New Zorro version 1.88

Posted By: jcl

New Zorro version 1.88 - 08/23/18 09:40

A new Zorro version is available:

http://opserver.de/down/Zorro_188.exe

This version will be uploaded to the Download page when no bugs are found in the next time. Zorro now supports order flow analysis, COT report analysis, more price sources and cryptocurrency exchanges, and many more new features and improvements. The full list of new features and bugfixes can be found on http://manual.zorro-project.com/new.htm. Please note that the trade format has changed, so you cannot continue old trades with the new software.

Please test everything and report any problems here!
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 08/23/18 18:06

The training becomed very slow after the first walk for the core. I had the same problem with the previous beta version.
Posted By: jcl

Re: New Zorro version 1.88 - 08/24/18 07:56

So the second walk trains slower than the first walk? Does this only happen when you use cores? Only with your script, or also with the included scripts?
Posted By: Dalla

Re: New Zorro version 1.88 - 08/24/18 18:38

Is the Bitfinex plugin using the Websocket API to get price data, and if so, can we use the callback function to get price updates? I'm thinking it would be interesting to attempt to implement an HFT system for a crypto exchange :-)
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 08/24/18 19:07

I tested Workshop5 and Workshop6 and looks they already started running slow for all cores. I was able to get smaller script that have the problem. It do not only happens with multi core. On the script below with 2 cores the walk 1 and walk 2 runned fast. The walk 3 and walk 4 runned slow. The same happened after disabling multi core. I increased the number of cores and the first walk for all cores runned fast and it did make the walk train fast even for 2 cores and for no multi core. The speed up was preserved after a Zorro restart.
Commenting out "while(asset(loop("EUR/USD")))" while keeping "EUR/USD" selected did make this code runs slows. However with my script half cores started running fast and half slow.

Code:
function tradeTrend()
{
	TimeFrame = 1;	
	optimize(500, 300, 700);
}

function run()
{
	set(PARAMETERS+FACTORS);
	NumCores = 0;
	BarPeriod = 60;
	LookBack = 0;
	NumYears = 8;
	NumWFOCycles = 16;

	//while(asset(loop("EUR/USD")))
	while(algo(loop("TR")))
	{ 
		tradeTrend();
	}
}


Posted By: jcl

Re: New Zorro version 1.88 - 08/25/18 10:31

The Bitfinex plugin uses the REST API, not the Websocket API.

I think I know what you mean with the slow training. Once historical data is loaded in the cache, the script runs much faster. This happens at the begin of training because the first part of the data is already in the cache. If you train again, it should be faster - try it. But there is room for improvement and we'll look into it.
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 08/25/18 23:44

I did some tests. When it becomes slow each parameter step take more time to run. After the walk is finished all steps for such walk run faster. I added a timer at the begin and the end of the run function on the script above and it needs more time to complete. If I let Zorro finish the training all walks run faster for such script. However I see no difference for other scripts. I tested on wine.
Posted By: AndrewAMD

Re: New Zorro version 1.88 - 08/26/18 00:14

Originally Posted By: 3dgamelight
I tested on wine.
Try again on Windows and see if you get the same behavior.
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 08/26/18 02:36

You are nobody to say what I should do.
Posted By: Tavasy

Re: New Zorro version 1.88 - 08/26/18 12:11

My Contracts per lot has changed to 1, how do I take it up 1000?
Posted By: AndrewAMD

Re: New Zorro version 1.88 - 08/26/18 12:48

Originally Posted By: 3dgamelight
You are nobody to say what I should do.
I'm trying to help you.

Wine is generally unsupported and sub-optimal. Consider using Zorro’s target platform.
Posted By: jcl

Re: New Zorro version 1.88 - 08/27/18 06:49

Contracts per lot is 1: The default asset list now simulates an Oanda account. For other brokers, use a different asset list. The old list is included under the name "AssetsFXCM".


New version 1.88.1: http://opserver.de/down/Zorro_188.exe

Two changes: The previous IB plugin reported a zero balance on some new real accounts, and training is now a bit faster by prefilling the cache.
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 08/28/18 23:22

AR was 80%.

Capital invested 10000$
Max open margin 4260$
Capital required 695$
Annual growth rate 26.35%
Posted By: jcl

Re: New Zorro version 1.88 - 08/29/18 07:38

No. When you reinvest profits, the initially required capital is normally much smaller than the max open margin or max drawdown.
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 08/29/18 08:13

10% 91% 4858 7282$
Posted By: jcl

Re: New Zorro version 1.88 - 08/29/18 16:20

New version 1.88.2: http://opserver.de/down/Zorro_188.exe

Again 2 changes: An error in the TradeTest script and a contractPrice bug was fixed.
Posted By: Seymour

Re: New Zorro version 1.88 - 08/30/18 01:48

Hi, since I used to have exceeding request limit problem with Oanda in the past, so with this new version, I set a very small number, i.e., MaxRequests=10, for Z12 and Z7 systems to really not want to have the rate problem again.
However, Z12 seems to become really slow (sometimes showing "Not Responding") when I trade Z12 and Z7 simultaneously, especially when they both have opened trades. Z7 seems to behave normally though. I don't know if this is related to the low value I set with MaxRequests or the Zorro version.
Posted By: jcl

Re: New Zorro version 1.88 - 08/30/18 10:05

Hmm, I would normally not expect that MaxRequest = 10 makes Z12 much slower. Are you trading via MT4 or with a direct Oanda connection?
Posted By: Seymour

Re: New Zorro version 1.88 - 08/30/18 11:16

I am trading through direct Oanda connection. Before this new version came out (MaxRequests could not be adjusted back then) , even just trading Z12 system alone, I would get request limit exceeding error. That's why I set my MaxRequests to this very small number.
This morning I encountered Z12 running really slow when Z7 opened trades. Then I closed Z7, and Z12 was then back to normal behavior.
Currently, as I am writing this post, both Z7 and Z12 are running normally, where Z7 does not open any trades.

