1 registered members (AndrewAMD),
816
guests, and 2
spiders. |
Key:
Admin,
Global Mod,
Mod
|
|
|
Re: Votes for future features
[Re: killerkhan]
#453288
07/16/15 21:29
07/16/15 21:29
|
Joined: Jun 2013
Posts: 1,609
DdlV
Serious User
|
Serious User
Joined: Jun 2013
Posts: 1,609
|
Hi jcl. Further to the posts above and your reply to JobTick in the Starting... section: The Broker Interface page in the manual for a long time has had this:
FXCM is rather honest (at least for a broker) and offers free historical price data, a free API, no commissions, and no minimum monthly investments. We found no other broker with this easy access.
This statement was written a (relatively, given how long Zorro has existed) long time ago, 2015 (so far) has brought changes to FXCM, other brokers have no doubt changed as well, etc. Given all that and the obvious interest here in other brokers, a couple of questions: 1) Does the Zorro team still feel the same way about FXCM vs. other brokers? 2) Given the flexibility currently provided by the MT4 plugin to go to pretty much any broker, does the Zorro team have "good feelings" about any other broker(s)? (Actually, I suppose there's a U.S. vs. non-U.S. aspect to this also...) Thanks.
|
|
|
Re: Votes for future features
[Re: jcl]
#453296
07/17/15 13:08
07/17/15 13:08
|
Joined: Jun 2013
Posts: 1,609
DdlV
Serious User
|
Serious User
Joined: Jun 2013
Posts: 1,609
|
Thanks jcl! Based on Sphin's comments the FIX API seems the way to go to add a number of other brokers with 1 effort? Assuming each broker's "support" of FIX API is what it should be... Maybe you can even get some of these brokers to throw in "new client" bonuses for us?! Thanks.
|
|
|
Re: Votes for future features
[Re: boatman]
#453982
08/22/15 02:25
08/22/15 02:25
|
Joined: Nov 2013
Posts: 123
Mithrandir77
Member
|
Member
Joined: Nov 2013
Posts: 123
|
I have been looking forward to implement some API, and I have been recently reading the documentation of the Interactive Broker API and apparently their 'API' is an API to their trading client, the TWS (trading workstation). That is you have to execute TWS and then you can automate it with their API. Alternatively, you can run the IB gateway but still it is not the same kind of API as the API from FXCM. jcl, what are your thoughts on this? For reference: https://www.interactivebrokers.com/en/software/api/apiguide/c/ctutorial_connecttotws.htmhttps://www.interactivebrokers.com/download/newMark/PDFs/gateway.pdfPS: On the other hand Oanda -was the one as dukascopy that didn't charge traders for negative equity after eurchf peg removal wasn't?- has a rest API that for what I read, would allow to make a true API to use with Zorro. I will delve into it meanwhile. PS2: I found this documentation from ninja trader that shows that their development team implemented the interactive brokers 'api' using the TWS, that is, a third party...Is this acceptable for Zorro?
Last edited by Mithrandir77; 08/22/15 02:31.
|
|
|
Re: Votes for future features
[Re: jcl]
#458221
02/27/16 19:11
02/27/16 19:11
|
Joined: Oct 2012
Posts: 11
parrondo
Newbie
|
Newbie
Joined: Oct 2012
Posts: 11
|
My priority vote: 1)OpenMAMA bridge for market data. This is a lightweight vendor-neutral integration layer for systems built on top of a variety of message orientated middlewares. In this way Zorro could be part of a modular modern platform and expand the visibility of Zorro. 2)FIX API for order routing and trades. 3)Drawdown alert by comparison with the backtest equity curve through the Cold Blood Index. It is very important to get a prompt feeling of when our strategies are not performing fine enought. This is probably the trader's most difficult task: when to retreat from battle. 4)Dukascopy api bridge. This broker has a free good price history, fair commisions, high speed execution and java API which could expand Zorro capabilities with the huge java universe. Thank you. Really great Job!
|
|
|
Re: Votes for future features
[Re: jcl]
#458456
03/10/16 19:06
03/10/16 19:06
|
Joined: Jan 2016
Posts: 122
Veratyr
Member
|
Member
Joined: Jan 2016
Posts: 122
|
I'd like to suggest a "Zorro Protocol" broker plugin. What I envision is: - Zorro will support a basic TCP protocol and act as a client. - Potential broker plugin developers who do not wish to write C++ plugins (there are a lot of developers who don't write C++ on Windows) can instead write Zorro bridge servers to brokers. Brokers can potentially deploy these servers or implement Zorro's protocol themselves if they wish. - Zorro gets wider broker support and developer attention. - Zorro can be listed as a partner gaining a little publicity. I came up with this after trying to implement the Spotware Connect API. While it's relatively easy to communicate with the Spotware API (I have near zero C++ experience but managed to hack together a client for their TCP API with Boost::ASIO in a weekend), doing so while subjected to Zorro's constraints is extremely difficult. It'd make my life much easier if I could just write a small server in Go/Python/Java/Javascript/C#/F#/non-Windows C++ and point Zorro at it. On a related note, I'd also like to suggest a Spotware Connect broker plugin. Their APIs (there's a HTTP/JSON API for account data and historical ticks and a TCP API for live prices and trading) are well designed and easy to work with and implementing the one plugin gives you access to every broker that supports cTrader (there appear to be ~15 of them). I can share the code I hacked together to work with it if it's handy.
