izorro's very own thread

Inspired by Lapsa's very own thread, I've decided to do the same.
I am very new to zorro (not even a month since I came across this tool, previously used MT5/MQL5).

What I have
- Zorro S
- Lot of free time
- Programming background
- Some capital

What I don't have
- A strategy with an edge

What am I doing these days.
- Reading (zorro manual, financial hacker blog, some trading books)
- Watching (darwinex and some other channels)
- Experimenting with some ideas

You most likely know way more about trading/coding than me. Please feel free to give me advice and criticize my approach, code etc.

Hi,
I started with a pretty same set-up 9 month ago. I would buy the black book on top, because it helps a lot. The manual is really the key and I am reading and testing it again and again.

Since then:

I improved my:

Hardware:
Intel i9 13900K + RTX 3060 12 GB (good for KI) - using for development and pre-testing with a lot of CPU cores (This reduces the training time a lot)
VPS server to run Live demo and Live Trading
Used Dell Mini PC to observe the VPS (low energy consumption)

Set-up for development and testing.
Using four Zorro layer in parallel:

1. Zorro for development (DevPC)
2. Zorro for pre-testing (DevPC)
3. Zorro for Live testing with demo account (VPS)
4. Zorro for Live trading (VPS)

All tested strategies start at 1., when promising 2. then 3. and finally 4...
For each Zorro layer, I have a dedicated ZorroFix.ini (own Strategy path, own WebFolder path (for monitoring the trades).

All layer have the same link to the history folder!! Therefore, downloading historical prices just once.

By the way., I am using Google Drive to store the Strategy Folder, WebFolder and History folder. This allows me to access via Development PC and VPS. Very simple.

How to find a strategy with an edge? Reading, testing, get experience..... I am also still a beginner. Structuring your approach helps a lot.

MartinHH

Hello Martin,

I like your setup. I got some ideas from yours to improve how I have structured things.

Unfortunately for me, my main device is a MacBook Pro with an M1 chip. So, most of my work is carried out on AWS. I have a windows laptop, but it is not powerful enough for any ML work.

I've also somewhat structured setup for analyzing results with Jupiter Notebooks.

I've noticed, Zorro Manual, FH /RobotWealth blogs - they all lean a lot on R. I am a Python guy, haven't got much experience with R which sucks.

Thank you.

For Machine Learning you should have a Nvidia Graphic card which helps a lot. I gain a lot of time during the development process with a multi core CPU. Do you have a good CPU on your AWS online VPS?
95% of my time, I spend for training during the development phase. Actually, developing multi assets, algos and time frames in one script force the system during training a lot. WFA with 10 cycles is a must and should be executed with 10 cores in parallel.

Martin

Yeah, what I like about AWS is that you can change the instance type (different cpu cores/ram/gpu etc) as you want. And can shut down the VPS temporarily when not in use so it will not incur charges.

I'd like to own a powerful machine locally, but unfortunately, I travel quite a bit and want to have a light "work laptop".