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Re: New Zorro version 2.40.3
[Re: jcl]
#483915
08/14/21 10:58
08/14/21 10:58
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Joined: Feb 2021
Posts: 19
CpOo
Newbie
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Newbie
Joined: Feb 2021
Posts: 19
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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?
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Re: New Zorro version 2.40.3
[Re: jcl]
#483945
08/16/21 15:34
08/16/21 15:34
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Joined: May 2018
Posts: 134
SBGuy
Member
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Member
Joined: May 2018
Posts: 134
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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
[1840] INSIDE myTMF[489449]: priceClose(0)=3816.59
2021-03-05,Call,20210308,3810.0,3815.3,32.60,32.10,0.529,773,
ContractBid[32.10] ContractAsk[32.60] TradeStopLimit[27.75]
[4895: 1840] tick priceClose[3816.59]
[4895: 1840] TOCK -- [SPX] Loading chain...
[4895: 1840] TOCK priceClose[3816.59] -- [C:\Zorro\History\SPX-Options\\SPX_202103_m1.t8] 600 contracts loaded...
[4895: Fri 21-03-05 18:40] 860 -1912 5/4 3815.25/3816.59\3815.09/3816.59 -0.01
Last edited by SBGuy; 08/16/21 15:35.
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