Last edited by Veratyr; 03/10/16 20:31.
|
|
|
Re: Votes for future features
[Re: pcz]
#459489
05/24/16 01:31
05/24/16 01:31
|
Joined: Apr 2014
Posts: 482 Sydney, Australia
boatman
OP
Senior Member
|
OP
Senior Member
Joined: Apr 2014
Posts: 482
Sydney, Australia
|
+1 for FIX API pcz, you can hack a variable spread by doing something like:
if(between(hour(), 8, 9) Spread = 0.3*PIP;
else if(between(hour(), 9, 10) Spread = 0.5*PIP;
...
etc
|
|
|
Re: Votes for future features
[Re: boatman]
#459581
05/26/16 14:05
05/26/16 14:05
|
Joined: May 2016
Posts: 180 Prague
pcz
Member
|
Member
Joined: May 2016
Posts: 180
Prague
|
Hey boatman! Thank you for the tip. To have the maximum possible precision I think it's better to have spread for each tick. This is my current solution: Backtesting with T1 data and variable spread (so I take back the 3rd point from my priority vote as it is apperently already possible with currently available tools ) Cheers!
|
|
|
Re: Votes for future features
[Re: jcl]
#462300
09/19/16 22:58
09/19/16 22:58
|
Joined: Dec 2013
Posts: 568 Fuerth, DE
Sphin
User
|
User
Joined: Dec 2013
Posts: 568
Fuerth, DE
|
I remember up to 1.47 one could read on 'What's new' under 'Planned for future Zorro versions': Verifying script correctness by comparing live results with a backtest of the same period latest in addiotn with 'in development' before it suddenly disappeared. Why? IMO this would be a very interesting and important feature.
|
|
|
Re: Votes for future features
[Re: boatman]
#463207
11/21/16 18:43
11/21/16 18:43
|
Joined: Nov 2016
Posts: 5 Sweden
magpern
Newbie
|
Newbie
Joined: Nov 2016
Posts: 5
Sweden
|
I have made an MT4 to etoro bridge to use with etoro ( www.etoro.com). I never got around to use it, but I still have the code. Would there be any interest in having an etoro API for Zorro? It is not a "mouse clicker" it uses JSON calls to access the etoro platform.
|
|
|
Re: Votes for future features
[Re: Sphin]
#463566
12/13/16 19:06
12/13/16 19:06
|
Joined: Nov 2016
Posts: 7 CA - California
Mucko
Newbie
|
Newbie
Joined: Nov 2016
Posts: 7
CA - California
|
I saw that - that appears to be a static panel derived from a .csv file with some additional control aspects. It appears to be only for static data (unless I am mistaken).
I am talking about the ability to push live data (last price, entry price, exit price, trail stop etc.) to a panel so one can easily view the data in real time.
Additionally populating historical data for each symbol/system which is live trading and/or currently turned off based upon rules.
As soon as strategies become more complex and run on multiple symbols or a large portfolio of symbols, creating switching rules, debugging and specific improvements become more difficult without seeing live data as the strategy calculates in real time. Odd things can occur which are undetectable in backtesting/optimizing against a portfolio but are clearly evident when watching in real time.
Perhaps adding the ability in Zorro to use a DDE link/server to export into excel would probably do the trick.
Last edited by Mucko; 12/13/16 19:15.
|
|
|
Re: Votes for future features
[Re: Mucko]
#463568
12/13/16 22:20
12/13/16 22:20
|
Joined: Dec 2013
Posts: 568 Fuerth, DE
Sphin
User
|
User
Joined: Dec 2013
Posts: 568
Fuerth, DE
|
I am talking about the ability to push live data (last price, entry price, exit price, trail stop etc.) to a panel so one can easily view the data in real time. From the manual: panelSet (int row, int col, string text, int color, int style, int type) Set properties or update content of an individual cell. With this command you can update the content of any cell of the panel with any live data at any time you like while the command 'panel' initiates a panel optional with loading its initial structure from a .csv. I guess the question is more how useful is watching the 'live parameters' with your eyes instead of let them watch by a machine. A quick & dirty solution (I use them often, indeed) might be to save the parameters of your interest to a text file by Zorro (each minute or each intervall you like), set a DSN to it and use the DSN in Excel as the data source.
|
|
|
Re: Votes for future features
[Re: CaptainChezza]
#463655
12/19/16 23:50
12/19/16 23:50
|
Joined: Dec 2016
Posts: 1 London
cosmor
Guest
|
Guest
Joined: Dec 2016
Posts: 1
London
|
Hi Z community,
I vote for Artificial assets as very high priority.
