New Zorro version 1.14

Posted By: jcl

New Zorro version 1.14 - 08/14/13 08:05

After a one week beta test, Zorro version 1.14 was now released! It can be downloaded here:

http://server.conitec.net/down/Zorro_setup.exe


The following new features have been implemented:

- Improved troubleshooting and better stability of external broker interfaces.

- While trading, a click on [Result] prints a list of open trades with entry, current, and stop prices.

- The login function can be used for temporarily logging out from the broker.

- The memory function can be used for determining the current memory footprint of the script, and for finding memory leaks.

- The reverse functions are convenient for limiting the number of trades. Their use is explained in workshop 5.

- The msg function can now be used for modeless message boxes, useful for trade alerts without interrupting the script.

- The stop loss distance is now displayed in the daily profit/loss reports with Verbose >= 2.

- OptimalF factors are now also calculated for long and short trades together. This gives a more precise result than averaging the long and short OptimalF factors.

- A "seconds" function was added for evaluating intrabar time.

- The EntryDelay variable can be used for improving profits by entering trades at the optimal moment.

- A step by step description of adding new assets and downloading price data was added to the manual.

- The Capital variable allows to set up an initial capital and calculate the CAGR.

- The "advise" function can now generate trading rules for multiple assets and algos.

- The BarPeriod variable can now be set from an optimize call, except for WFO.

- TimeFrame can now generate individual time frames that are aligned to external events.

- loadHistory can now be used for updating or adding new assets without downloading historic price data.

- The state of the input sliders are now stored together with the open trades, and restored when trading is resumed.

- The state of the Account scrollbox is now preserved when Zorro is restarted.

- The Weekend variable can now be set to 2 for preventing that bars end during the weekend.

- The Verbose variable can now be used to set up message verbosity and diagnostics mode via script. It is also added to the Z.ini file for the included systems.

- The diag.txt file is now separately stored for every strategy.

- The Z3 and Z5 strategies were improved. All Z strategies have been recompiled and got new data sets.


All bugs reported for Zorro 1.12 have been fixed, with exception of the wrong FXCM results and equity display, which can only be fixed by FXCM.

Many of the new features come from suggestions on the forum. A detailed description can be found at http://manual.zorro-trader.com/new.htm. For updating from Zorro 1.12, please read the section "Updating from previous versions".
Posted By: blaub4r

Re: New Zorro version 1.14 - 08/14/13 13:30

Thanks, thats great.

By the way, do you still recommend setting weekend = 4?
Posted By: jcl

Re: New Zorro version 1.14 - 08/14/13 14:33

No, you can leave it at 2. The weekend = 4 setting of the previous version did not really help prevent the crashes, but apparently the workarounds inside the DLL did help.
Posted By: WolfgangS

Re: New Zorro version 1.14 - 08/14/13 14:53

I just installed the new 1.14 and tried the [Result] button.
It reports wrong profits by factor 10 and 100 in the Zorro-Window for the following:
USOil shown = 1$ real = 105$
SPX500 shown = -12$ real = -120$

correct results for
US30, USD/CHF and GBP/USD

Regards
Wolfgang
Posted By: jcl

Re: New Zorro version 1.14 - 08/14/13 15:00

Yes - see above. This is long known, but we can not help it at the moment. It does not affect trading.
Posted By: pipclown

Re: New Zorro version 1.14 - 08/18/13 21:00

Nice work! Good to see the stability improvements.
Posted By: bfleming

Re: New Zorro version 1.14 - 08/19/13 11:41

I started running Z12 on Zorro 1.14 last week with all default settings. I ran it on an Amazon VPS and didn't touch it either before or during the weekend. After the markets opened, I went to check on it and saw the two attached warnings. Any idea what this is or what happened?

Here is what appeared in the Zorru window after I started again:


Z.ini: MMax 100, Weekend 2, Verbose 2

Loading GBP/USD prices.. 2074 h
Loading USD/CHF prices.. 2072 h
Loading XAG/USD prices.. 2100 h
Loading XAU/USD prices.. 2100 h

Trade: Z3 portfolio 19.08.2013
Read Z3.fac Z3.par
[498: Mon 19.08. 05:17] 1379.34
[498: Mon 19.08. 08:00] 1379.34
Copied to Clipboard!

