Zorro 1.41

Posted By: jcl

Zorro 1.41 - 12/16/15 10:13

A new beta version was uploaded to the download page. The new features are a user-defined control panel for strategies, and a single step mode for debugging.
Posted By: Sphin

Re: Zorro 1.41 - 12/19/15 20:06

Wow, strategy control panels - awesome possibilities.
Posted By: Sphin

Re: Zorro 1.41 - 12/22/15 18:50

How to call the click-function?

function click(5,0) {
...
}

results in a syntax error.
Posted By: jcl

Re: Zorro 1.41 - 12/23/15 10:27

A function definition does not allow numbers in the parameter list, you must have correct variable names between the parentheses. Example:

Code:
function click(int row,int col)
{
  sound("click.wav");
  string Text = panelGet(row,col);
  if(Text == "Buy") // toggle button between "Buy" and "Sell"
    panelSet(row,col,"Sell",0,0,0);
  else if(Text == "Sell")
    panelSet(row,col,"Buy",0,0,0);
  else if(Text == "Close All") // push button
    sellAllTrades();
  else if(Text == "Cancel")  // back to last saved state
    panelLoad("Log\\panel.csv");
}
Posted By: Sphin

Re: Zorro 1.41 - 12/23/15 16:55

Thanks. In other words my trial must be written as:

Code:
function click(int row,int col) {
	if(row == 5 && col == 0) // the button's coordinates
		...
}

At least this way it works.
Posted By: Giorm

Re: Zorro 1.41 - 01/09/16 15:23

When I try WFO I have a strange error that you can reproduce using also the Workshop6_1 file.
When you train the strategy it runs only over the first WFO cycle and so store only the first parameters (file workshop6_1_1.par): It doesn't train over the other cycles.

I attach the log file and here it is the error displayed.

...
Run Workshop6_1..
Assets...
Walk-Forward Test: Workshop6_1 portfolio 2004..2014
Read Workshop6_1_1.par
Error 062: Can't open Workshop6_1_2.par (rt:2)
Error 062: Can't open Workshop6_1_3.par (rt:2)
Error 062: Can't open Workshop6_1_4.par (rt:2)
Profit 795$ MI 15$ DD 394$ Capital 425$
Trades 557 Win 35% Avg +16.1p Bars 156
AR 42% PF 1.37 SR 0.79 UI 32% R2 0.20
Time 00:02:01

As usual i installed over c:\Zorro folder.
Could please explain if it's a bug or only my error?
thanks


Description: Workshop6_1train.log
Attached File
Workshop6_1train.log.txt  (110 downloads)
Posted By: Giorm

Re: Zorro 1.41 - 01/10/16 17:46

solved!
it was the instruction:
NumCores = -2; // use multiple cores (Zorro S only)

I commented it and now WFO works perfectly
Posted By: jcl

Re: Zorro 1.41 - 01/11/16 13:13

Thanks for the info. It was indeed a bug in the beta version, since NumCores should be ignored in the free version. This will be fixed in the next beta, 1.41.8.
Posted By: Giorm

Re: Zorro 1.41 - 01/16/16 12:09

When I train a strategy with many assets (50) I have a strange memory error.
The strategy is very simple and it trains regulary but when it start the test phase it immediatly shows an "Error 060: TIC memory fragmented or insufficient - please restart" dialog box.

I use Win 10 Ent 64bit, 16 GB RAM: so i think that it is not a memory insufficient problem.

I attach the screen shot of the error.

thanks


Description: Memory Error
Attached picture MemoryError.png
Posted By: jcl

Re: Zorro 1.41 - 01/16/16 13:30

Your script uses too much memory for a single process, so split the backtest into several parts or test not all the assets at the same time. This has nothing to do with how much RAM you have in your PC.

If you think that your script should not have such a big memory footprint, send it to us and we'll look into it. But the error message is rather clear.
Posted By: Giorm

Re: Zorro 1.41 - 01/16/16 14:09

Yes, my script uses probably too much memory for a single process.
If I split the backtest into 2 parts (25 assets per run) it works.
But I think that there is also a memory garbage collection problem in ZT that you could correct:

if in the original script (with 50 assets) I use the following:
set(PARAMETERS+TESTNOW+PLOTNOW);
it shows the error immediatly when it start the test phase;

if in the same script I use:
set(PARAMETERS+PLOTNOW);
it complete the train. If then I close ZT and then I start it again and select "Test": It complete the Test correctly!

This means that if at the end of the train phase you call a garbage collection routine (but i don't know if you have it in C) you could probably resolve this problem.

thanks
Posted By: nanotir

Re: Zorro 1.41 - 01/16/16 19:23

I got similar problem but I did not need to close the zorro. I put away the PLOTNOW and TESTNOW. When the train was completed, I clicked on test and then it was ok.
Posted By: Giorm

Re: Zorro 1.41 - 01/17/16 10:48

yes... and as I am not the only one that is reporting this problem I think we have a bug to resolve.

Jcl: do you think we can resolve it?
thanks
Posted By: jcl

Re: Zorro 1.41 - 01/18/16 10:33

I can not confirm a garbage collection issue. And what you're describing is memory fragmentation, not garbage collection. But if you think something is wrong with executing your script, please send it to support. We'll look into it.
Posted By: jcl

Re: Zorro 1.41 - 01/20/16 12:58

Giorm: thanks for the script. We'll looked into its memory allocation, but could not confirm a garbage collection issue. The behavior is what you described: TESTNOW gave a memory fragmentation error since it had to allocate large memory areas. Due to the previous training run, there was not enough contiguous memory for them. Normally you must then reduce memory consumption per script, but sometimes it also helps just to restart Zorro. This will free all memory allocated by the script. The end of the training run only frees memory specific for the training.

You're at the border of available memory and thus get those effects.
Posted By: Giorm

Re: Zorro 1.41 - 01/22/16 17:36

Jcl, thanks for the analysis.
So, if there is not any solution, I will divide the train task on different steps.
Posted By: jcl

Re: Zorro 1.41 - 01/25/16 10:14

A new beta version, 1.41.9, was uploaded today. This is the candidate for the 1.42 release. Aside from the new user panels, 1.42 supports better strategy debugging by single stepping into bars and loops.
Posted By: boatman

Re: Zorro 1.41 - 02/13/16 23:29

I am having difficulties with the control panel for the Download.x file. The [Load M1 Data] and [Load Tick Data] blue buttons are unresponsive. The other blue buttons respond as described in the manual.

This could be because I tried to connect to the broker on a weekend. But I pinged the broker's server and got a response. I would have expected an error message if this was the issue, however I get no response at all when clicking these buttons.

I'll try again on Monday and see if there is any change.
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