Meanwhile, it would be nice if any guru can give a script example, (based on current Zoro version) of e.g USDX (dollar index) to be calculated on the fly ( example of weighted formula from MQ4:
ExtMapBuffer1[i]=50.14348112*MathPow(iClose("EURUSD",0,i),-0.576)*MathPow(iClose("USDJPY",0,i),0.136)*MathPow(iClose("GBPUSD",0,i),-0.119)*MathPow(iClose("USDCAD",0,i),0.091)*MathPow(iClose("USDSEK",0,i),0.042)*MathPow(iClose("USDCHF",0,i),0.036);
)
and use some series transformation functions or an example of a peak/ valey or crossover example.
As this would be an artificial value on some brokers, there will be no bars or price series, but can be constructed on the fly.
|
|
|
Re: Votes for future features
[Re: boatman]
#463755
12/24/16 09:20
12/24/16 09:20
|
Joined: Dec 2014
Posts: 206 Germany
Smon
Member
|
Member
Joined: Dec 2014
Posts: 206
Germany
|
Better resume trading support. As far as I can see, Zorro still doesn't exactly pick up trading where it stopped. When I restart and I click result, the chart only shows 1 day of history and the portfolio.txt doesn't show the actual portfolio, even when the strategy ran for weeks. I don't know if this is fixed already, but in former Zorro versions restarting Zorro also messed with the Z12 portfolio. Just after restarting, like 20% - 30% of all open trades were closed almost immediately.
And I want to report a bug (didn't find a better place for this): I'm using Windows 10 on a Core2Duo Notebook (slightly above 2GHz). When I hit start in Zorro (I only tested this with Z12), Desktop Window Manager jumps from 8% CPU to 55% - 58%, causing the fan to run at all times.
Last edited by sdh309795gaas; 12/24/16 09:22.
|
|
|
Re: Votes for future features
[Re: mig]
#465134
04/04/17 09:50
04/04/17 09:50
|
Joined: Apr 2014
Posts: 482 Sydney, Australia
boatman
OP
Senior Member
|
OP
Senior Member
Joined: Apr 2014
Posts: 482
Sydney, Australia
|
Hi, Since the release of 1.54.1, you can trade index futures via the IB Bridge, too. One important feature the IB Bridge is missing though, is the ability to get live traded volume data send when doing live trading via IB. For example, this prevents the use of filters which depend on the total bar volume to either validate entry signals or to be used as early exit parameters if the volume falls under a certain threshold. On intra-day strategies with a short BarPeriod such filters make a lot of sense on momentum or trend strategies to limit the amount of “false signals”….
So pls vote for this enhancement of the IB Bridge in the next release.
Thanks I vote for this feature too. It is one that I would consider critical for futures trading. Thanks!
|
|
|
Re: Votes for future features
[Re: Smon]
#465477
04/30/17 05:35
04/30/17 05:35
|
Joined: Feb 2017
Posts: 369
Dalla
Senior Member
|
Senior Member
Joined: Feb 2017
Posts: 369
|
|
|
|
Re: Votes for future features
[Re: Dalla]
#465589
05/05/17 00:11
05/05/17 00:11
|
Joined: Mar 2015
Posts: 336 Rogaland
nanotir
Senior Member
|
Senior Member
Joined: Mar 2015
Posts: 336
Rogaland
|
Thats probably true.... I just see more examples around of python machine learning libraries than with the R ones.
Last edited by Nanitek; 05/05/17 00:11.
|
|
|
Re: Votes for future features
[Re: Smon]
#466418
06/13/17 12:04
06/13/17 12:04
|
Joined: Jan 2017
Posts: 11
smn
Newbie
|
Newbie
Joined: Jan 2017
Posts: 11
|
A Python3 bridge would be awesome as Python is my weapon of choice now. And I am absolutely sure I am not alone with this. Please support my vote if you agree!
Last edited by smn; 06/13/17 12:07.
|
|
|
Re: Votes for future features
[Re: smn]
#466472
06/16/17 00:14
06/16/17 00:14
|
Joined: Mar 2015
Posts: 336 Rogaland
nanotir
Senior Member
|
Senior Member
Joined: Mar 2015
Posts: 336
Rogaland
|
A Python3 bridge would be awesome as Python is my weapon of choice now. And I am absolutely sure I am not alone with this. Please support my vote if you agree! I agree with it. You maybe can do everything as well with R, but you may need to reinvent the wheel for that
|
|
|
Re: Votes for future features
[Re: kmerlo]
#467204
07/20/17 17:52
07/20/17 17:52
|
Joined: Nov 2016
Posts: 66
GreenBoat
Junior Member
|
Junior Member
Joined: Nov 2016
Posts: 66
|
It would be handy to be able to expand the main window In fact, when the name script's is too long, it is cut in the menulist "script" and it is impossible to read all the name. It is a problem if you're usually renamed different versions of the script with the suffix V1,V2 , etc... For example I have "Trend Trading with ADX_V1.c" and "Trend Trading with ADX_V2.c" and the two script are indistinguishable
Thanks +1
|
|
|
Re: Votes for future features
[Re: jcl]
#467455
08/03/17 11:16
08/03/17 11:16
|
Joined: Aug 2017
Posts: 102 Spain
Brax
Member
|
Member
Joined: Aug 2017
Posts: 102
Spain
|
|
|
|
Re: Votes for future features
[Re: kmerlo]
#467556
08/12/17 10:23
08/12/17 10:23
|
Joined: Aug 2017
Posts: 40
johnnyp
Newbie
|
Newbie
Joined: Aug 2017
Posts: 40
|
+1 for expanding the main window, not least because the window is too narrow to allow me to read any longish error message.
