Zorro 1.44

Posted By: jcl

Zorro 1.44 - 04/29/16 11:55

A new Zorro version was uploaded:

http://server.conitec.net/down/Zorro_1440.exe

This version contains the new Oanda plugin, markowitz portfolio optimization, machine learning framework, and matrix libary. A description of the new features can be found here:

http://manual.zorro-trader.com/new.htm

Please also read the part about updating your system. This version will stay here for a one-week test and then become the official release if no problem was found.

Subscribers to Zorro S or to a Z system will receive new versions next week.
Posted By: Mithrandir77

Re: Zorro 1.44 - 05/01/16 17:17

I didn't find this adressed before, I am trying to download history files from majors pairs from a fxcm standard demo account following the procedures on 'Downloading historical M1 price data for a new asset' on http://zorro-trader.com/manual/en/export.htm and the control panel does not open. In the Zorro console it outputs

Code:
Download (oP group) ..
FXCM.dll => FXCM plugin mounted
Login FXCM.. at UTC 01.05. 16:52
Loading EUR/USD prices.. 8880 min, gap 44 h

Trade: Download EUR/USD 01.05.2016
Lookback period (80 bars).


If I try to download with a modified version of the previous Download.c script:

Click to reveal..

Code:
// Update Assets.dta and/or download price history of a certain asset (or all)
// Select the account (Demo/Real) before

//#define ADD_ASSET "BUND"//"Copper"
// uncomment for adding a new asset to Assets.dta

//#define ALL_ASSETS
// uncomment for updating all assets in the loop (otherwise, selected asset only)

//#define PRICE_HISTORY
// uncomment for downloading the price history (otherwise, update Assets.dta only)

#define MAX_GAP 2
// uncomment for checking the price history for 2-days gaps


#define ALL_MAJORS
#define START_DATE_MAJORS 2015//20020101
#define END_DATE_MAJORS 2016

/*
#define ALL_COMMODITIES
#define START_DATE_COMMODITIES 2014//20020101
#define END_DATE_COMMODITIES 2015
*/
/*
#define ALL_EXOTICS
#define START_DATE_EXOTICS 2014//2011
#define END_DATE_EXOTICS 2015
*/
/*
#define ALL_INDICES
#define START_DATE_INDICES 2014//2011
#define END_DATE_INDICES 2015
*/
/*
#define ALL_ENERGIES
#define START_DATE_ENERGIES 2014//2011
#define END_DATE_ENERGIES 2015
*/
/*
#define ALL_METALS
#define START_DATE_METALS 2014//2011
#define END_DATE_METALS 2015
*/
/*
#define ALL_TREASURIES
#define START_DATE_TREASURIES 2014
#define END_DATE_TREASURIES 2015
*/

function run()
{
	if(!is(TRADEMODE)) {
		quit("Click [Trade] to update assets!");
		return;
	}
	
	LookBack = 0;
	StartDate = 2014; // set date for downloading price history
	EndDate = 2015;
	
#ifdef PRICE_HISTORY
#ifdef MAX_GAP	
	GapDays = MAX_GAP;		// detect gaps
#endif
#else	
	NumYears = -1; // don't load prices, only update Assets.dta
#endif

