Some general questions

Posted By: easyX

Some general questions - 12/04/17 21:35

Hello, I am looking forward to work with Zorro in future. Right now i read through (rare) available resources to get to know all the pros and cons.


Concerning the Zorro rules (no Signal providing) how about using free Zorro with Darwinex? As long as i don't create a Darwin it shouldn't be a "signal"?

Right now i also search for good (free) historic data. Data in T1 format are Bid only? So no Spread, or did i miss out something? I tried to open/read tick data history with bid/ask with the ZHistoryEditor and it looks like it only accept only files without bid & ask.

What do you think about the RoboWealth thing? Is there a minimum term for the monthly subscription? (there are no details) Because i wouldn't mind to pay for 2-3 month if i can go through everything in this time, but i don't see the advantage of longer subscription.

Another question, is it possible to get the Dukascopy price feed in real time (next to the historic data, without having an real account with them) and use it for the trading decision? It would be great to use same data like for backtesting. With Zorro S it should be possible to send this trades to multiple Brokers? (mainly mt4 bridges) to have the same trades everywhere.

And one more question about Zorro S... i am trading with at least 8 Accounts, not all of them are in my name (family,..). Also i have at least 2 VPS's. Would 1 license be enough? I really hope so.

That's all for now, thanks in advance.
Posted By: jcl

Re: Some general questions - 12/05/17 14:30

I can at least answer the last question: the accounts can be in different names, but all VPS where your Zorro S is installed must be only used by you.
Posted By: easyX

Re: Some general questions - 12/05/17 15:09

Ok, thanks for making this clear, about the historic data i now understand the different format of T1, will have to convert my data.
Posted By: Materz

Zorro SKIPPED/MARGIN 0 - 12/05/17 15:10

Hello Zorro users,

I have installed Zorror version 1.66 and FXCM MT4, I am using Workshop_6 to do a demo test, but i am getting SKIPPED LOT/MARGIN =0,SKIPPED LOT=0 .



Kindly help.

Attached picture Zorro_error.png
Posted By: jcl

Re: Zorro SKIPPED/MARGIN 0 - 12/05/17 15:34

Just what the message says: The trade is skipped since Lots or Margin are 0. Even on a demo account you cannot open a trade with zero lots.
Posted By: Materz

Re: Zorro SKIPPED/MARGIN 0 - 12/05/17 15:37

I get Zorro Console message as SKIPPED LOT/MARGIN =0

where do i specify Lot Size ?

E. Armah
Posted By: jcl

Re: Zorro SKIPPED/MARGIN 0 - 12/06/17 10:21

In your script. You can find details in the tutorial - do not just look at the Workshop6 script, but also in the explanations.
Posted By: easyX

Re: Zorro SKIPPED/MARGIN 0 - 12/09/17 23:28

Is there something like a volume/market profile?

And i am trying to understand/modify seasonal analysis functions, e.g. how can i change the plotDay function to get a higher resolution (M15) instead of H1?
Posted By: jcl

Re: Zorro SKIPPED/MARGIN 0 - 12/11/17 11:04

Get the profile.c script and check out the plotDay function. Study how it works. You need different parameters for the bar number to plot and for the labels on the x axis.
Posted By: easyX

Re: Zorro SKIPPED/MARGIN 0 - 12/11/17 11:42

Yes, thats what i did, copied the profile.c, renamed it, include this. And then playing arround with the parameters, but somehow i just can't get it :|

edit:

Ok now it seems to work, but it is very slow! We created something very similar in mql5 which is at least 10 times faster to create a high resolution seasonal for the day. (m1) Any idea why? Since this is one of the most important part for my strategies i am a bit disapointed now.

Apart from that it seems that m1 seasonal is bugged. There are strange peaks, which make no sense.

Posted By: jcl

Re: Zorro SKIPPED/MARGIN 0 - 12/12/17 08:34

From my experience, anything in Zorro is normally about 10x faster than the same thing in mql5 - or if not, something is wrong.