How about the addition of a Compile button. Or an option to auto-compile on save. Here's why... I have had a few WTF moments when experimenting with sliders. I code my slider, save the script, go to Zorro's launcher, and the sliders have the default names. It took me a while to figure out that I need to compile the script in order for the slider names to change, and then it took me a while longer to figure out how to compile the script. So now I click on Test, then Stop, then I set the sliders as I need them, and finally I click on Test again and wonder how the process could be made easier.
Another gripe I have is that when I click on Results, the script editor window gets unmaximised every time.
All that being said, I'm still way more productive with Zorro than with MetaTrader.
Thanks!
|
|
|
Re: Votes for future features
[Re: atr]
#467699
08/23/17 11:53
08/23/17 11:53
|
Joined: Feb 2017
Posts: 1,725 Chicago
AndrewAMD
Serious User
|
Serious User
Joined: Feb 2017
Posts: 1,725
Chicago
|
For those impatiently waiting for a dynamic charts capability, I should note that there is an R package designed exactly to do that: dygraphs for R . You can zoom in and out. It has OHLC candlesticks. Using the Synchronization feature, you can plot an indicator/filter directly beneath. The list goes on.
|
|
|
Re: Votes for future features
[Re: boatman]
#467868
09/05/17 00:12
09/05/17 00:12
|
Joined: Aug 2017
Posts: 58
pascalx
Junior Member
|
Junior Member
Joined: Aug 2017
Posts: 58
|
Minor: This setting reads like it can be automated. If two Zorro instances run strategies for the same API, then it could simply auto enable it, otherwise turn it off. Thus the user would not have to worry. http://zorro-trader.com/manual/en/mode.htmNOLOCK Don't synchronize multiple trading Zorro instances. Synchronization prevents simultaneous API access, but freezes all Zorros while a single Zorro waits for a response from the API. Set this flag for speeding up API access when the trading Zorros don't share the same API.
|
|
|
Re: Votes for future features
[Re: GreenBoat]
#468213
09/25/17 12:58
09/25/17 12:58
|
Joined: Feb 2017
Posts: 369
Dalla
Senior Member
|
Senior Member
Joined: Feb 2017
Posts: 369
|
I think it would be nice with a mode flag that would enable brute force optimization, which is useful when data mining. I know it's possible to do this now as well, but it´s VERY easy to make a mistake when you have many parameters to optimize. Already with three parameters you get something like this
int ZPeriods[8] = {20, 50, 75, 100, 150, 200, 250, 500};
var EntryThresholds[5] = {0.75, 1, 1.25, 1.5, 2};
var ExitThresholds[4] = {0.5, 1, 1.5, 2};
int Index = optimize(1, 1, 8*5*4, 1)-1;
int Period = ZPeriods[Index%8];
var EntryThreshold = EntryThresholds[(Index/8)%5];
var ExitThreshold = EntryThreshold*(1 - ExitThresholds[(Index/(8*5))%4]);
|
|
|
Re: Votes for future features
[Re: Dalla]
#468216
09/25/17 18:22
09/25/17 18:22
|
Joined: Mar 2015
Posts: 336 Rogaland
nanotir
Senior Member
|
Senior Member
Joined: Mar 2015
Posts: 336
Rogaland
|
I think it would be nice with a mode flag that would enable brute force optimization, which is useful when data mining. ..... +1 It is good to get more samples for white really check
|
|
|
Re: Votes for future features
[Re: Hredot]
#468242
09/26/17 22:00
09/26/17 22:00
|
Joined: Feb 2017
Posts: 24
sodiumchloride
Newbie
|
Newbie
Joined: Feb 2017
Posts: 24
|
I vote +1 for interactive display charts with zoom option!