	string name;
#ifdef ADD_ASSET // add single asset
	//static int i = 0;
	name = ADD_ASSET;	
	asset(name);	
	loadHistory(name,1);
	//msg("%d",i);
	//i = i + 1;	
#else
#ifdef ALL_MAJORS
#ifdef START_DATE_MAJORS
	StartDate = START_DATE_MAJORS;	
#endif
#ifdef END_DATE_MAJORS
	EndDate = END_DATE_MAJORS;
#endif
	while(name = loop("EUR/USD","USD/JPY","GBP/USD","USD/CHF"))
		loadHistory(name,1);
#endif
#ifdef ALL_COMMODITIES
#ifdef START_DATE_COMMODITIES
	StartDate = START_DATE_COMMODITIES;
#endif
#ifdef END_DATE_COMMODITIES
	EndDate = END_DATE_COMMODITIES;
#endif
	while(name = loop("AUD/USD","USD/CAD","NZD/USD"))
		loadHistory(name,1);
#endif 
#ifdef ALL_EXOTICS
#ifdef START_DATE_EXOTICS
	StartDate = START_DATE_EXOTICS;
#endif
#ifdef END_DATE_EXOTICS
	EndDate = END_DATE_EXOTICS;
#endif
	while(name = loop(
	"USD/CNH","AUD/CAD","AUD/CHF","AUD/JPY","AUD/NZD","CAD/CHF","CAD/JPY","CHF/JPY","CHF/NOK","CHF/SEK","EUR/AUD","EUR/CAD","EUR/CHF",
	"EUR/CZK","EUR/DKK","EUR/GBP","EUR/HUF","EUR/JPY","EUR/NOK","EUR/NZD","EUR/PLN","EUR/SEK","EUR/TRY","GBP/AUD","GBP/CAD","GBP/CHF",
	"GBP/JPY","GBP/NZD","GBP/SEK","GBP/USD","HKD/JPY","NOK/JPY","NZD/CAD","NZD/CHF","NZD/JPY","SEK/JPY","SGD/JPY","TRY/JPY","USD/CNH",
	"USD/CZK","USD/DKK","USD/HKD","USD/HUF","USD/ILS","USD/MXN","USD/NOK","USD/PLN","USD/RUB","USD/SEK","USD/SGD","USD/TRY","USD/ZAR",
	"ZAR/JPY"))
	loadHistory(name,1);
#endif  
#ifdef ALL_INDICES
#ifdef START_DATE_INDICES
	StartDate = START_DATE_INDICES;
#endif
#ifdef END_DATE_INDICES
	EndDate = END_DATE_INDICES;
#endif
	while(name = loop("US30","SPX500","NAS100","UK100","GER30","ITA40","ESP35","FRA40","HKG33","JPN225","SUI30","AUS200","EUSTX50","USDOLLAR"))
		loadHistory(name,1);
#endif 
#ifdef ALL_ENERGIES
#ifdef START_DATE_ENERGIES
	StartDate = START_DATE_ENERGIES;
#endif
#ifdef END_DATE_ENERGIES
	EndDate = END_DATE_ENERGIES;
#endif
	while(name = loop("USOil","UKOil","NGAS"))
		loadHistory(name,1);
#endif 
#ifdef ALL_METALS
#ifdef START_DATE_METALS
	StartDate = START_DATE_METALS;
#endif
#ifdef END_DATE_METALS
	EndDate = END_DATE_METALS;
#endif
	while(name = loop("XAU/USD","XAG/USD","XPD/USD","XPT/USD","Copper"))
		loadHistory(name,1);
#endif 
#ifdef ALL_TREASURIES
#ifdef START_DATE_TREASURIES
	StartDate = START_DATE_TREASURIES;
#endif
#ifdef END_DATE_TREASURIES
	EndDate = END_DATE_TREASURIES;
#endif
	while(name = loop("BUND"))
		loadHistory(name,1);
#endif 
#ifdef ALL_ASSETS // update all assets	

	while(name = loop(	
	
	//Currencies: (see http://www.fxcm.com/uk/markets/forex/currency-pairs/ and 
						// http://forums.babypips.com/newbie-island/5167-tip-non-correlated-portfolio.html#post17611)
	
	//Majors:
	"EUR/USD","USD/JPY","GBP/USD","USD/CHF"
	,
	//Commodity Pairs: 
	"AUD/USD","USD/CAD","NZD/USD"
	,
	//Exotic Pairs:
	  "AUD/CAD","AUD/CHF","AUD/JPY","AUD/NZD","CAD/CHF","CAD/JPY","CHF/JPY","CHF/NOK","CHF/SEK","EUR/AUD","EUR/CAD","EUR/CHF","EUR/CZK",
	  "EUR/DKK","EUR/GBP","EUR/HUF","EUR/JPY","EUR/NOK","EUR/NZD","EUR/PLN","EUR/SEK","EUR/TRY","GBP/AUD","GBP/CAD","GBP/CHF","GBP/JPY",
	  "GBP/NZD","GBP/SEK","HKD/JPY","NOK/JPY","NZD/CAD","NZD/CHF","NZD/JPY","SEK/JPY","SGD/JPY","TRY/JPY","USD/CNH","USD/CZK","USD/DKK",
	  "USD/HKD","USD/HUF","USD/ILS","USD/MXN","USD/NOK","USD/PLN","USD/RUB","USD/SEK","USD/SGD","USD/TRY","USD/ZAR","ZAR/JPY"	
	,
	
	
	//Indices: (no history previous 2009 in many of them)
	//(ver http://docs.fxcorporate.com/user-guide/ug-cfd-product-guide-ltd-es.pdf 
	//see http://docs.fxcorporate.com/user-guide/ug-cfd-product-guide-ltd-en.pdf)
	//(
	"US30","SPX500","NAS100","UK100","GER30","ITA40","ESP35","FRA40","HKG33","JPN225","SUI30","AUS200","EUSTX50","USDOLLAR"
	,
	//)
	
	//Commodities (no history previous 2009 in many of them)
	//(ver http://docs.fxcorporate.com/user-guide/ug-cfd-product-guide-ltd-es.pdf 
	//see http://docs.fxcorporate.com/user-guide/ug-cfd-product-guide-ltd-en.pdf)
	//(
	//Energy:
	"USOil","UKOil","NGAS"
	,
	//Metals:
	"XAU/USD","XAG/USD","XPD/USD","XPT/USD","Copper"
	//,
	//)
	