Thanks.
Posted By: MatPed

Re: New Zorro version 1.88 - 08/30/18 12:41

Hi Seymour,
are you trading 2 TS on the same Oanda Api 2.0 Account. The manual state that is not supported and recommend to use different sub-account. Can you tell me something more?

Thank you
Posted By: Seymour

Re: New Zorro version 1.88 - 08/31/18 01:24

Hi MatPed,

Thank you for replying. I am trading Z7 and Z12 on different sub-accounts of a same main account. The accounts are v20 hedging accounts.

Thanks.
Posted By: Kimbo

Re: New Zorro version 1.88 - 09/07/18 00:43

Hi, Did you get the error fixed in regard to 1.88 not responding and running slow? I am running three strategies but the all all intermittently not responding and trades are not triggering and not closing when they should. I thought it must have been my VPS but the problems sound exactly the same.
Posted By: Seymour

Re: New Zorro version 1.88 - 09/07/18 01:19

No, I did not get any responses. I only posted the problem here.
I stopped Z7, and was only running Z12, and then it seemed all good, at least when I was checking my VPS. But this surely is not a real solution. I am still waiting on this thread and hoping to get any information or help. Now it looks like I am not alone.
Posted By: Spirit

Re: New Zorro version 1.88 - 09/08/18 09:05

I have 3 zorros running, Z3 Z7 Z12, and they are also slow but not slower than before. So I think it is normal with Oanda. But if not, you should really report it, and also send the log, I think there is not much time left until the release and then it is too late.
Posted By: Seymour

Re: New Zorro version 1.88 - 09/08/18 13:33

Hi,
Usually when I report something to Zorro team, they will ask for a log for them to look at. However, this time is different, at least in my case, since when Zorro is running slow or not responding, it does not produce any error message or any log saying "running slow or not responding". When I look at the log, it is just like a normal log with no problem in it. I set the MaxRequests = 10, which is very low compare to most of you, I guess, so I also want to know if that is the reason. That's why I posted my problem here to see if someone has a similar situation, or a better solution, or at least has some log can reveal the problem more explicitly.

Thanks.
Posted By: MatPed

Re: New Zorro version 1.88 - 09/08/18 22:17

I have had a similar issue on my low specs vps.
Restard after updating windows s.o. and the issue disappeared.
I can not prove it, but I guess is relate with some memory fragmentation or Windows corruption or "must to have" upgrade

HtH
Posted By: Seymour

Re: New Zorro version 1.88 - 09/09/18 07:49

Thanks for trying to help.
I am using Beeks VPS silver package (2700 MB RAM / 2 CPU / 50 GB Disk), and tried only running 2 Zorro instances directly connected to Oanda.
I had some troubles in the past 2 months (exceeding request rate limit), so I stopped running Zorro and VPS for 2 months. I just freshly re-started running Zorro this month with this new version 1.88 where rate can be adjusted.
So, probably, I don't think it is my VPS nor updating Windows issue. Anyway, I will try restarting everything if nothing else can be done.

Thank you.
Posted By: MatPed

Re: New Zorro version 1.88 - 09/09/18 12:14

Hi, your VPS is way far more powerful than mine...
I do not want to present myself with as an expert, I'm not, but I do not understand how any command (included MaxRequests) can affect 2 different subaccunts. They are identified with different numbers. And should be treated by Oanda as totally different access.
I guess should be something different. Try to trade the same accounts from different VPS or computer for a while without any specific setting. I never had an issue like that but I am trading only one subaccount at the time. I usually connect a second Zorro to a different subAccount only for download data once every while.

I am just starting to use another broker and I have decided to use a different vps, to be on the safe side...
Posted By: AndrewAMD

Re: New Zorro version 1.88 - 09/09/18 12:26

Oanda limits rates per access token, not per account number or per client.
Posted By: Seymour

Re: New Zorro version 1.88 - 09/09/18 13:14

Yes, I understand that Oanda has the rate limit on the access token. Couple of months ago, I have contacted their people and tried to have more than one access token or more than one primary account to workaround this issue, but I am told that each client could only have one account with only one access token. I am kind of in a dilemma here that if I increase the max requests limit from Zorro (assuming this was the reason) hoping to speed up Zorro, I will probably get rate limits error as I used to constantly have the issue; if I set rate limit to this low number, I don't get the rate problem anymore but Z12 will be super slow when Z7 opened trades.
Posted By: kvm

Re: New Zorro version 1.88 - 09/10/18 09:00

Hi,

I'm testing the Z12 strategy from Zorro 1.88.2 with Dukascopy plugin and it opens the first trade with a huge amount which consumes the whole available margin.

