New Zorro version 2.60

Posted By: jcl

New Zorro version 2.60 - 01/02/24 12:04

Zorro 2.60.1 is now available on https://zorro-project.com/download.php under "New versions".

This release candidate will become the official release when no bugs are found in the next time. Please test everything and report any issues here! As usual, if you're the first one to find a new and serious bug in the release candidate, you can get a free Zorro S subscription or support extension.
Posted By: ozgur

Re: New Zorro version 2.60 - 01/03/24 14:28

PRELOAD flag seems to cap available historical data to maximum 2 years (current and previous).
Code
void run()
{
	// set(PRELOAD);
	
	Verbose 	= 3;
	BarPeriod 	= 60;
	LookBack 	= 10000;
}
Log:
Quote
testlb
Login 0 Oanda V20..
!account 101-004-9964544-004 at UTC 01-03 12:49
V 2.600 on Wed 24-01-03 15:49:28
Load AssetsFix
Warning 054: EUR/USD LotAmount 1000 -> 1.0
Warning 054: EUR/USD PIPCost 0.1000 -> 0.0001000
!EUR/USD 01-05 20:49:30 to 01-03 12:49:30
!=> 12-14 02:00:00 to 01-03 13:00:00, 300 ticks
Load EUR/USD prices..
!EUR/USD 01-05 20:49:30 to 12-14 01:30:00
!=> 11-27 15:00:00 to 12-14 02:00:00, 300 ticks 14951 h
EUR/USD 14951 ticks read
14581(23717) bars 2021-08-10..2024-01-03 generated
EUR/USD: 0..23716

Trade: testlb EUR/USD 2024-01-03
Loading Data\testlb_d.trd (V2.600)
Lookback 10000 bars, 2022-05-11..2024-01-03

Bar 14580 continued until 13:00:00

End of lookback period at 12:49:54
[Stop] at 12:49
Logout.. ok

So far all good. Now let's set PRELOAD flag.

Available data: EURUSD 2005 - 2014 (including).
Code
void run()
{
	set(PRELOAD);
	
	Verbose 	= 3;
	BarPeriod 	= 60;
	LookBack 	= 10000;
}
Log:
Quote
testlb
Login 0 Oanda V20..
!account 101-004-9964544-004 at UTC 01-03 12:47
V 2.600 on Wed 24-01-03 15:47:03
Load AssetsFix
Warning 054: EUR/USD LotAmount 1000 -> 1.0
Warning 054: EUR/USD PIPCost 0.1000 -> 0.0001000
!EUR/USD 01-02 19:34:00 to 01-03 12:47:04
!=> 12-14 02:00:00 to 01-03 13:00:00, 300 ticks
Load EUR/USD prices.. 374729+18 h
EUR/USD 374747 ticks read
6098(15263) bars 2023-01-02..2024-01-03 generated
Error 047: EUR/USD 2023-01-02 2024-01-03: 6098 bars, 2759 skipped, 10000 needed)
EUR/USD: 0..15262

Trade: testlb EUR/USD 2024-01-03
Loading Data\testlb_d.trd (V2.600)
Lookback 10000 bars, 2023-01-02..(NaD)

Bar 6097 continued until 13:00:00

End of lookback period at 12:47:08
[Stop] at 12:47
Logout.. ok



Interestingly if I delete EURUSD_2024.t6 file, PRELOAD flag is ignored and even 2021 - 2023 data is downloaded from broker.
Code
void run()
{
	set(PRELOAD);
	
	Verbose 	= 3;
	BarPeriod 	= 60;
	LookBack 	= 10000;
}
Log:
Quote
testlb
Login 0 Oanda V20..
!account 101-004-9964544-004 at UTC 01-03 12:57
V 2.600 on Wed 24-01-03 15:57:17
Load AssetsFix
Warning 054: EUR/USD LotAmount 1000 -> 1.0
Warning 054: EUR/USD PIPCost 0.1000 -> 0.0001000
!EUR/USD 01-05 20:57:19 to 01-03 12:57:19
!=> 12-14 02:00:00 to 01-03 13:00:00, 300 ticks
Load EUR/USD prices..
!EUR/USD 01-05 20:57:19 to 12-14 01:30:00
!=> 11-27 15:00:00 to 12-14 02:00:00, 300 ticks 14951 h
EUR/USD 14951 ticks read
14581(29949) bars 2021-08-10..2024-01-03 generated
EUR/USD: 0..29948

