05/24/20 14:15
Joined: May 2020
Posts: 3
Glendale
T
trader310 Offline
Guest
trader310  Offline
Guest
T

Joined: May 2020
Posts: 3
Glendale
Hi @hast29, any chance you could share where you found the script? I'm looking for the same thing!


Moderated by  Petra 

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