	//Treasury
	//(ver http://docs.fxcorporate.com/user-guide/ug-cfd-product-guide-ltd-es.pdf 
	//see http://docs.fxcorporate.com/user-guide/ug-cfd-product-guide-ltd-en.pdf)
	//(
	//"BUND"
	  )

	
	)
	loadHistory(name,1);	
#endif		
#endif
	//if (i == 7)		
		quit("Done!");
	
}



I get

Code:
DownloadALLFXCMASSETS compiling...............
Login FXCM.. at UTC 01.05. 17:05
EUR/USD updated to Assets.csv
USD/JPY updated to Assets.csv
GBP/USD updated to Assets.csv
USD/CHF updated to Assets.csv
Error 047: not enough bars (2 missing)
Done!
Logout.. ok


According to the manual
Quote:

Error 047: Not enough bars

Not enough price bars are available to cover the full LookBack and test period. There can be several reasons: Logging in at a weekend or when the market is closed (...)


But I remember that I have previously downloaded history from FXCM on weekends, another thing that puzzles me is that there isn't any Assets.csv in History folder confused

EDIT: Just looked up 'loadHistory' in the manual but didn't find it -was it deprecated? I didn't get any compile error if so-, instead I found assetHistory(string name, int mode) and I replace loadHistory in the script above with it but it gives the same error.

EDIT2: If I comment #define MAX_GAP 2 -ie not check for gaps- it downloads ok. Is it a bug or am I missing something?
Posted By: MIGI

Re: Zorro 1.44 - 05/01/16 18:49

I installed Zorro 1.44 as an administrator, but I cannot use it as a default user under windows 7 64-bit.
Posted By: jcl

Re: Zorro 1.44 - 05/02/16 10:33

Control panel does not open: You probably started the old Download script, not the new one. The old script has no control panel. Delete Download.c from your folder. - assetHistory is the same as loadHistory.

Installed it as administrator: I believe a normal user can not access the administrator folder. You must install it with your user name.
Posted By: DdlV

Re: Zorro 1.44 - 05/02/16 12:35

Hi MIGI. If your objective is to avoid the whole VirtualStore thing, then either

a) Turn off UAC;
b) After install as a normal user, change to Run as Administrator; or
c) Install into a different folder; f.i. "My Program Files (x86)".

HTH.
Posted By: Mithrandir77

Re: Zorro 1.44 - 05/02/16 13:40

Originally Posted By: jcl
Control panel does not open: You probably started the old Download script, not the new one. The old script has no control panel. Delete Download.c from your folder. - assetHistory is the same as loadHistory.


jcl, I checked but there is no Download.c in the Strategy folder, I have just Download.x and Download.csv. I have Zorro 1.44 installed in the desktop. Moreover if I try to edit the script it says it can't find Download.c.

Attached picture imagen.png
Posted By: jcl

Re: Zorro 1.44 - 05/02/16 16:58

Ah, ok, thanks. We'll look into that.
Posted By: jcl

Re: Zorro 1.44 - 05/03/16 08:41

New version:

http://server.conitec.net/down/Zorro_1441.exe

The issue with the missing Download panel was fixed, as well as a small bug in the markowitz function.
Posted By: Mithrandir77

Re: Zorro 1.44 - 05/05/16 01:52

Thanks a lot!
Posted By: DdlV

Re: Zorro 1.44 - 05/08/16 20:25

Hi jcl.

It looks from the manual that 1.44 is now the current official release?

Is the link above for 1.44.1 the correct link to use?

Thanks.
Posted By: jcl

Re: Zorro 1.44 - 05/09/16 08:22

It was not yet the official release, but will be today.
Posted By: Veratyr

Re: Zorro 1.44 - 05/09/16 18:32

I'm still kinda new so I just wanted to clear up:

Quote:
Subscribers to Zorro S or to a Z system will receive new versions


How do we receive the new version? Does Zorro S have an auto-updater or something like that? Should we expect emails? Do we just download the installer and run it?
Posted By: jcl

Re: Zorro 1.44 - 05/10/16 07:52

If you have a subscription, you'll get updates automatically. Check your email and your spam folder. Contact Support if you got no update.
Posted By: eyal

Re: Zorro 1.44 - 05/10/16 14:21

hi,

just got the link by email. Do I need to uninstall 1.42 first?

Thanks,

Eyal
Posted By: jcl

Re: Zorro 1.44 - 05/11/16 08:21

No, you can just install 1.44 over 1.42. You only must take care when you've modified .ini files or the like, since they then are overwritten by the new installation.
Posted By: eyal

Re: Zorro 1.44 - 05/11/16 12:49

cool! thanks!
Posted By: _kp

Re: Zorro 1.44 - 05/16/16 23:35

Just on a sidenote: in 1.44 Export.c exports only 60min bars. If you would like to adjust the bar period to export (like in the older version) add:
Code:
BarPeriod=x

(where 'x' is period).
Slider doesn't work for me.
Nice to see '\' removal by default.
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