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Performance report - external trades #479433
03/29/20 08:08
03/29/20 08:08
Joined: Mar 2018
Posts: 15
H
hast29 Offline OP
Newbie
hast29  Offline OP
Newbie
H

Joined: Mar 2018
Posts: 15
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: 298
Austria
Petra Online
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Petra  Online
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Joined: Apr 2008
Posts: 298
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: 15
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hast29 Offline OP
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hast29  Offline OP
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Joined: Mar 2018
Posts: 15
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: 1
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trader310 Offline
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trader310  Offline
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Joined: May 2020
Posts: 1
Glendale
Hi @hast29, any chance you could share where you found the script? I'm looking for the same thing!


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