The strategies we write are only as good as our understanding of market behavior. Ease of investigation is the foremost driver of success! +++
|
|
|
Re: Votes for future features
[Re: Zheka]
#468297
09/28/17 12:31
09/28/17 12:31
|
Joined: Aug 2017
Posts: 102 Spain
Brax
Member
|
Member
Joined: Aug 2017
Posts: 102
Spain
|
+1 for OptimalF factors for each WFO period...And make the function itself customizable by the user! +++ We should be able to retrieve and apply OptimalF factors on the go with each bar, just as you do with any other indicator. Now you only get the factor of the final bar, you can´t do any kind of OptimalF backtesting.
|
|
|
Re: Votes for future features
[Re: Brax]
#468309
09/28/17 16:14
09/28/17 16:14
|
Joined: Mar 2015
Posts: 336 Rogaland
nanotir
Senior Member
|
Senior Member
Joined: Mar 2015
Posts: 336
Rogaland
|
One suggestion: Maybe the function verify could just be var probability = verify();. Because the dbl file should be the default name of the strategy and the depth and long of the drawndown can be calculate from Equity
Last edited by Nanitek; 09/28/17 16:15.
|
|
|
Re: Votes for future features
[Re: nanotir]
#468446
10/04/17 17:07
10/04/17 17:07
|
Joined: Sep 2017
Posts: 81
TipmyPip
Junior Member
|
Junior Member
Joined: Sep 2017
Posts: 81
|
Suggestion for Multi time frame.
that will enable experts to be programmed with any combination of data feed from two different time frames, or three or even more, and enable multi currency expert trading.
And enable compiling of code for stand alone application which will give even higher performance to work with, like an IDE compiler.
Last edited by TipmyPip; 10/04/17 17:09.
|
|
|
Re: Votes for future features
[Re: hatten]
#468602
10/11/17 15:47
10/11/17 15:47
|
Joined: Aug 2016
Posts: 61
dr_panther
Junior Member
|
Junior Member
Joined: Aug 2016
Posts: 61
|
|
|
|
Re: Votes for future features
[Re: Dalla]
#469101
11/05/17 13:09
11/05/17 13:09
|
Joined: Aug 2017
Posts: 40
johnnyp
Newbie
|
Newbie
Joined: Aug 2017
Posts: 40
|
Error 111: Crash in script: myfunc() If myfunc() is called 100 times per tick from multiple different places, then this error message is totally useless to me. Besides according to the manual various different errors could cause an Error 111. A function in the script crashed due to a wrong operation, such as a division by zero, a wrong array index, or exceeding the stack size by declaring huge local arrays. Can Zorro not be a little more specific as to the cause of the error? Could Zorro not provide a call trace? Just knowing which line of code called the function that crashed would be nice. Knowing the function call hierarchy up to the most recent run() or tick() call would be even better.
|
|
|
Re: Votes for future features
[Re: johnnyp]
#469102
11/05/17 13:54
11/05/17 13:54
|
Joined: Feb 2017
Posts: 369
Dalla
Senior Member
|
Senior Member
Joined: Feb 2017
Posts: 369
|
Check this page: http://zorro-trader.com/manual/en/trouble.htmSpecifically check the pos function, which seems to address your concern. (Also note that pos function is new in the v1.70, currently in beta)
|
|
|
Re: Votes for future features
[Re: johnnyp]
#469107
11/05/17 15:22
11/05/17 15:22
|
Joined: Aug 2017
Posts: 58
pascalx
Junior Member
|
Junior Member
Joined: Aug 2017
Posts: 58
|
Can Zorro not be a little more specific as to the cause of the error?
Could Zorro not provide a call trace? Just knowing which line of code called the function that crashed would be nice. Knowing the function call hierarchy up to the most recent run() or tick() call would be even better. Imo if you want better code and debugging then you should consider DLL strategies. See http://www.zorro-trader.com/manual/en/dlls.htmZorro comes bundled with the DLL API. It's easier to use than Lite-C. For a better c++ API you can clone https://github.com/xezon/zorro-dll (was made for ZorroBeta_1.70.7 as proof of concept). Feedback on above implementation would be much appreciated.
|
|
|
Re: Votes for future features
[Re: easyX]
#469879
12/12/17 12:54
12/12/17 12:54
|
Joined: Nov 2017
Posts: 39 Germany
easyX
Newbie
|
Newbie
Joined: Nov 2017
Posts: 39
Germany
|
better GUI (dropdown, dynamic content, ...) News indicator (historical for backtest + live) from any of the websites providing all kind of FX news. generic optimization rework profile.c - poor performance allow negative values for optimization e.g. range from -10 to 10, step: 2 - at least this gives me an error atm non-linear options for Data slope
Last edited by easyX; 12/14/17 11:55.
|
|
|
Re: Votes for future features
[Re: Yosh]
#470548
01/19/18 21:21
01/19/18 21:21
|
Joined: Jun 2016
Posts: 1 Italy, Bologna
Coso_Antonio
Guest
|
Guest
Joined: Jun 2016
Posts: 1
Italy, Bologna
|
1) Interactive chart window.
2) Python bridge.
3) Artificial assets from a linear combination of real assets, for basket trading or multi-asset arbitrage.