My configuration is the following:

Z12.ini: FXOnly = 1
Capital slider: 300
Dukascopy Account: EU Demo Account - Balance 11944 EUR with Laverage 30% and no open trades

And this is the log from the plugin:

brokerAccount: [balance=11944,38 EUR, tradeVal=0,00, marginVal=0,00]
brokerAsset: [lotAmount = 1000.0]
...
brokerBuy2: asset=EUR/USD, amount=1076000, stop=0.2911, limit=0.0

Isn't the capital slider supposed to restrict the trades to 300 EUR?
Posted By: Dalla

Re: New Zorro version 1.88 - 09/10/18 10:09

I've noticed that sometimes when I train a strategy with RULES using multiple cores and WFO, I don't always get .ml files from all the cores. For example I've seen several times since upgrading to 1.88 that I get ml files 1, 2, 4, 5, 7, 8, 10, 11, 13 but files 3, 6, 9 and 12 are missing. There are no error messages when training, so I usually don't realize that this has happened until I run a test and Zorro complains about missing files. The behavior is not consistent, so sometimes I do get all the files, but not always.
Posted By: firecrest

Re: New Zorro version 1.88 - 09/11/18 02:41

Hi Seymour,

Have you found solution for this issue? I too have the same slow Oanda api when I am running 2 strategies. This is solved when I used 2 VPS but this way will be expensive. I am not too sure on the reasons as I am using 2 sub-accounts.
Posted By: Seymour

Re: New Zorro version 1.88 - 09/11/18 06:23

Hi,
No, I don't have a good solution except stopping Z7 only running Z12. You mentioned 2 VPS solved problem, and hopefully this can bring some new information to Zorro team. I really hope Zorro team can take look at this issue. I guess several users are having the problem now. I totally agree that using 2 VPS is too expensive.

Thanks.
Posted By: vince

Re: New Zorro version 1.88 - 09/13/18 20:32

Plugin\ZorroMT4.dll differs from ZorroMT4.zip\Libraries\ZorroMT4.dll. Is that intended? Which one should be copied to MetaTrader 4 MQL4\Libraries directory? According to the manual ZorroMT4.zip is the way to go, but I suppose that it is a mistake that the ZorroMT4.dll was not updated in the zip file for this release, right?
At least in Zorro 1.83 the dll in the Plugin folder and the one in ZorroMT4.zip were identical.
Posted By: jcl

Re: New Zorro version 1.88 - 09/17/18 15:41

Some comments:

- Isn't the capital slider supposed to restrict the trades to 300 EUR? No, it's rather 30 EUR in case of Z12. If you get a wrong margin, please check your asset list.

- .ml files are missing: Does your ML library support multiple cores? Run a test with a single core - are the .ml files then still missing?

- PluginZorroMT4.dll differs from ZorroMT4.zipLibrariesZorroMT4.dll. Is that intended? Yes, it is. Follow the manual for installing the MT4 bridge.

Posted By: jcl

Re: New Zorro version 1.88 - 09/17/18 15:59

New version 1.88.5: http://opserver.de/down/Zorro_188.exe

All reported bugs have been fixed: Training with a negative WFO cycle didn't work, and parsing a CSV text field clipped one character.
Posted By: Dalla

Re: New Zorro version 1.88 - 09/17/18 19:33

Originally Posted By: jcl
Some comments:

- .ml files are missing: Does your ML library support multiple cores? Run a test with a single core - are the .ml files then still missing?


Running with a single core works. I'm using keras with tensorflow, pretty sure I haven't had this issue before.
Posted By: Zheka

Re: New Zorro version 1.88 - 09/18/18 15:12

The parsing bug was indeed fixed.

However, as per my original note, contractPrint(C,TO_CSV) would still print "nothing" for the first/class field of the contract struct when outputting from "just-parsed" dataset.
Quote:
contractPrint();

dataParse(2,Format,"C:ZorroLogTradeOptions.csv");

file_delete("C:ZorroLogTradeOptions.csv");

ii=0;

while(C = dataStr(2,ii++,0))
contractPrint(C,TO_CSV);
Posted By: jcl

Re: New Zorro version 1.88 - 09/18/18 15:46

Only live contracts have classes. - Dalla, are you using Keras with Tensorflow GPU support? It does not work with multiple cores. But Tensorflow CPU should work.
Posted By: Dalla

Re: New Zorro version 1.88 - 09/19/18 11:46

I'm running with the CPU version.
Looks like it might have been some intermittent issue though, I've tried running a couple of times more after a reboot, and I'm not seeing the issue anymore.
Posted By: PAULSHEW

Re: New Zorro version 1.88 - 09/20/18 06:24

hi,
I changed my computer to Lenovo, using Windows10. I tried to install Zorro_188. A window appeared, indicating files are being extracted. When extraction finished, the window disappeared. The Zorro software was not installed.

Please help.

Thanks.
Posted By: jcl

Re: New Zorro version 1.88 - 09/20/18 08:11

In which folder did you try to install it?
Posted By: DdlV

Re: New Zorro version 1.88 - 09/20/18 11:19

Hi jcl.

A couple of things FYI:

Inconsistencies between this thread & (& on) the Download page: The latest link in this thread is 1.88.5 beta. The text on the Download page says 1.88.4 release candidate. The link on the Download page is to *1880.exe.

The What's New 1.83 bug list is still missing the trade close problem from the other thread.

HTH.
Posted By: DdlV

Re: New Zorro version 1.88 - 09/20/18 18:29

Hi jcl.

1.88.5 Download script, Assetlist option:

Specifying AssetsFix.csv updates Forex pairs, but CFDs all return "not subscribed". Worked fine in 1.83.2...

Specifying each CFD individually works (but have to reTrade Download for each).

Thanks.
Posted By: DdlV

Re: New Zorro version 1.88 - 09/20/18 19:08

Hi jcl.

