NFA flag?

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Re: NFA flag? [Re: Lapsa] #483928 08/14/21 20:45 08/14/21 20:45
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	Also tried to add these: Quote if (is(FIRSTRUN)) return; if (is(FIRSTINITRUN)) return; if (is(INITRUN)) return; if (!Live) return; if (!RUNNING) return; before entering trades. Last edited by Lapsa; 08/15/21 08:23.

Re: NFA flag? [Re: Lapsa] #483929 08/14/21 20:51 08/14/21 20:51
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	`UpdateDays` variable gets ignored.

Re: NFA flag? [Re: Lapsa] #483930 08/14/21 20:54 08/14/21 20:54
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	It just doesn't work.

Re: NFA flag? [Re: Lapsa] #483931 08/14/21 21:38 08/14/21 21:38
Joined: Feb 2017 Posts: 1,726 Chicago AndrewAMD Serious User
AndrewAMD Serious User Joined: Feb 2017 Posts: 1,726 Chicago	The barmode flag was to solve the problem of the Weekend being observed, and therefore, "market is closed". That should be done with now. This other issue you discussing, I have no way to know what you are complaining about. What reason do you have to believe that it should [not] be trading at all? Last edited by AndrewAMD; 08/14/21 21:58. Reason: Typo www.vitaltrades.com - andrew@vitaltrades.com

Re: NFA flag? [Re: AndrewAMD] #483932 08/14/21 21:57 08/14/21 21:57
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	Originally Posted by AndrewAMD The barmode flag was to solve the problem of the Weekend being observed, and therefore, "market is closed". That should be done with now. That is correct. I was bit confused at first how barmode thingy works but you are right. That issue is resolved ('Market is closed' message). Originally Posted by AndrewAMD This other issue you discussing, I have no way to know what you are complaining about. What reason do you have to believe that it should be trading at all? It shouldn't be. That's the problem. Zorro catches up on historical data and along the way - calls exchange to open/close trades based on data 2 days ago. It should be placing trades only AFTER the pull of historical data. It's as if Zorro reads historical data tick by tick, minute by minute, checks strategy, builds up indicators, series and whatnot, sees enterLong(), places trade, immediately reads next 5-20 tick bars, confirms that it should go short now, reverts position, reads next 10, closes again etc. All that while it catches up on historical data. Like, I don't know, perhaps 100 order creation requests - in about one minute. And I'm having same issue with original Workshop4 script too. Only it doesn't spam order requests as much since it works with bar period of 1440.

Re: NFA flag? [Re: Lapsa] #483933 08/15/21 08:21 08/15/21 08:21
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237	I think I found it. It seems to be working as expected. Pulled down recent 3 day data, prepared, converted to t6, sorted. This is how currently first lines of run() function looks like: Quote function run() { set(NFA\|PRELOAD); //\|PLOTNOW\|PARAMETERS\|FACTORS BarPeriod = 1; LookBack = 29; //UpdateDays = 0; StartDate = 20210814; EndDate = 20210815; BarMode = BR_FLAT; History = "*.t6"; // asset("MATICUSDT"); Commenting out asset() function calls seems to be detrimental. Setting history variable might be not as it seems to be same as default. NFA, PRELOAD flags and BarMode are also crucial. Quote Lookback period (29 bars) . [157: Sun 21-08-15 08:01] 1.3803/1.3837\1.3803/1.3823 [158: Sun 21-08-15 08:02] 1.3821/1.3841\1.3785/1.3799 [159: Sun 21-08-15 08:03] 1.3803/1.3841\1.3780/1.3796 [160: Sun 21-08-15 08:04] 1.3796/1.3861\1.3782/1.3843 [161: Sun 21-08-15 08:05] 1.3843/1.3934\1.3843/1.3927 [162: Sun 21-08-15 08:06] 1.3927/1.3932\1.3879/1.3926 [163: Sun 21-08-15 08:07] 1.3928/1.3973\1.3909/1.3964 [164: Sun 21-08-15 08:08] 1.3964/1.3964\1.3889/1.3917 ^ Notice there's no processing of Fri 21-08-13 bars. It jumps right in. Currently waiting for the first signal. ---------------------------------------------- Quote [175: Sun 21-08-15 08:19] 1.3952/1.3960\1.3936/1.3951 [176: Sun 21-08-15 08:20] 1.3950/1.3978\1.3941/1.3969 (MATICUSDT::S) Short 5@1.39690 Entry stop (MATICUSDT::S) Entry stop 1.39690 hit at 1.39680 08:20:00 !MATICUSDT: SELL 5 (q5 x la1) at MARKET [MATICUSDT::S00037] Short 5@1.39690 Yay! Trade probably will drown but the tech seems to be working! Nice and clean. Phew.... Hussle is an understatement. Last edited by Lapsa; 08/15/21 08:23.

Re: NFA flag? [Re: Lapsa] #483934 08/15/21 09:34 08/15/21 09:34
Joined: Aug 2021 Posts: 237 L Lapsa OP Member
Lapsa OP Member L Joined: Aug 2021 Posts: 237

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