Last edited by Coso_Antonio; 01/19/18 21:25.
|
|
|
Re: Votes for future features
[Re: Hredot]
#470667
01/29/18 12:02
01/29/18 12:02
|
Joined: Aug 2016
Posts: 61
dr_panther
Junior Member
|
Junior Member
Joined: Aug 2016
Posts: 61
|
|
|
|
Re: Votes for future features
[Re: dr_panther]
#470674
01/29/18 22:05
01/29/18 22:05
|
Joined: Dec 2014
Posts: 56
ibne
Junior Member
|
Junior Member
Joined: Dec 2014
Posts: 56
|
|
|
|
Re: Votes for future features
[Re: yosoytrader]
#470980
02/15/18 11:07
02/15/18 11:07
|
Joined: Jul 2016
Posts: 51
hatten
Junior Member
|
Junior Member
Joined: Jul 2016
Posts: 51
|
High on my wish list is a zorro connection for the DeGiro. DeGiro has for the european stock and ETF market better conditions than IB. The main issue with trading the US market is the exchange rate risk which is currently indeed, at least temporarily, chewing up any income you generate with Z9 or other conservative strategies one may run. Therefore the addition of a DeGiro API would be excellent to the tap european market and benefit from the lower costs. THis seems feasible: https://github.com/pladaria/degiro
|
|
|
Re: Votes for future features
[Re: easyX]
#471525
03/07/18 14:53
03/07/18 14:53
|
Joined: Aug 2017
Posts: 1
Tucker
Guest
|
Guest
Joined: Aug 2017
Posts: 1
|
|
|
|
Re: Votes for future features
[Re: mhdus]
#471651
03/12/18 15:31
03/12/18 15:31
|
Joined: Nov 2017
Posts: 39 Germany
easyX
Newbie
|
Newbie
Joined: Nov 2017
Posts: 39
Germany
|
Taking into account the TimeZone for dataParse would be great. So that it would be easy to read CET based history data (including DST).
Also consindering DST before the year 2000 would be nice (1996 there was a change in germany).
An automatic time adjustment of any data history based on NFP news (always at 8:30 EST) would be the very best option. Data with inconsistency could be fixed.
Last edited by easyX; 03/12/18 15:33.
|
|
|
Re: Votes for future features
[Re: easyX]
#471783
03/19/18 18:10
03/19/18 18:10
|
Joined: Dec 2013
Posts: 14
oligodar
Newbie
|
Newbie
Joined: Dec 2013
Posts: 14
|
|
|
|
Re: Votes for future features
[Re: hatten]
#472397
04/25/18 10:26
04/25/18 10:26
|
Joined: Jul 2016
Posts: 51
hatten
Junior Member
|
Junior Member
Joined: Jul 2016
Posts: 51
|
Hi, Interactive chart windows is already long on our Christmas list for Zorro. I would like to draw the op group to the possibility of using the free charting library of tradingview which has an API to use ones "own" (i.e. zorro's) data. https://de.tradingview.com/HTML5-stock-forex-bitcoin-charting-library/Integration with zorro would greatly enhance our trading system developement and mining experience.
|
|
|
Re: Votes for future features
[Re: easyX]
#473478
07/12/18 09:52
07/12/18 09:52
|
Joined: Aug 2017
Posts: 102 Spain
Brax
Member
|
Member
Joined: Aug 2017
Posts: 102
Spain
|
- Some sort of interactive chart window - Being able to download previous versions of Zorro - Specify a different location for History folder in Setup, add a new HistoryFolder variable.
Last edited by brax; 07/12/18 09:53.
|
|
|
Re: Votes for future features
[Re: oligodar]
#473634
07/30/18 13:52
07/30/18 13:52
|
Joined: Jul 2018
Posts: 1
Apfelbaum
Guest
|
Guest
Joined: Jul 2018
Posts: 1
|
|
|
|
Re: Votes for future features
[Re: boatman]
#473756
08/09/18 23:12
08/09/18 23:12
|
Joined: Aug 2018
Posts: 98
OptimusPrime
Junior Member
|
Junior Member
Joined: Aug 2018
Posts: 98
|
Hi Team: Thanks for this wonderful application and your efforts.
1) Could we have an overlay application for generating the basic script template? The user would simply click on a number of checkboxes that fit their intended script and then the overlay app would generate the basic script in Notepad.
Last edited by OptimusPrime; 08/09/18 23:50.
Thanks so much,
OptimusPrime
|
|
|
Re: Votes for future features
[Re: OptimusPrime]
#473759
08/10/18 18:51
08/10/18 18:51
|
Joined: Aug 2018
Posts: 98
OptimusPrime
Junior Member
|
Junior Member
Joined: Aug 2018
Posts: 98
|
Hi Team:
Can we expand the genetic programming capability by expanding the decision tree feature to incorporate operators such a multiplication, division, etc?
There is a trading program I used in the past that uses the RSI, CCI, Max, Min, Modulus, Comparison (><=), Stochastics, Moving Average, OHLC, and a similiar set of features to auto-generate the decision-tree Trading Rules. It creates a population of artificial traders, each with unique computer-generated trading rules for Long, Short, and Exits.and maintains them in an auction system to model real world market participants. Parameters are automatically selected by the genetic algorithm as it creates the tree.
Zorro's DTREE outputs looks just like it, except it is not automatically utilizing indicator sets and mathematical operators. Or, I am not familiar enough with Zorro to see that we can do the same thing here.