And... One more question:

The CR, AR, & MI figures 1.88.5 is producing don't seem to make sense. For example, Z3 says one can invest $2000 CR, get an AR of 120%, and realize $500 MI - how does this work?

It was worse when I Tested - the CR dropped to $1677 and the MI went up slightly to $501. $1677 + 120% = $3689 = <8 months of $501...

Thanks.
Posted By: vince

Re: New Zorro version 1.88 - 09/21/18 03:04

On the trading status HTML page the Entry, Price, Stop and Trail values are printed in lower precision than in older Zorro versions.
For EUR/USD, USD/CAD and GBP/USD for example it was x.yyyy previously and now it is only x.yyy, so one digit less. While that might be OK it is definitely too low precision for USD/JPY:
In the old previous Zorro version 1.83 it was xxx.yy, now it is just xxx, so not showing any digit after the decimal point.
Posted By: jcl

Re: New Zorro version 1.88 - 09/21/18 11:11

Some answers:

- Yes, there was a wrong info on the download page.

- "Not subscribed" normally means that the broker does not offer this asset, or not under this symbol name.

- The CR was too low. This will be fixed.

- The precision on the status page was also too much reduced, and will be fixed.
Posted By: DdlV

Re: New Zorro version 1.88 - 09/21/18 11:38

Thanks jcl.

Re. "not subscribed": These were GER30, NAS100, SPX500, UK100, & US30. Running Download against FXCM. Specifying "AssetsFix.csv" all the forex pairs are updated and none of these CFDs. Specifying any of these CFDs individually it updates fine. Seems to be some problem with the looping through the Assets in AssetsFix.csv?

Re. CR/MI: In the past there seemed to be a reasonable relationship, but perhaps it was coincidence. Now the relationship actually seems to be between DD, AR, and MI. In any case, the manual says CR is

Code:
...
This amount would be required when the strategy is entered at the worst possible moment of the simulation, for instance directly at a balance peak preceding a drawdown
...



The Test shows DD >$4000 yet CR ~$2000. How does the statement above reconcile this? If the strategy were entered with $2000 just before the $4000 DD it would blow up.

More generally, what figure(s) do I use from the Performance Report that mathematically (preferably easily laugh ) determine the CN (Capital Needed, since CR isn't it) needed to achieve the MI without the strategy blowing up? I can obviously back into CN using MI and AR, but where is CN on the Report?

Thanks.
Posted By: jcl

Re: New Zorro version 1.88 - 09/21/18 11:58

An asset list for FXCM is included - look in the history folder. The CR did not consider drawdown, only max margin.
Posted By: DdlV

Re: New Zorro version 1.88 - 09/21/18 12:19

Re. Download: Yes, you're correct. I forgot that you've changed to Oanda style as the default now.

Suggestion: The current "not subscribed" message prints only the generic Asset name. Please update the message to include the Symbol! If this had been in the message the error would have been obvious & saved (us both laugh ) some time.

Re. MI: So, CN = CR + DD?

Thanks.
Posted By: jcl

Re: New Zorro version 1.88 - 09/24/18 06:22

CR = Max Margin + Adjusted Max DD.

New version 1.88.6: http://opserver.de/down/Zorro_188.exe

Fixes: The test results did not consider drawdown in some cases, and prices in the trade status report had too low precision.
Posted By: heppo5959

Re: New Zorro version 1.88 - 09/24/18 10:47

There seems to be a problem with the Assets file selection in version 1.88.6. When I run e.g. the Download script for the first time it comes up with the right assets linked to the account from Accounts.csv. Any subsequent execution seems to only bring up the assets from standard AssetsFix.csv file. That only changes, when I restart ZORRO.
Posted By: DdlV

Re: New Zorro version 1.88 - 09/24/18 12:51

Thanks jcl. I will download & try the new version.

Is there a formula for "Adjusted" Max DD?

Also, other issues:

a) Can the base (i.e., produced for Z Systems) Performance Report be updated to report the Capital slider setting?

The following may be specific to running on Linux under Wine:

b) The window() function does not appear to match if the passed Title string is exactly the entire Window's title. It only seems to work if the string is a subset of the title. Can this be fixed?

c) Is there a way to have window() (or something else in script) activate the matched window so it can accept keys() without manual intervention?

d) The Mode=1 option of exec() does not appear to work for BASH scripts - script execution continues immediately without waiting for the exec()'s command to complete. Can this be fixed? Or worked around? Would exec("exec", "real-command it's-parameters", 1) work?

Thanks.
Posted By: DdlV

Re: New Zorro version 1.88 - 09/24/18 14:01

Hi jcl. In 1.88.6:

- Z8 is a duplicate of Z9.
- Z10 gives Error 046: SMA LookBack exceeded by 119 bars
Posted By: jcl

Re: New Zorro version 1.88 - 09/24/18 14:29

Thanks, the Download and Z8-Z10 scripts are now replaced with the right versions in 1.88.6.

I think the standard method to normalize DD is multiplying it with the square root of the ratio 3 years / test period. The window() function might indeed not work, or work differently under Wine. We'll check that. I have not much experience with BASH scripts though, maybe a Linux user can answer that question.



Posted By: DdlV

Re: New Zorro version 1.88 - 09/24/18 14:52

Thanks jcl.

Re. Windows vs. Wine, on Windows:

- Does window() activate the matched window? Or does the user have to click it if not active?

- Does exec("<some>.bat", "params", 1) wait for the .bat to finish? Or does Mode=1 only work for .exe's?