I am not very familiar with profile.c, but if you suspect a bug in your code, you can get a support ticket and send your script to Support - they'll tell you what the problem is. Or post it here, maybe the problem is easy to see.
Posted By: easyX

Re: Zorro SKIPPED/MARGIN 0 - 12/12/17 11:12

As you can hopefully see in the attachment this is the Seasonal for a Day with M1 resolution.

Code:
Code:
#include <default.c>
#include <seasonal.c>

function run()
{
	BarPeriod = 1;
	StartDate = 2010;
	EndDate = 2015;
	set(PLOTNOW);
	asset("EURUSD");
	plotDay(priceClose(0),0);
	PlotWidth = 1800;
	PlotHeight1 = 500;
}


seasonal.c is a modified profile.c

i changed

Code:
function plotSeason(
	int n,			// plotted bar number
	int label,	// bar label
	int season, // season number
	var value,	// profit to plot
	int type)		// cumulative or difference
{
	if(is(INITRUN) || !is(TESTMODE)) return; // [Test] only

	static int lastseason = 0;
	static var value0 = 0;
	if(!(type&PVAL) && season != lastseason) {
		value0 = value;
		lastseason = season;
	} 

	plotBar("Value",n,label,value-value0,NEW|AVG|BARS|LBL2,COLOR_AVG);	
	//plotBar("StdDev",n,0,(value-value0)/4,DEV|BARS,COLOR_DEV);	

	if(type&PDIFF) value0 = value;
}

I don' really understand whats happening here, just commented the StdDev plotting. Maybe there is still some unnecessary code within this?

And to get the M1 resolution i changed plotDay as well:

Code:
function plotDay(var value,int type)
{
	int periods = 1440;
	checkLookBack(periods);
	int m30 = hour()*60 + minute();
	if(m30 > periods) return;
	plotSeason(m30,hour()*60+minute(),dow(),value,type);
}



I don't know what profile.c is doing, we used to create arrays for each day within mql5 and stored the price change to to opening of the day for all 1440 values and you have to fill small gaps of course. Then just add all days and divide through the number of days. This is on my symstem a matter of seconds if no other calculations (filters, indicators, ...) are involveld. But with Zorro for the sample above it takes more then 1 min for me, and it is bugged...

Attached picture seasonalM1.jpg
Posted By: easyX

Re: Zorro SKIPPED/MARGIN 0 - 12/12/17 15:28

Also i just notice that a simple test, opening one trade a day for certain time without any parameter except time is very slow. It may be that Zorro is faster for more difficult tasks, but somehow for some very basic things it is not. Hope i can find ways to improve that.

Edit:

It seem there is also no generic optimization frown

And if i optimze a parameter with bigger steps first, then choosing a smaller range and smaler steps, in metatrader it remembers all runs with same parameters. So it does not do the same calculation again, if nothing in the script changed.

e.g first run from 200-600 with steps of 20, then 240-340 with steps of 5 => 1/4 of all runs are already made. It makes no sense to do it twice, but since you have to change the code itself in zorro to change optimize parameter thats the problem i guess...
Posted By: jcl

Re: Zorro SKIPPED/MARGIN 0 - 12/12/17 17:48

I cannot comment on your optimization ideas, but your season modification looks syntactically ok. However I can imagine that it produces a slow and bad plot. It is just no good solution. For plotting any single minute, aside from speed issues, you would need data that really covers any minute. Forex M1 data has often missing minutes, and at those points you'll see nothing or single peaks in your plot. - If you want to do it faster, don't plot millions of bars, but collect the data really in an array, and remove minutes that are only represented by 1 or 2 samples. Then you won't get those peaks and gaps.
Posted By: easyX

Re: Zorro SKIPPED/MARGIN 0 - 12/12/17 18:00

This is plotting millions of bars? i thought it's just plotting the final result at the end. If so it's a pretty bad solution within profile.c And yes you have to take care of small gaps, like i said i did in mql5. I just was hoping you guys thought about things like this (performance+gaps) already, since many things go into detail very well, but seasonals are handled just in a very basic manner smirk - but i must admit i was suprised that others use my ideas, i developed without knowing that someone aleady uses similar stuff.
© 2024 lite-C Forums