Posted By: trader6363
Is marketVol() available only with Zorro S? - 07/12/17 14:47
Can anyone clarify if marketVol() can only be used with zorro S? The manual does mention something along those lines but it is a bit vague.
I have tried using it in backtests and also on live FXCM data with no success.
Thanks
Posted By: BobbyT
Re: Is marketVol() available only with Zorro S? - 07/12/17 15:42
I don't have Zorro S but according to the manual its available. But possibly only through the API (I assume this refers to [TRADE] mode only).
It should also be available in [TEST] mode on Zorro S or else it wouldn't make sense.
Have you checked you have t6 files for the instrument/s your looking at? Also, I believe to be utilising t6 files you need to use a non-tick timeperiod; ie M1 and above (maybe multi-tick bars that are sub-minute in length may be ok too but you'd have to make those yourself; either way JCL should clear that up soon enough).
Cheers,
BobbyT
Posted By: jcl
Re: Is marketVol() available only with Zorro S? - 07/12/17 16:21
According to my list, in Test mode is it available in the free version if it's contained in the historical data, but in Trade mode in Zorro S only.
Posted By: trader6363
Re: Is marketVol() available only with Zorro S? - 07/12/17 17:09
I used the data files supplied on download page and I made sure that they contained volume using the free z-editor. I couldnt get any data using marketVol() in the Test mode. As far as I am concerned it doesnt work in Test mode and I spent a good amount of time trying to get it to work. I had to create a new asset and put the volume data within the price values in order to retrive them.
Too bad that marketVol() is available in trade mode in Zorro S only. I really wanted to test my strategy on a demo account. It would have made it an easier decision to invest in Zorro S, but now I have to look into alternate platforms.
Posted By: jcl
Re: Is marketVol() available only with Zorro S? - 07/12/17 17:50
I have to correct myself - marketVol and marketVal are indeed limited to Zorro S, even in test mode. The manual was right.
You could overcome this with a trick, but it is probably not worth the hassle.
Posted By: trader6363
Re: Is marketVol() available only with Zorro S? - 07/12/17 18:31
Ok thanks.
The trick I used is just transferring the values to price columns and registering another asset but unfortunately I cannot use the same trick in Trade mode.
Posted By: Anand
Re: Is marketVol() available only with Zorro S? - 09/30/17 20:26
Hi jcl, Any chance you could make marketVol() available in test mode for non-S users without tricks?
cheers!
Posted By: jcl
Re: Is marketVol() available only with Zorro S? - 10/02/17 15:03
Not yet, but maybe in a future version.