Trade: testlb EUR/USD 2024-01-03
Loading Data\testlb_d.trd (V2.600)
Lookback 10000 bars, 2022-05-11..2024-01-03

Bar 14580 continued until 13:00:00

End of lookback period at 12:57:41
[Stop] at 12:57
Logout.. ok
Posted By: bdgogo

Re: New Zorro version 2.60 - 01/04/24 10:37

Hi, maybe i do something wrong but the downloaded zorro_260.exe does not lauch a setup. If i double click the file ,there appears a small qsetup window that shows extracting files, but nothing else happens . I also have no idea where to find these extraced files. I am using it on an Win11 PC with all updates applied. any hint? Thank You
Posted By: jcl

Re: New Zorro version 2.60 - 01/04/24 16:25

- PRELOAD loads only 2 years: I believe this is unrelated to 2.60. All versions have a 1 year limit to the lookback period in live trading. The manual mentions that PRELOAD allows a longer period, but I think this is wrong. I'll check.
- Zorro_260.exe does not unpack: Another user had the same problem. We have just re-uploaded 2.60.2 with a different setup program, please try again.
Posted By: bdgogo

Re: New Zorro version 2.60 - 01/04/24 16:39

Originally Posted by jcl
- PRELOAD loads only 2 years: I believe this is unrelated to 2.60. All versions have a 1 year limit to the lookback period in live trading. The manual mentions that PRELOAD allows a longer period, but I think this is wrong. I'll check.
- Zorro_260.exe does not unpack: Another user had the same problem. We have just re-uploaded 2.60.2 with a different setup program, please try again.


Thank you jcl, for me 2.60.2 now completes the setup.
Posted By: ozgur

Re: New Zorro version 2.60 - 01/05/24 05:31

Originally Posted by jcl
- PRELOAD loads only 2 years: I believe this is unrelated to 2.60. All versions have a 1 year limit to the lookback period in live trading. The manual mentions that PRELOAD allows a longer period, but I think this is wrong. I'll check.


Thanks. I had the same behaviour in 2.53 indeed.

With PRELOAD, why is it limited to 1 or 2 years? Should I e-mail support team or open a new forum thread for a request to extend number of years beyond 2?
Posted By: jcl

Re: New Zorro version 2.60 - 01/10/24 12:26

There is a technical reason for that, since live trading has no fixed number of bars. Of course it could be solved in some way, but we could not imagine a reason for such an extreme lookback period.
Posted By: ozgur

Re: New Zorro version 2.60 - 01/11/24 23:31

Ok, fair enough, long lookback was just an example which is relevant to something I've been working on.
I actually don't even need long lookback but I need to scan & gather data points from a few years back so I force Zorro scanning history with a long LOOKBACK period...
Any suggestions? Perhaps a new flag imitates LOOKBACK run but without making LOOKBACK any longer?

However, I still think there can be other cases which may suffer from current PRELOAD design.
Here's another example with short lookback (100) and weekly bars.
History was downloaded from broker without PRELOAD flag. It is actually more than 1 year, contrasting what manual suggests (max 1 year).
LOOKBACK is fulfilled and run() function worked as expected.
I trimmed the logs to make them shorter but you'll get the point.

Code
void run()
{
	set(LOGFILE, TICKS);
	Verbose 	   = 3;
	
	History 	   = "*.t6";
	BarPeriod 	   = 10080; // Weekly bars
	LookBack 	   = 100;
	LookBackResolution = 60; // Speed up download from broker
	
	printf("Time: %s \n", strdate("%d %b %y", wdate(0)));
}

Log:
Quote
testlb2
Login 0 Oanda V20..
!account 101-004-9964544-004 at UTC 01-11 22:46Time: 11 Jan 24

V 2.600 on Fri 24-01-12 01:46:37 (Zorro S Subscription)
Load AssetsFix
Warning 054: EUR/USD LotAmount 1000 -> 1.0
Warning 054: EUR/USD PIPCost 0.1000 -> 0.0001000
!EUR/USD 08-31 22:46:39 to 01-11 22:46:39
!=> 12-22 12:00:00 to 01-11 23:00:00, 300 ticks
Load EUR/USD prices..
!EUR/USD 08-31 22:46:39 to 12-22 11:30:00
!=> 12-06 01:00:00 to 12-22 12:00:00, 300 ticks 20944 h, 8624 bars added
EUR/USD 29568 ticks read
Warning 014: bar 67 gap at UTC 2021-01-01 15:40:00
226(29620) bars 2019-09-13..2024-01-12 generated
EUR/USD: 0..29619

