Yeah, I think (as I've experienced myself) that you should stick to one thing, especially in the beginning. Here it's best to choose something you're already familiar with. Meaning Algo-Trading if you're already able to program, longer term investing if you have experience in Accounting and Management of bigger companies, etc. Interestingly I noticed two things as I progressed.

Firstly you'll understand how others (who haven't choosen your path) trade. At some point I realized, how many long-term profitable discretionary Traders trade and why it works. But as this isn't my path it's just a fun thing to know, that you can maybe exploit later on.

Secondly, especially in the later stages (when you really know what you're doing) it seems to me, that it is actually better to look in other directions. Those directions don't have to do something with trading directly, as long as you can somehow project your learnings onto trading. There are dozens of examples of this in the trading world like Ehlers applying Digital Signal Processing and FM/AM Processing onto Prices to catch cycles.

Good knowledge in other fields will probably help you to get more profitable, but only if you've already advanced sufficiently in your path. And you should never leave your path and always come back to apply what you've learned to your path.

But that's just my experience and everyone's approach to trading is (and should be) different.


To the question above:
When I'm building strategies I'm following a plan, that seems to work quite well for me. (As I've noticed it is quite similar to JCL's Plan, definitely check it out). Meaning that I'll search for Filters (one to two at max) to apply to my signal. Sometimes I use ones I already found/developed, sometimes I develope/search for new ones. Since every strategy you trade should be different not every filter will fit every strategy. I'm not struggling with finding a particular filter but sometimes it is just a bit difficult to find ones that are fitting.

But in my experience you get better at finding them with time (just as with signals) and if you don't find a fitting one, that may mean that you're idea is just not working. Document the idea and move on.

"I believe there was a misunderstanding. The Claude3-Sonnet is hosted yet remains free of charge. However, it is not an open-source model. I was considering the possibility of integrating the entire manual into a custom GPT, but I wanted to consult with you first on how you managed to do it. Actually, I began exploring this concept several months ago and even developed a fine-tuned version of GPT-3.5 by converting the manual into question-answer pairs for the training dataset. It appears that this dataset was likely too small, leading me to abandon the fine-tuning process. It seems that retrieval-augmented generation might be the better approach.

well, now I believe you, and I have started making some changes.

Hi howardR,

Thanks for your post. I myself are about the half of your road
Actually struggling to dive deeper into programming with Zorro. Still a lot to learn.
I downloaded Zorro the first time back in 2016, but never used it for a loooong period of time.
Since a little more than a year i am forcing myself now to learn Zorro. Wish i would have done learning immediately after first download.
Wasted a lot of time with the same things like you did.
May i ask what kind of filter you are looking for?

The time and all other variables are zero. So the first step is debugging the conversion and checking the content of the dataset. Debugging is explained in the manual under "troubleshooting".

If you still cannot find the reason and want individual support, you could either subscribe a premium support ticket, or simply hire a programmer to write the conversion script for you. The current fee for a CSV -> t1 conversion, as to my knowledge, is 120 EUR.

The new version supports more cores. But yes, they are for WFO only.

Hi, correct me if I am wrong, but multiple cores are used mainly for WFO. If you don't use WFO, by default training will run on one core. I didn't try running 2 instances with different optimizations, but of course, each instance will utilize new core.You can also utilize more cores using techniques described in Zorro processes.

Hello,


sometimes I stop the system without closing the trades and, after starting it again, the system loads the history and resumes with the trades of the last run, as expected.

One annoying thing is that when I start the system, it ALWAYS requests the history from the broker and this means almost 7 months of minute data per asset.

I tried creating a Z12.ini file with the content below and I deleted the z.ini file from the Strategy directory.
In the Z12.ini I set the Preload flag to 1. So, it is supposed, the script will load the available quotes from the already downloaded history files and only request from the broker what is missing.

This did not work.

Has somebody a hint what I could do to avoid these unnecessary requests to the broker?


Thanks in advance.

EC

Hello,

one reason could be that the two accounts have different leverage. My broker lets me define the leverage independently for each account.


Best regards,

EC

One thing that always interested me is how other Traders are progressing. I'd like to know how your *Roadmap* so far looked like, what big Challenges did you overcome and which Realisations paved your way?
How did you get where you are today?
My Roadmap so far looks kinda like this:

- Trading is easy. Buy low sell high. Duh. Imma build a trading bot.
- My bot doesn't bot
- *Searching for the magic indicator*
- Getting swayed by Trading Gurus
- Actually Researching the Gurus. Turns out they're broke.

- After much search, realising that there's no Magic indicator. But shurely there must be a working combination of them?
- TA Systems don't work. I'll try discretionary Trading.
- Running with my head against a wall for half a year trying to get at least an edge in discretionary trading.
- Realising that what I'm doing is completely stupid.

- Actually thinking, what it would take to make money in the financial Markets.
- Kinda get together, what a system should look like, what you would exploit, how different approaches to the market work etc.
- Testing my ideas (No strategies, just asumptions on how to build strategies, etc.)
- Finally realising the existence of Inefficienies in the markets

- Starting to build strategies in TradingView, cause I don't want to program my own engine
- Realising the importance of Simplicity
- Realising the importance of exits
- Realising the importance of filters

- After many difficulties with Tradingview (well. what would you expect) researching for better, easily programmable Backtesting engines
- Finding Zorro (great btw.)
- Reading through all the stuff
- Confirming some of my findings, getting introduced to new ones
- Finally a profitable (heavily inspired but selfbuild) strategy

- Learning how to find new ideas for strategies (by not copying others from the web but actually getting own ideas)
- Creating strategies (mostly unprofitable) with the occasional winner
- Building a portfolio of profitable strategies

Well, that's how I got where I am. Still struggling with finding filters. And beeing amazed at JCl's findings.
So how looked your journey? Where are you still struggling. Would love to kow.