Attached picture Screen Shot 2013-08-19 at 7.15.15 AM.png
Attached picture Screen Shot 2013-08-19 at 7.15.30 AM.png
Posted By: jcl

Re: New Zorro version 1.14 - 08/19/13 14:06

Please download this file:

http://server.conitec.net/down/FXCM.zip

It contains a diagnostics version of the FXCM plugin. Unzip it into your Plugin folder, so that it overwrites the previous FXCM.dll.

Then edit Z.ini and set Verbose to 14. Afterwards start Zorro again, and continue trading with Z3.

If it then happens again, you'll have a Z3diag.txt file in your Log folder. Please post it here and we'll see the reason of the problem.
Posted By: svenb

Re: New Zorro version 1.14 - 08/22/13 09:12

I am using Zorro 1.14 with the MT4 bridge it crashes when i am restarting Zorro and it has any open trades.

It can be reroduced using the following steps:
1. Open Zorro and start trading
2. Wait for Zorro to open a trade(s)
3. Stop Zorro
4. Start trading
5. The trade with the smallest tradeId is closed
6. Zorro crashes with an exception

Edit: It is related to the BarPeriod that is set. If i set it to a BarPeriod=1 (for testing) it does work. For a BarPeriod=60 it doesnot.
For BarPeriod=60 i get a gap error for BarPeriod=1 i don't so it might be some memory allocation issue?
Posted By: jcl

Re: New Zorro version 1.14 - 08/22/13 10:37

No, the bar period setting can normally not cause MT4 trades to be closed or Zorro to crash. This has most likely another reason. Can you post your script here, so that we can see what the problem is?
Posted By: svenb

Re: New Zorro version 1.14 - 08/22/13 12:41

This is just based on the tutorials...

bool findTrade(var Price,bool IsShort)
{
for(open_trades){
if(TradeIsShort == IsShort and TradeAsset == "EUR/CHF")
return false;
}
return true;
}

function tradeEURCHF()
{
TimeFrame = 1;
TimeExit = 1000;
var Price;
var Grid = optimize(10,10,100,10) * PIP;
vars Prices = series(price());
vars Trend = series(LowPass(Prices,optimize(1000,500,2000)));
var Current = priceClose();

var PriceHigh=optimize(1.22,1.2,1.26,0.01);
var PriceLow =optimize(1.25,1.22,1.3,0.01);

TakeProfit=Grid;

if(Current > PriceHigh and findTrade(Price,true) and !peak(Trend))
enterShort();

if(Current < PriceLow and findTrade(Price,false) and !valley(Trend))
enterLong();

}

function tradeCounterTrend()
{
TimeFrame = 4;
vars Price = series(price());
vars DomPeriod = series(DominantPeriod(Price,30));
var LowPeriod = LowPass(DomPeriod,500);
vars HP = series(HighPass(Price,LowPeriod*optimize(1,0.5,2)));
vars Signal = series(Fisher(HP,500));
var Threshold = optimize(1,0.9,1.5,0.1);

Stop = optimize(5,3,7) * ATR(100);
Trail = optimize(5,3,7) * ATR(100);
TrailLock = 10;
if(crossUnder(Signal,-Threshold))
reverseLong(1);
else if(crossOver(Signal,Threshold))
reverseShort(1);
}

function tradeTrend()
{
TimeFrame = 1;
vars Price = series(price());
vars Trend = series(LowPass(Price,optimize(1000,500,2000)));


Stop = optimize(5,3,7) * ATR(100);
Trail = optimize(5,3,7) * ATR(100);
TrailLock = 10;
if(valley(Trend)) {
enterLong();
} else if(peak(Trend)) {
enterShort();
}

}

function run()
{
set(PARAMETERS+FACTORS);
set(LOGFILE);
set(TICKS);
set(HEDGING);

