Multisession Plugin

Hi guys, just wandering if anyone out there is running multiple strategies through MT4? I am just curious as to how you need to set it up. Do you open multiple Zorro's from the one .exe? I assume this is the case and that you don't need multiple installations of Zorro. But more importantly, what about MT4? Do you need multiple installations of MT4 on your pc, or do you simple have several charts within the same MT4 that all are controlled by Zorro? In which case, do you need to install multiple Zorro expert advisors?

Thanks

Thirstywolf

Hi Thirstywolf, I believe the answers to your questions are:

Yes, you can run multiple Zorro instances from the same EXE (don't install Zorro more than once). Each Zorro can handle a different strategy and some can be trading while others Train or Testing.

For MT4, I believe you will want multiple separate instances of that as Zorro refers to each one based on your MT4 account #.

As far as I'm aware, the only limits would be the amount of memory -- ie how many Zorro's and MT4s could be running at once.

Hi Thirstywolf, dusktrader,

A few other things to add:

a) A single Zorro install can definitely run multiple instances, and each instance can use a different broker account for Trading. (At least via the FXCM API - I haven't tried MT4...)

b) Be aware, though, that all such instances will use the same Zorro folders. This is fine when, for example, each instance Trades a different strategy as the .trd and .log files are unique to each instance. I have not, though, tried 2 instances Trading the same strategy, so don't know if those identical .trd and .log filenames will cause a problem. I have also not tried Training, Testing, and Trading the same strategy in different instances - I can see a potential problem in that Training will be writing files that Testing or Trading will want to be reading at startup...

c) What is definitely a problem is that all Trading instances will append to the one trades.csv. There is no problem of overwriting, losing trade records, etc.; but if you intend to reconcile to broker statements that are per account, having all the trades from different accounts mixed up together in a single trades.csv leads to some extra work at recon time. The only alternative to this I see is multiple Zorro instals - one would have to weigh the hassle of this vs. the recon hassle... I think having separate trades.csv files per broker account would be a better option, but that would be a Zorro change - maybe jcl agrees it's a reasonable idea?!

HTH.