My wish is to expand Zorro's current DTREE feature to also incorporate more mathematical operators and a set of indicators (Fisher, MA, Stochastics, CCI, etc..) to create trading decision tree rules.
Last edited by OptimusPrime; 08/10/18 18:55.
Thanks so much,
OptimusPrime
|
|
|
Re: Votes for future features
[Re: OptimusPrime]
#473780
08/14/18 05:18
08/14/18 05:18
|
Joined: Aug 2018
Posts: 98
OptimusPrime
Junior Member
|
Junior Member
Joined: Aug 2018
Posts: 98
|
Hi Team:
For your consideration:
I believe the Manual is using the term "Signal" instead of the more accurate term "Input" in some spots. In both text and code, we refer to an indicator we just created as a "Signal" instead of just calling it an Indicator. At the same time, the manual also refers to the final trade decision as a "Trade Signal". This should be streamlined.
We use signal in both of these two senses in this statement from Workshop 5,
"For generating trade signals, it is normalized and Fisher transformed, and the resulting Signal series is finally compared with an upper and lower Threshold for generating trade signals."
Can we reserve "Signal" for the context of a Trade Signal.. ie. a Buy ,Sell, Exit, or Hold signal ? An indicator crossing a threshold is an event. It is that crossing event that we would call a signal. Ex, it is commonly stated that 'Neural Networks accept inputs in order to output trade signals'.
Likewise, it is easier to say that we feed inputs to adviseLong() or adviseShort() in order to generate a Buy or Sell "Signal".
Here are some restatements of parts of the Manual:
"To create our final indicator, it is normalized and Fisher transformed, and the resulting Indicator series is finally compared with an upper and lower Threshold for generating trade signals."
"In training mode, Zorro learns rules that predict the success of a trade from the Inputs". "Inputs should be normalized roughly to the 100.. -100 range. "
vars Fisher_BandPass_Indicator = series(FisherN(Filtered,500)); // instead of //vars Signal =
Thanks so much,
OptimusPrime
|
|
|
Re: Votes for future features
[Re: TipmyPip]
#474413
10/13/18 08:53
10/13/18 08:53
|
Joined: Sep 2017
Posts: 81
TipmyPip
Junior Member
|
Junior Member
Joined: Sep 2017
Posts: 81
|
Enable Zorro Trader to Compile Stand alone strategy executables with Visual Studio.
Last edited by TipmyPip; 10/13/18 08:55.
|
|
|
Re: Votes for future features
[Re: CAB]
#474467
10/17/18 16:08
10/17/18 16:08
|
Joined: Feb 2017
Posts: 1,725 Chicago
AndrewAMD
Serious User
|
Serious User
Joined: Feb 2017
Posts: 1,725
Chicago
|
Hi,
my suggestions is Zorro with real time chart.. This feature is available in the beta.
|
|
|
Re: Votes for future features
[Re: AndrewAMD]
#474484
10/19/18 03:43
10/19/18 03:43
|
Joined: Oct 2018
Posts: 27
Mio
Newbie
|
Newbie
Joined: Oct 2018
Posts: 27
|
Native support for bitMEX crypto futures exchange
Last edited by Mio; 10/19/18 03:43.
|
|
|
Re: Votes for future features
[Re: AndrewAMD]
#474867
11/10/18 01:59
11/10/18 01:59
|
Joined: Oct 2018
Posts: 27
Mio
Newbie
|
Newbie
Joined: Oct 2018
Posts: 27
|
I have 2 ideas.
1. We need a bug report system like github. Because it's inefficient with mail. 2. We need a public market to buy or sell strategy with members. And provide reliable backtrace and walkforward report.
Last edited by Mio; 11/10/18 02:00.
|
|
|
Re: Votes for future features
[Re: Mio]
#475732
01/05/19 16:37
01/05/19 16:37
|
Joined: Aug 2017
Posts: 102 Spain
Brax
Member
|
Member
Joined: Aug 2017
Posts: 102
Spain
|
I have 2 ideas.
1. We need a bug report system like github. Because it's inefficient with mail. 2. We need a public market to buy or sell strategy with members. And provide reliable backtrace and walkforward report.
+1 to both ideas, especially to bug report system like github. Ideally it would be awesome for Zorro to be open sourced, maybe not entirely but it definitely would be a deal-breaker and would expand Zorro market share a lot. +1 to Python bridge too.
|
|
|
Re: Votes for future features
[Re: Dalla]
#476376
02/21/19 15:10
02/21/19 15:10
|
Joined: Aug 2018
Posts: 98
OptimusPrime
Junior Member
|
Junior Member
Joined: Aug 2018
Posts: 98
|
*** Variant of the Switch Case *** Optimizing Order of Logic
Please add a feature to enclose lines or segments of code in "cases" such that Zorro tries re-ordering the designated lines of code during optimization and then tells me the optimal arrangement.