Thanks.
Posted By: DdlV

Re: New Zorro version 1.88 - 09/24/18 18:32

One more: version() returns 1.89
Posted By: jcl

Re: New Zorro version 1.88 - 09/26/18 07:35

window() does not actvate a window. I don't know whether exec waits for a .bat, though. Test it.
Posted By: DdlV

Re: New Zorro version 1.88 - 09/26/18 12:33

Thanks jcl. I'll defer testing exec() w/ .bat for now. Have moved on to using Linux tools instead of window() and exec()...

Thanks.
Posted By: PAULSHEW

Re: New Zorro version 1.88 - 09/27/18 06:15

I changed my computer to Lenovo, Windows10. I tried to install Zorro 1.88. A window came out, indicating files were being extracted. But when the extraction was done, the window disappeared and no installation was done.

Please help. Thanks.
Posted By: jcl

Re: New Zorro version 1.88 - 09/27/18 07:27

If you cannot install software on your new PC, make sure you have access rights with your user account, and also run a Windows system check. Some suggestions: https://www.makeuseof.com/tag/fix-corrupted-windows-10-installation
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 09/27/18 07:41

I can't get broker arbitrage working.

Code:
!ID segment 0 at UTC 09-27 07:33
!Invalid Instrument _USD 
!Invalid Instrument _USD 
!Invalid Instrument _USD 
!Invalid Instrument _USD 
!Invalid Instrument _USD 
!Invalid Instrument _USD 
Error 053: EUR/USD unavailable at this time
V 1.886 on Thu 18-09-27 04:33:45 (Zorro S Subscription)
Error 055: No bars generated



Code:
EUR/USD,1.087035,0.500065,0.451150,0.445250,0.0001,1.000000,0.505001,1,1.00000,0.500000,Brokera:EUR/USD!Brokerb:EUR/USD!Brokerb:EUR/USD

Posted By: jcl

Re: New Zorro version 1.88 - 09/27/18 10:10

I cannot see from the post what's wrong, so if you can't get it working please contact Support with the script, asset list, and account list. They'll look into it. There is also an arbitrage script example in the manual.
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 09/28/18 14:59

Zorro crashes after downloading.
Code:
function run() {
	set(LOGFILE);
	
	NumYears = 1;
	LookBack = 0;
	GapDays = 3;

	while(asset(loop("CAD/JPY"))) {
		assetHistory(0, 1);
	}
}

Posted By: AndrewAMD

Re: New Zorro version 1.88 - 09/28/18 15:23

Originally Posted By: 3dgamelight
Zorro crashes after downloading.
Which broker plugin are you using?
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 09/28/18 16:07

Oanda
Posted By: jcl

Re: New Zorro version 1.88 - 09/29/18 06:20

If it happens after downloading, it could be either some file access violation on your PC, or some internet library issue. Can you repeat it, but with Verbose = 15? This will generate a .diag file that shows where the crash happened. Please post its last 30 lines here.
Posted By: DdlV

Re: New Zorro version 1.88 - 09/30/18 23:34

Hi jcl. Not sure if this is specific to 1.88.6, but ...

There is a very intermittent bug which showed up when running many Tests one after the other with different Capital slider settings. This bug happened <1% of the Tests, and shows up as Drawdown (and hence CR) an order of magnitude higher and all the other Results figures also distorted. It does not happen at the same Capital value each time. I have been letting Zorro overwrite the .txt and .log files when running these Tests, so have not captured either when the bug happens... So far it's mainly an annoyance, as I've just been afterwards rerunning the obviously bogus Tests, and the bug has not yet manifested during these fixup Tests...

Thanks.
Posted By: jcl

Re: New Zorro version 1.88 - 10/01/18 05:39

Did it only happen when you manually set Capital before, or also when you do not touch the Capital slider between tests?

An order of magnitude worse results can be caused by accidentally setting Capital to a very low value, like 10 dollars.
Posted By: DdlV

Re: New Zorro version 1.88 - 10/01/18 11:21

Thanks jcl. Unfortunately I can't answer that - I was running these Tests automatically in a loop and not watching at those times. It is possible that other mouse movements / keystrokes could have been at just the right time to interfere and cause a low value. So, for now, let's call this unconfirmed and if it happens again I'll narrow down how to reproduce it.

Thanks.
Posted By: MatPed

Re: New Zorro version 1.88 - 10/01/18 14:52

Hi,
in Z7 (1.883) in Trade mode, pressing Train Button does not download data and train only the last WFO, but train from the beginning all the past cycles i.e does not behave as expected: download new data and train last Cycle, updating the parameters used during live trading.

Ciao
Posted By: jcl

Re: New Zorro version 1.88 - 10/01/18 15:37

I confirm that retraining trains the last WFO only, or it should at least, but I cannot confirm the not downloading data. Maybe it was already up to date?
Posted By: MatPed

Re: New Zorro version 1.88 - 10/01/18 16:15

Sorry bad english, let me rephrase correctly: Z7 does not download data and does not train the Last WFO.
Z7 trains all the WFO from the beginning, but not the most important one with the last data. History files was not up to date 100% sure.