BarPeriod = 60;
LookBack = 2000;
StartDate = 2002;
NumWFOCycles = 5;
Capital = 400;

if(ReTrain) {
UpdateDays = -1;
SelectWFO = -1;
}

// portfolio loop
while(asset(loop( "EUR/CHF", "EUR/USD", "USD/JPY", "USD/CHF", "GBP/USD")))
while(algo(loop("GRID","TRND","CNTR")))
{
Margin = MarginCost + (Capital + 0.5 * ProfitClosed) * OptimalF;

if(Algo == "TRND" and Asset!= "EUR/CHF")
tradeTrend();
else if(Algo == "CNTR" and Asset!= "EUR/CHF")
tradeCounterTrend();
else if(Algo == "GRID" and Asset== "EUR/CHF")
tradeEURCHF();
}

It also crashes when a trade closes because of the s/l.
Posted By: 3DCat

Re: New Zorro version 1.14 - 08/22/13 14:21

Hi jcl,
I'm still demo-trading my script on my vps. When updating to 1.14.1 this week i set Weekend to 1, because backtesting showed better performance. However, this setting causes the Zorro window to not show a message every BarPeriod(i have 4 hours), but only once a day - and at odd times too. Further it didn't enter any trades(which could be a coincidence). When i switched back to weekend=2, the problem disappeared. Again switching to 1, it happened again.
Is it normal behavior or a bug, or can i do something to prevent it?

I'm now trying to set weekend to 0.
Posted By: jcl

Re: New Zorro version 1.14 - 08/22/13 14:53

svenb: Thanks for the script. It has indeed some problems, an uninitialized variable and the findTrade function that I don't understand, but both can not lead to a crash. So your problem is still unclear. It might be something with your MT4. Can you contact support(at)opgroup.de? They'll look into your configuration and will find out why you have problems.

3DCat: Weekend = 1 can indeed affect merging of bars and thus the frequency of messages. But normally only at the weekend, not during the week. Can you post your script? I'll check it. Weekend = 0 is not for normal trading, only for special tests.
Posted By: svenb

Re: New Zorro version 1.14 - 08/22/13 15:49

@jcl: The uninitialized variable doesnot matter its no longer used... Yeah i did work on something else that did not really work...

Anyway the error that it crashes everytime i restart is actually no longer occuring with the script above. My script did close one trade everytime it was restarted and i already removed that mistake in the script above. But it seems like it crashes everytime a trade is closed.
Posted By: jcl

Re: New Zorro version 1.14 - 08/22/13 16:40

Does that trade close crash only happen when you connect it to MT4, or also in the backtest? If it happens only with MT4, can you set Verbose to 14 and post the diag.txt?
Posted By: svenb

Re: New Zorro version 1.14 - 08/22/13 19:09

I have no problems in the backtest. Only when connected to MT4.

w 1000 49 ms
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BrokerTrade 28411928: 1000 49 ms
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BrokerTime: 22.08.2013 19:01:11X: 2 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms 32
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms 19
HandleTrades
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BrokerTrade 28411919: 1000 50 ms
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BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms 27
BrokerAsset USD/JPY: : 1 0 ms 20
HandleTrades
Trade 28411919
BrokerTrade 28411919: 1000 50 ms
BrokerTrade 28411919: 1000 50 ms
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BrokerTrade 28411925: 48000 50 ms
BrokerTrade 28411925: 48000 50 ms
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BrokerTrade 28411927: 1000 50 ms
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BrokerTrade 28411919: 1000 50 ms
BrokerTrade 28411925: 48000 50 ms
BrokerTrade 28411927: 1000 50 ms
BrokerTrade 28411928: 1000 50 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
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BrokerAccount: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms 27
BrokerAsset EUR/USD: : 1 0 ms 33
BrokerAsset GBP/USD: : 1 0 ms 40
BrokerAsset USD/CHF: : 1 0 ms 28
BrokerAsset USD/JPY: : 1 0 ms 21
HandleTrades
Trade 28411919
BrokerTrade 28411919: 1000 49 ms
BrokerTrade 28411919: 1000 50 ms
Tick
Trade 28411925
BrokerTrade 28411925: 48000 50 ms
BrokerTrade 28411925: 48000 50 ms
BrokerSell 28411925,48000: .
BrokerSell USD/JPY: 453 ms 1
BrokerTrade 28411925: -48000 49 ms
Posted By: svenb

Re: New Zorro version 1.14 - 08/22/13 19:58

Now it started crashing again after a restart... i commented all trade functions out...