By manually re-arranging my logic, I can sometimes improve results. It would be nice if I could tag specific areas of code and ask Zorro to optimize the order of the logic for me.
Last edited by OptimusPrime; 02/21/19 15:11.
Thanks so much,
OptimusPrime
|
|
|
Re: Votes for future features
[Re: Smon]
#476626
03/16/19 11:01
03/16/19 11:01
|
Joined: Apr 2017
Posts: 106
3dgamelight
Member
|
Member
Joined: Apr 2017
Posts: 106
|
+1. But it could be a expensive feature. Also +1 to "Stopping and resuming sessions without interrupting trade statistics"
Last edited by 3dgamelight; 03/16/19 11:13.
|
|
|
Re: Votes for future features
[Re: Smon]
#476627
03/16/19 12:26
03/16/19 12:26
|
Joined: Oct 2018
Posts: 93
7th_zorro
Junior Member
|
Junior Member
Joined: Oct 2018
Posts: 93
|
I think two version may be ok. 32bit and 64bit each. Because 64bit zorro can not load 32bit dll(broker, strategy aleady developed).
Last edited by 7th_zorro; 03/16/19 12:36.
|
|
|
Re: Votes for future features
[Re: jcl]
#476643
03/18/19 12:56
03/18/19 12:56
|
Joined: Feb 2017
Posts: 1,725 Chicago
AndrewAMD
Serious User
|
Serious User
Joined: Feb 2017
Posts: 1,725
Chicago
|
A special 64 bit version for backtests is possible, but would then not support lite-C. lite-C is strictly 32 bit. You would need VC++ for scripts. If that is acceptable, I can put it on the list. I would definitely use this feature! And I would gladly recompile my plugins in 64-bit.
|
|
|
Re: Votes for future features
[Re: AndrewAMD]
#476644
03/18/19 18:19
03/18/19 18:19
|
Joined: Oct 2018
Posts: 90 Germanien
ags
Junior Member
|
Junior Member
Joined: Oct 2018
Posts: 90
Germanien
|
Hi jcl,
what about a vertical zoom possibility for the Chart Viewer? For long x axis with major value variations in the y axis, the chart becomes flat when you zoom in.
Or do i missed a command to zoom vertically ?
Edit 20.03. I just had a prblem while plotting from the script with: if(!Train) plotGraph("A1",1,ZL[1]*1.02,DOT+MAIN,RED); Without this code all graphs are zoomed in the y axis perfectly. So forget my proposal...
Last edited by ags; 03/20/19 10:14. Reason: Trouble recognized.
|
|
|
Re: Votes for future features
[Re: jcl]
#476672
03/21/19 16:28
03/21/19 16:28
|
Joined: Dec 2014
Posts: 206 Germany
Smon
Member
|
Member
Joined: Dec 2014
Posts: 206
Germany
|
Well, that would put a lot of pressure on me to finally put all the pieces I developed over the last 2 years together and send my first strategy live... Zorro is awesome, I just hesitated to buy/rent the Zorro-S license because it has become very expensive over time. Too expensive if it's not already earning money. Just for you to consider, if it was cheaper, you would have turned me into a paying customer two years ago...!
Maybe a Zorro-S educational license without the ability to trade live...? I'd love to pay 10 EUR/month for this.
Last edited by sdh309795gaas; 03/22/19 05:12.
|
|
|
Re: Votes for future features
[Re: Smon]
#476676
03/22/19 00:57
03/22/19 00:57
|
Joined: Oct 2018
Posts: 93
7th_zorro
Junior Member
|
Junior Member
Joined: Oct 2018
Posts: 93
|
I can accept there is some limitation number of assets during backtest. But in live trading, no reason to do so.
Last edited by 7th_zorro; 03/22/19 00:57.
|
|
|
Re: Votes for future features
[Re: Smon]
#476781
03/31/19 20:41
03/31/19 20:41
|
Joined: Oct 2016
Posts: 2
tovim0712
Guest
|
Guest
Joined: Oct 2016
Posts: 2
|
|
|
|
Re: Votes for future features
[Re: boatman]
#477833
08/02/19 04:35
08/02/19 04:35
|
Joined: Oct 2018
Posts: 93
7th_zorro
Junior Member
|
Junior Member
Joined: Oct 2018
Posts: 93
|
1. Drag and Drop support. When .c zorro script file dropped to zorro, Script combo box changed to appropriate folder and selected to dropped file.
2. Strategy folder selected from ini file. When zorro excuted, initial strategy folder is selected from zorro.ini file. Or like notepad++ workspace docking pane, folder navigation support.
Last edited by 7th_zorro; 08/02/19 04:41.
|
|
|
Re: Votes for future features
[Re: kankan]
#477862
08/06/19 09:57
08/06/19 09:57
|
Joined: Aug 2019
Posts: 2 Johannesburg
Sabre
Guest
|
Guest
Joined: Aug 2019
Posts: 2
Johannesburg
|
Just adding my vote for the 64-bit C++ version If this were implemented, would we then be able to use 64bit Python with Tensorflow?
|
|
|
|