Ciao
Posted By: MatPed

Re: New Zorro version 1.88 - 10/01/18 16:20

z7_retein log filr


V 1.883 on Mon 18-10-01 16:46:07
Rules: Z7 2006..2018
Assets AssetsDW
Train EURUSD_PA_L -Nov 2009- 46 patterns
Train EURUSD_PA_S -Nov 2009- 64 patterns.
Train USDJPY_PA_L -Nov 2009- 8 patterns
Train USDJPY_PA_S -Nov 2009- 10 patterns.
Train GBPUSD_PA_L -Nov 2009- 50 patterns
Train GBPUSD_PA_S -Nov 2009- 84 patterns
Rules stored in Z7_1.c

Train EURUSD_PA_L -Apr 2010- 36 patterns
Train EURUSD_PA_S -Apr 2010- 69 patterns
Train USDJPY_PA_L -Apr 2010- 8 patterns
Train USDJPY_PA_S -Apr 2010- 10 patterns
Train GBPUSD_PA_L -Apr 2010- 43 patterns
Train GBPUSD_PA_S -Apr 2010- 95 patterns
Rules stored in Z7_2.c

Train EURUSD_PA_L -Aug 2010- 36 patterns
Train EURUSD_PA_S -Aug 2010- 71 patterns
Train USDJPY_PA_L -Aug 2010- 9 patterns
Train USDJPY_PA_S -Aug 2010- 10 patterns
Train GBPUSD_PA_L -Aug 2010- 49 patterns
Train GBPUSD_PA_S -Aug 2010- 83 patterns
Rules stored in Z7_3.c

Train EURUSD_PA_L -Jan 2011- 39 patterns
Train EURUSD_PA_S -Jan 2011- 74 patterns
Train USDJPY_PA_L -Jan 2011- 9 patterns
Train USDJPY_PA_S -Jan 2011- 11 patterns
Train GBPUSD_PA_L -Jan 2011- 56 patterns
Train GBPUSD_PA_S -Jan 2011- 88 patterns
Rules stored in Z7_4.c

Train EURUSD_PA_L -Jun 2011- 34 patterns
Train EURUSD_PA_S -Jun 2011- 86 patterns
Train USDJPY_PA_L -Jun 2011- 8 patterns
Train USDJPY_PA_S -Jun 2011- 10 patterns
Train GBPUSD_PA_L -Jun 2011- 51 patterns
Train GBPUSD_PA_S -Jun 2011- 101 patterns
Rules stored in Z7_5.c

Train EURUSD_PA_L -Nov 2011- 34 patterns
Train EURUSD_PA_S -Nov 2011- 97 patterns
Train USDJPY_PA_L -Nov 2011- 7 patterns
Train USDJPY_PA_S -Nov 2011- 9 patterns
Train GBPUSD_PA_L -Nov 2011- 64 patterns
Train GBPUSD_PA_S -Nov 2011- 93 patterns
Rules stored in Z7_6.c

Train EURUSD_PA_L -Mar 2012- 35 patterns
Train EURUSD_PA_S -Mar 2012- 97 patterns
Train USDJPY_PA_L -Mar 2012- 6 patterns
Train USDJPY_PA_S -Mar 2012- 5 patterns
Train GBPUSD_PA_L -Mar 2012- 64 patterns
Train GBPUSD_PA_S -Mar 2012- 86 patterns
Rules stored in Z7_7.c

Train EURUSD_PA_L -Aug 2012- 42 patterns
Train EURUSD_PA_S -Aug 2012- 86 patterns
Train USDJPY_PA_L -Aug 2012- 7 patterns
Train USDJPY_PA_S -Aug 2012- 3 patterns
Train GBPUSD_PA_L -Aug 2012- 76 patterns
Train GBPUSD_PA_S -Aug 2012- 64 patterns
Rules stored in Z7_8.c

Train EURUSD_PA_L -Jan 2013- 36 patterns
Train EURUSD_PA_S -Jan 2013- 92 patterns
Train USDJPY_PA_L -Jan 2013- 6 patterns
Train USDJPY_PA_S -Jan 2013- 1 patterns
Train GBPUSD_PA_L -Jan 2013- 61 patterns
Train GBPUSD_PA_S -Jan 2013- 72 patterns
Rules stored in Z7_9.c

Train EURUSD_PA_L -Jun 2013- 38 patterns
Train EURUSD_PA_S -Jun 2013- 95 patterns
Train USDJPY_PA_L -Jun 2013- 6 patterns
Train USDJPY_PA_S -Jun 2013- 1 patterns
Train GBPUSD_PA_L -Jun 2013- 49 patterns
Train GBPUSD_PA_S -Jun 2013- 88 patterns
Rules stored in Z7_10.c

Train EURUSD_PA_L -Nov 2013- 47 patterns
Train EURUSD_PA_S -Nov 2013- 81 patterns
Train USDJPY_PA_L -Nov 2013- 7 patterns
Train USDJPY_PA_S -Nov 2013- 1 patterns
Train GBPUSD_PA_L -Nov 2013- 61 patterns
Train GBPUSD_PA_S -Nov 2013- 68 patterns
Rules stored in Z7_11.c

Train EURUSD_PA_L -Mar 2014- 52 patterns
Train EURUSD_PA_S -Mar 2014- 73 patterns
Train USDJPY_PA_L -Mar 2014- 8 patterns
Train USDJPY_PA_S -Mar 2014- 1 patterns
Train GBPUSD_PA_L -Mar 2014- 59 patterns
Train GBPUSD_PA_S -Mar 2014- 63 patterns
Rules stored in Z7_12.c

Train EURUSD_PA_L -Aug 2014- 44 patterns
Train EURUSD_PA_S -Aug 2014- 79 patterns
Train USDJPY_PA_L -Aug 2014- 6 patterns
Train USDJPY_PA_S -Aug 2014- 0 patterns
Train GBPUSD_PA_L -Aug 2014- 48 patterns
Train GBPUSD_PA_S -Aug 2014- 57 patterns
Rules stored in Z7_13.c