...
[Sat 30.12. 00:00] 99977 +0 -0 \
run 1991
return
[Sat 30.12. 00:00] 99977 +0 -0 \
run 1992
return
[Sat 30.12. 00:00] 99977 +0 -0 \
run 1993
return
[Sat 30.12. 00:00] 99977 +0 -0 \
run 1994
return
[Sat 30.12. 00:00] 99977 +0 -0 \
run 1995
return
[Sat 30.12. 00:00] 99977 +0 -0 \
run 1996
return
[Sat 30.12. 00:00] 99977 +0 -0 \
run 1997
return
[Sat 30.12. 00:00] 99977 +0 -0 \
run 1998
return
[Sat 30.12. 00:00] 99977 +0 -0 \
run 1999
return
New bar
[Thu 22.08. 19:55] 99977 +0 -0 \
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
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BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
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BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
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BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
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BrokerAccount: : 1 0 ms
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Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:39X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:39 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:39X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:39 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:39X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:39 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:39X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:39 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:39X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:39 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:39X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:39 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:39X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:39 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:40X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:40 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:40X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:40 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:40X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:40 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:40X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:40 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:40X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:40 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:40X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:40 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:40X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:40 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:40X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:40 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:41X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
22.08.2013 19:55:41 1.23385
Messages
UTC 22.08. 19:55
BrokerTime: 22.08.2013 19:55:41X: 2 0 ms
Prices
BrokerAsset EUR/CHF: : 1 0 ms
BrokerAsset EUR/USD: : 1 0 ms
BrokerAsset GBP/USD: : 1 0 ms 1
BrokerAsset USD/CHF: : 1 0 ms
BrokerAsset USD/JPY: : 1 0 ms 1
HandleTrades
Trade 28411928
BrokerTrade 28411928: 1000 50 ms
BrokerSell 28411928,1000: .
BrokerSell GBP/USD: 401 ms 1
BrokerTrade 28411928: -1000 49 ms
Posted By: jcl

Re: New Zorro version 1.14 - 08/23/13 07:16

Yes, the log confirms that it indeed crashes after closing a trade. Very strange. Unfortunately I don't see the crash reason in the diag text. So let's first check if it's related to your script, or to something else. Please run the following script:

Code:
function run()
{
	BarPeriod = 1;
	asset("EUR/USD");
	Verbose = 14;

	Stop = TakeProfit = 5*PIP;
	if(random() > 0) enterLong();
	else enterShort();
}



Trade this script with your MT4. It will open or close a trade every minute. Let me know if this crashes also.
Posted By: svenb

Re: New Zorro version 1.14 - 08/23/13 10:25

Your Version works.
But this doesnot:

function run()
{
set(LOGFILE);
set(TICKS);
set(HEDGING);

BarPeriod = 1;
asset("EUR/USD");
Verbose = 14;
LookBack = 2000;

Stop = TakeProfit = 5*PIP;
if(random() > 0){
enterLong();
exitShort();
}
else{
enterShort();
exitLong();
}
}

