Hi,

Can confirm that in the 2.40.3 version installation the Binance Futures Plugin is missing. I understand that it's possible to copy the dll from the 2.41.1 to the 2.40.3 without any problem, right?

BTW: 2.41.1b is still not fixed with the latest reported issues, 2.40.3 is.

I cannot confirm any missing plugins, but I can confirm that 2.41.1 beta corresponds to the old 2.40.1 release. There will be a new beta in the next days.

New version: 2.40.4.

Changes: Default outlier detection is now less sensitive. And after many discussions, we have now moved tick and tock from the start to the end of the bar when no TICKS flag is set. This makes close price and timestamp match. It TICKS is set, or in trade mode, the behavior is as before.

Hi jcl,

Thanks for the tick/tock time fix. I can confirm that tick/tock does in fact run at the end of the bar in v2.40.4

However, the tmf that execute before the run() is still running at the beginning of the bar. This difference between v2.35 and v2.40 causes meaningfully significant difference in backtest results.

In 2.40.4, the execution sequence looks like this:
tmf [timestamp = bar begin]
tick [timestamp = bar END]
tock [ timestamp = bar END]
run [timestamp = bar END]

I believe the TMF in this group should also execute at a timestamp=bar END, and with this sequence

tick [timestamp = bar END]
tock [ timestamp = bar END]
tmf [timestamp = bar END]
run [timestamp = bar END]

Basically tmf should run AFTER tick/tock, like v 2.35

Hope you agree.

Thanks.

Thanks for the new fixed version.

Binance Futures plugin is not missing this time and it seems that it's updated from 1.0.2.6 to 1.0.2.7, but couldn't find if there are any important changes.

BTW: May I claim a perpetual license due to my report?

1.0.2.7 was just a minor bug fix.

There is no execution sequence for TMFs. They are triggered by ticks, entry, stop, and other events, and run when that event happens. In case of ticks they run at the same time as the tick function.

The TMF below executes immediately before the upcoming run(), after getting the latest tick price.

As you can see, it ran before tick and TOCK. As a result it doesn't get the options chain for time 1840 that was loaded in TOCK.

What I am suggesting is that instead of this execution sequence:
TMF, tick, TOCK, run

It should be this, just like 2.35 and before.
tick, TOCK, TMF, run

I don't think making this change will cause any internal Zorro issues at all. In fact, I think it'll make it better for all TMF events:
tick, TOCK, TMF event....

From v.2.40.4

Check the TradeIs... flags. You can then see when and why a TMF was triggered.

New version: 2.40.5

The bugs, a crash and a wrong contour chart, that were reported for 2.40.4 have been fixed in this version.