Train EURUSD_PA_L -Jan 2015- 29 patterns
Train EURUSD_PA_S -Jan 2015- 79 patterns
Train USDJPY_PA_L -Jan 2015- 6 patterns
Train USDJPY_PA_S -Jan 2015- 0 patterns
Train GBPUSD_PA_L -Jan 2015- 41 patterns
Train GBPUSD_PA_S -Jan 2015- 64 patterns
Rules stored in Z7_14.c

Train EURUSD_PA_L -Jun 2015- 27 patterns
Train EURUSD_PA_S -Jun 2015- 77 patterns
Train USDJPY_PA_L -Jun 2015- 6 patterns
Train USDJPY_PA_S -Jun 2015- 1 patterns
Train GBPUSD_PA_L -Jun 2015- 41 patterns
Train GBPUSD_PA_S -Jun 2015- 72 patterns
Rules stored in Z7_15.c

Train EURUSD_PA_L -Nov 2015- 27 patterns
Train EURUSD_PA_S -Nov 2015- 80 patterns
Train USDJPY_PA_L -Nov 2015- 6 patterns
Train USDJPY_PA_S -Nov 2015- 1 patterns
Train GBPUSD_PA_L -Nov 2015- 34 patterns
Train GBPUSD_PA_S -Nov 2015- 80 patterns
Rules stored in Z7_16.c

Train EURUSD_PA_L -Mar 2016- 31 patterns
Train EURUSD_PA_S -Mar 2016- 73 patterns
Train USDJPY_PA_L -Mar 2016- 8 patterns
Train USDJPY_PA_S -Mar 2016- 0 patterns
Train GBPUSD_PA_L -Mar 2016- 23 patterns
Train GBPUSD_PA_S -Mar 2016- 102 patterns
Rules stored in Z7_17.c

Train EURUSD_PA_L -Aug 2016- 29 patterns
Train EURUSD_PA_S -Aug 2016- 80 patterns
Train USDJPY_PA_L -Aug 2016- 4 patterns
Train USDJPY_PA_S -Aug 2016- 1 patterns
Train GBPUSD_PA_L -Aug 2016- 35 patterns
Train GBPUSD_PA_S -Aug 2016- 98 patterns
Rules stored in Z7_18.c

Train EURUSD_PA_L -Jan 2017- 21 patterns
Train EURUSD_PA_S -Jan 2017- 79 patterns
Train USDJPY_PA_L -Jan 2017- 4 patterns
Train USDJPY_PA_S -Jan 2017- 4 patterns
Train GBPUSD_PA_L -Jan 2017- 38 patterns
Train GBPUSD_PA_S -Jan 2017- 97 patterns
Rules stored in Z7_19.c

Train EURUSD_PA_L -Jun 2017- 22 patterns
Train EURUSD_PA_S -Jun 2017- 72 patterns
Train USDJPY_PA_L -Jun 2017- 6 patterns
Train USDJPY_PA_S -Jun 2017- 5 patterns
Train GBPUSD_PA_L -Jun 2017- 40 patterns
Train GBPUSD_PA_S -Jun 2017- 91 patterns
Rules stored in Z7_20.c

Train EURUSD_PA_L -Nov 2017- 24 patterns
Train EURUSD_PA_S -Nov 2017- 73 patterns
Train USDJPY_PA_L -Nov 2017- 5 patterns
Train USDJPY_PA_S -Nov 2017- 7 patterns
Train GBPUSD_PA_L -Nov 2017- 39 patterns
Train GBPUSD_PA_S -Nov 2017- 97 patterns
Rules stored in Z7_21.c

Train EURUSD_PA_L -Mar 2018- 30 patterns
Train EURUSD_PA_S -Mar 2018- 72 patterns
Train USDJPY_PA_L -Mar 2018- 6 patterns
Train USDJPY_PA_S -Mar 2018- 7 patterns
Train GBPUSD_PA_L -Mar 2018- 45 patterns
Train GBPUSD_PA_S -Mar 2018- 94 patterns
Rules stored in Z7_22.c

Train EURUSD_PA_L -Aug 2018- 28 patterns
Train EURUSD_PA_S -Aug 2018- 62 patterns
Train USDJPY_PA_L -Aug 2018- 3 patterns
Train USDJPY_PA_S -Aug 2018- 7 patterns
Train GBPUSD_PA_L -Aug 2018- 36 patterns
Train GBPUSD_PA_S -Aug 2018- 89 patterns
Rules stored in Z7.c
Posted By: jcl

Re: New Zorro version 1.88 - 10/01/18 16:23

There was an old version where training the last WFO cycle indeed did not work, so if you used that one, get the recent version. I believe it's 1.88.6.
Posted By: MatPed

Re: New Zorro version 1.88 - 10/01/18 16:24

ok thanks
Posted By: MatPed

Re: New Zorro version 1.88 - 10/01/18 22:06

Same Z7 issue with 1.886. Ciao
Posted By: jcl

Re: New Zorro version 1.88 - 10/02/18 11:31

Thanks, I see now what the problem is. Retraining mode is not recognized in the Z7 script, and thus it does a normal training cycle.

Please get a new version here: http://opserver.de/down/Z7.zip. Try it. Does retraining now work?
Posted By: MatPed

Re: New Zorro version 1.88 - 10/02/18 11:50

Yes it does work. Thank You
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 10/04/18 13:08

Originally Posted By: jcl
If it happens after downloading, it could be either some file access violation on your PC, or some internet library issue. Can you repeat it, but with Verbose = 15? This will generate a .diag file that shows where the crash happened. Please post its last 30 lines here.

