Gamestudio Links
Zorro Links
Newest Posts
Zorro Trader GPT
by TipmyPip. 04/27/24 13:50
Trading Journey
by 7th_zorro. 04/27/24 04:42
Help with plotting multiple ZigZag
by M_D. 04/26/24 20:03
Data from CSV not parsed correctly
by jcl. 04/26/24 11:18
M1 Oversampling
by jcl. 04/26/24 11:12
Why Zorro supports up to 72 cores?
by jcl. 04/26/24 11:09
Eigenwerbung
by jcl. 04/26/24 11:08
MT5 bridge not working on MT5 v. 5 build 4160
by EternallyCurious. 04/25/24 20:49
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
2 registered members (TipmyPip, VoroneTZ), 769 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
wandaluciaia, Mega_Rod, EternallyCurious, howardR, 11honza11
19049 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Increasing no of executed bars without increasing LookBack #479683
04/17/20 16:05
04/17/20 16:05
Joined: Dec 2019
Posts: 53
ozgur Offline OP
Junior Member
ozgur  Offline OP
Junior Member

Joined: Dec 2019
Posts: 53
Hi,

I'd like to run ZigZag indicator on 1H hour bars of past 2 years and collect its turning points in an array for further processing with a dll. ZigZag itself does not require a long LookBack, e.g. 500 is good enough.

As far as I see, I can read price data from AssetX arrays or t6 files with dataset functions then loop through the data but I wonder if there is a more elegant solution.

Thanks a lot.

Re: Increasing no of executed bars without increasing LookBack [Re: ozgur] #479684
04/17/20 16:12
04/17/20 16:12
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
I'm not sure what problem you're trying to solve here.

Re: Increasing no of executed bars without increasing LookBack [Re: ozgur] #479686
04/17/20 17:55
04/17/20 17:55
Joined: Dec 2019
Posts: 53
ozgur Offline OP
Junior Member
ozgur  Offline OP
Junior Member

Joined: Dec 2019
Posts: 53
Hi Andrew,

LookBack is limited to maximum 1 year in Trade Mode according to manual. I'd like to process 2 years of past data.
I am not sure but another issue may be increased memory footprint due to longer LookBack period. I can manage series I create but I don't know what Zorro internally keeps.

So I was wondering if there is a workaround for 1 year limit and meanwhile not wasting memory since I don't really need 2 years of data in series. Maybe there is a function I am missing to tell Zorro start executing from certain past date therefore it can collect data I need (but skip trading logic as obviously it can't trade past)?

Last edited by ozgur; 04/17/20 18:01.
Re: Increasing no of executed bars without increasing LookBack [Re: ozgur] #479688
04/17/20 18:14
04/17/20 18:14
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,725
Chicago
In that case, I believe you can use the PRELOAD flag for live trading.

Emphasis added:
Quote
In [Trade] mode, price history covering the LookBack duration is downloaded from the server immediately before trading starts. Due to weekends and market hours, the lookback duration is normally longer than LookBack * BarPeriod. The downloaded history usually exceeds the lookback duration by a safety margin, but does not exceed 1 year. A longer lookback duration requires the PRELOAD flag and available price history. A too long lookback period will be indicated with a warning message.
https://zorro-project.com/manual/en/lookback.htm


Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1