Trade: testlb2 EUR/USD 2024-01-11
Loading Data\testlb2_d.trd (V2.600)
Lookback 100 bars, 2022-02-18..2024-01-12

[126: Fri 22-02-18 15:40] 1.13895/1.14090\1.12811/1.13490 -0.00020Time: 18 Feb 22
.
[127: Fri 22-02-25 15:40] 1.13490/1.13922\1.11072/1.12335 -0.00020Time: 25 Feb 22
[128: Fri 22-03-04 15:40] 1.12334/1.12762\1.08867/1.09096 -0.00020Time: 04 Mar 22
[129: Fri 22-03-11 15:40] 1.09097/1.11224\1.08068/1.09826 -0.00020Time: 11 Mar 22
...
...
...
...
[221: Fri 23-12-15 15:40] 1.07471/1.10101\1.07409/1.09203 -0.00020Time: 15 Dec 23
[222: Fri 23-12-22 15:40] 1.09207/1.10410\1.08893/1.10369 -0.00020Time: 22 Dec 23
[223: Fri 23-12-29 15:40] 1.10369/1.11404\1.10009/1.10695 -0.00020Time: 29 Dec 23
[224: Fri 24-01-05 15:40] 1.10702/1.10794\1.08777/1.09506 -0.00020Time: 05 Jan 24

Bar 225 continued until 15:40:00 Fri

End of lookback period at 22:47:13 Thu


Below is the same code with PRELOAD flag.
It throws Error 047 because 2022 history isn't loaded...
Code
void run()
{
	set(LOGFILE, TICKS, PRELOAD);
	Verbose 	   = 3;
	
	History 	   = "*.t6";
	BarPeriod 	   = 10080; // Weekly bars
	LookBack 	   = 100;
	LookBackResolution = 60; // Speed up download from broker
	
	printf("Time: %s \n", strdate("%d %b %y", wdate(0)));
}

Log:
Quote
testlb2
Login 0 Oanda V20..
!account 101-004-9964544-004 at UTC 01-11 22:48Time: 11 Jan 24

V 2.600 on Fri 24-01-12 01:48:49 (Zorro S Subscription)
Load AssetsFix
Warning 054: EUR/USD LotAmount 1000 -> 1.0
Warning 054: EUR/USD PIPCost 0.1000 -> 0.0001000.
EUR/USD 385045 ticks read
53(342) bars 2023-01-13..2024-01-12 generated
Error 047: EUR/USD 2023-01-13 2024-01-11: 53 bars, 6819 skipped, 100 needed)
EUR/USD: 0..341

Trade: testlb2 EUR/USD 2024-01-11
Loading Data\testlb2_d.trd (V2.600)
Lookback 100 bars, 2023-01-20..(NaD)

[1: Fri 23-01-20 15:40] 1.08266/1.08877\1.07664/1.08373 -0.00019Time: 20 Jan 23
.
[2: Fri 23-01-27 15:40] 1.08373/1.09298\1.08226/1.08583 -0.00019Time: 27 Jan 23
[3: Fri 23-02-03 15:40] 1.08582/1.10336\1.08024/1.08675 -0.00019Time: 03 Feb 23
[4: Fri 23-02-10 15:40] 1.08673/1.08766\1.06693/1.06976 -0.00019Time: 10 Feb 23
...
...
...
...
[48: Fri 23-12-15 15:40] 1.07733/1.10093\1.07404/1.09123 -0.00019Time: 15 Dec 23
[49: Fri 23-12-22 15:40] 1.09122/1.10403\1.08886/1.10232 -0.00019Time: 22 Dec 23
[50: Fri 23-12-29 15:40] 1.10231/1.11397\1.09946/1.10751 -0.00019Time: 29 Dec 23
[51: Fri 24-01-05 15:40] 1.10750/1.10782\1.08771/1.09881 -0.00019Time: 05 Jan 24

Bar 52 continued until 15:40:00 Fri

End of lookback period at 22:48:52 Thu
Posted By: jcl

Re: New Zorro version 2.60 - 01/16/24 14:58

The 2022 history is not loaded because would exceed the maximum lookback period. Without PRELOAD, you might be lucky when the broker allows longer periods; with PRELOAD, the hard limit is really January 1 of the previous year.
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