Downloading do not worked in test mode, I downloaded in trade mode. This do not happened in the stable version. I found no ".diag" file.

Invalid parameters received.
Posted By: jcl

Re: New Zorro version 1.88 - 10/04/18 14:27

Sorry, I meant a "diag.txt" file.
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 10/04/18 19:39

BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 263 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 235 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 227 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 276 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 250 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 234 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 249 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 248 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 235 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 234 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 235 ms300
BrokerHistory CAD/JPY:
BrokerHistory CAD/JPY: 250 ms300 279900 min
V 1.886 on Sat 18-09-29 07:10:10 (Zorro S Subscription)
BrokerAccount: : 1 161.160800 ms
BrokerAsset CAD/JPY: : 88.1690 634.597100 ms
CAD/JPY 88.16900 0.18000 0.000 0.000 0.01000 0.00008 0.0067 1.0 0.0

Trade: history2 CAD/JPY 2018-09-29
Posted By: jcl

Re: New Zorro version 1.88 - 10/05/18 14:50

Hm, I see nothing unusual in that file. No crash.

Can you contact Support? They'll look into it.
Posted By: 3dgamelight

Re: New Zorro version 1.88 - 10/06/18 13:11

Originally Posted By: jcl
I cannot see from the post what's wrong, so if you can't get it working please contact Support with the script, asset list, and account list. They'll look into it. There is also an arbitrage script example in the manual.


I tried to trade in a broker with history from another. On a Windows VPS will this work?
Posted By: hatten

Re: New Zorro version 1.88 - 10/09/18 19:13

I am unable to get a script to work that in a similar fashion as the broker arbitrage example makes use of the functionality to select a broker from the Accounts.csv file in front of the symbol (Broker:Asset). The different brokers in Accounts.csv are recognized, also the different assets in the specified assets file for a given broker. If I replace the symbol by something else for one of the entries in the asset file for that broker, it will properly swicth the asset. So all of that functionality works. However, as soon as I place the Name for the Broker from the Accounts.csv file in front of the symbol things fail and I get an "Error 053 <ASSET> unavailable at this time". A similar problem with the arbitrage script was reported already for the 1.88 version. I am using 1.88.6 zorro S.
Posted By: hatten

Re: New Zorro version 1.88 - 10/10/18 22:46

Related to the previous post:
1. The selection of assets from different brokers is working when using the previous zorro S 1.83.2 version.

2. However, also in this version of zorro S, I believe I have encountered a bug or at least I would expect the software to behave differently. When switching ro an asset from a different broker Spread, Rollover costs, priceClose() indeed change according to the eslected asset that second broker, however important variables for money management such as Balance, Equity and MarginVal DON'T change. Their values reflect the Balance, Equity etc. of the first broker selected through the the zorro window! I consider it an important shortcoming to have no access to these values for money management purposes.
Posted By: jcl

Re: New Zorro version 1.88 - 10/11/18 06:30

The symbol syntax has changed in 1.88. Details in the manual under `asset list`. If you can`t get it working, please contact Support with your script. - There is indeed no command yet to switch Balance etc between brokers.
Posted By: kvm

Re: New Zorro version 1.88 - 10/24/18 09:07

Here is a problem with Zorro 1.88.6 and Z12 strategy described in this thread: Dukascopy plugin (yet another version)
Posted By: jcl

Re: New Zorro version 1.88 - 10/24/18 15:50

Crashes only on a certain PC and with a certain configuration can be caused by a broken library or some other PC issue. First do a Windows repair, virus check, and fresh Zorro installation. If you can't fix it this way, please contact Support. They'll walk you through a procedure to find out where the crash happens.
Posted By: DdlV

Re: New Zorro version 1.88 - 10/24/18 22:13

Hi jcl. As of early this month there was still at least one issue with 1.88.6. Have all issues now been fixed and the official release of 1.88(.7?) is imminent?

Thanks.
Posted By: jcl

Re: New Zorro version 1.88 - 10/25/18 06:52

That seems a bit behind the times - 1.88.6 was released long ago and we're currently at version 1.94. The 1.88.6 issues known so far are listed in the bug list.
Posted By: DdlV

Re: New Zorro version 1.88 - 10/25/18 21:35

OK, perhaps I missed the post that the beta is over and 1.88 is released - when did that happen?

Thanks.
Posted By: dmac

Re: New Zorro version 1.88 - 10/26/18 18:47

Originally Posted By: DdlV
OK, perhaps I missed the post that the beta is over and 1.88 is released - when did that happen?

Thanks.


I got the official notice Oct 4th.
Posted By: DdlV

Re: New Zorro version 1.88 - 10/26/18 19:00

Thanks dmac. So I guess I'm not too far behind... laugh

You mean the email, correct?

Thanks.
Posted By: dmac

Re: New Zorro version 1.88 - 10/26/18 19:37

Originally Posted By: DdlV
Thanks dmac. So I guess I'm not too far behind... laugh

You mean the email, correct?

Thanks.


Yeah. It's probably in your spam filter. Add support@opgroup.de to your contacts.
Posted By: DdlV

Re: New Zorro version 1.88 - 11/01/18 00:19

@dmac: Nope - don't spam filter - just didn't get it.

@jcl: Please post in these new version threads when beta ends and release occurs.

Thanks.
Posted By: jcl

Re: New Zorro version 1.88 - 11/01/18 12:57

Yes, but in case I forget, new releases are always announced on the Zorro website.
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