BrokerTime: 23.08.2013 10:23:23: 2 0 ms
Prices
BrokerAsset EUR/USD: : 1 0 ms
No Quote
Account
BrokerAccount: : 1 0 ms
Gaps - ok
[Fri 23.08. 10:23] 99977 +0 -1 \\\\
run 2000
BrokerBuy EUR/USD: .
BrokerBuy EUR/USD: 500 ms 28452234
[EUR/USD::S2234] Short 1@1.3362 Risk 0 at 10:23
return
New bar
UTC 23.08. 10:24
BrokerTime: 23.08.2013 10:24:01: 2 0 ms
Prices
BrokerAsset EUR/USD: : 1 0 ms 1
HandleTrades
Trade 28451839
BrokerTrade 28451839: 1000 49 ms
BrokerTrade 28451839: 1000 51 ms
Tick
Trade 28452043
BrokerTrade 28452043: 1000 49 ms
BrokerTrade 28452043: 1000 50 ms
Tick
Trade 28452185
BrokerTrade 28452185: 1000 50 ms
BrokerTrade 28452185: 1000 50 ms
Tick
Trade 28452207
BrokerTrade 28452207: 1000 50 ms
BrokerTrade 28452207: 1000 50 ms
Tick
Trade 28452234
BrokerTrade 28452234: 1000 50 ms
Tick
TradeValue
BrokerTrade 28451839: 1000 50 ms
BrokerTrade 28452043: 1000 50 ms
BrokerTrade 28452185: 1000 50 ms
BrokerTrade 28452207: 1000 50 ms
BrokerTrade 28452234: 1000 50 ms
Account
BrokerAccount: : 1 0 ms
Gaps filled

[Fri 23.08. 10:24] 99977 +0 -1 \\\\\
run 2001
BrokerBuy EUR/USD: .
BrokerBuy EUR/USD: 501 ms 28452242
[EUR/USD::L2242] Long 1@1.3362 Risk 1 at 10:24
BrokerSell 28451839,-1000:
BrokerSell EUR/USD: 299 ms 1
BrokerTrade 28451839: -1000 49 ms
Posted By: 3DCat

Re: New Zorro version 1.14 - 08/23/13 14:18

Hi jcl!
I narrowed my problem down:
if i trade on demo/fxcm the following script:
Code:
function run()
{
	BarPeriod=1;
	StartDate=2013;
	Verbose=14;
	Weekend=1;
	while(asset(loop("EUR/USD","AUD/USD","GBP/USD","GER30","NAS100","SPX500","UK100","US30","USD/CAD","USD/CHF","USD/JPY","USOil","XAG/USD","XAU/USD")))
	{	
		Stop=TakeProfit=5*PIP;
		if (NumOpenTotal<1)
		{
			if(random()>0) enterLong();
			else enterShort();
		}
	}
	
}



Can you confirm it does nothing after a minute? Or ever:)?
When setting Weekend to 2, or deleting the multiasset loop, it enters a trade normally after 1 minute.

Am i doing something wrong or is it a bug?
Posted By: jcl

Re: New Zorro version 1.14 - 08/23/13 14:19

Thanks! The reason of your problem is now clear.

asset("EUR/USD");
...
LookBack = 2000;

Originally Posted By: manual
Variables and flags that affect the price data array, such as BarPeriod, LookBack, Mode, Detrend, StartDate, EndDate, TICKS, Weekend etc. must be set before calling asset().


You can not change the looback period anymore after you've loaded the asset. This causes 2000 bars to be missing from the loaded prices.

Consequently you'll get an error message, and when you continue trading, Zorro crashes. Admittedly the error message looks quite harmless and Zorro should anyway not crash, but just terminate the script. This will be changed in the next version.
Posted By: 3DCat

Re: New Zorro version 1.14 - 08/24/13 11:04

Well you can't try my script on the weekend, but has anyone else the same problem? Else i have to downgrade to 1.12 again for a while..:(
Posted By: svenb

Re: New Zorro version 1.14 - 08/24/13 21:19

@jcl: the only problem is that this is not in my other script :S... I am going to take another look at it on monday...
Posted By: 3DCat

Re: New Zorro version 1.14 - 08/26/13 10:56

Can anyone confirm my script from 4 posts ago laugh I don't know what I'm doing wrong here
Posted By: jcl

Re: New Zorro version 1.14 - 08/26/13 12:53

Sorry, I had sort of overlooked your script. Yes, I can confirm the problem when Weekend is set to 1 and price quote are not received within the bar. It should not behave this way. We'll look into it.
Posted By: Anonymous

Re: New Zorro version 1.14 - 08/26/13 20:11

Workshop_7 can't be run (undefined identifier).
Posted By: jcl

Re: New Zorro version 1.14 - 08/27/13 08:31

Thanks. That script still had the old name for "reverseLong". Please use the code from the manual.
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