OFFTOPIC
Hi jcl, nice to meet you wink ... Thanks for everything here, I do not know who is behind the project but you (guys) did a really good job. Zorro's framework is great & takes a lot off, I already had the r-bridge in my own dll (freepascal) and the WFO coded in R but i was still missing so much, zorro makes it all superfluous wink.
OFFTOPIC

Quote:
The ":L" and ":S" suffixes to algo names are from an early Zorro version.

Please don't remove it wink It would be nice if you can fix only 1 thing:

1. wrong parameter charts with :L & :S

Why ?

:L & :S make it possible to combine/use both adviseLong/adviseShort Calls for LONG and
both for SHORT as we have different components now wink. So we can use 2 perceptrons or neural nets for 1 direction.

But TRNDL & TRNDS are ok for the moment wink

Problem 2, the open trades can be solved by understanding that by using :L & :S
you now use 2 different algo's and that your script has to close open trades.

Because enterLong() and enterShort() are not doing it for you with :L & :S.

This should be correct?
Code:
if(strstr(Algo,":L")) {
	
   if(peak(sig))   exitLong(); else 
   if(valley(sig)) enterLong();

} else if(strstr(Algo,":S")) {

   if(valley(sig)) exitShort(); else		
   if(peak(sig))   enterShort();

}

Last edited by laz; 01/26/19 04:54.