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Re: One Night Stand System [Re: RTG] #455848
11/01/15 03:18
11/01/15 03:18
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Posts: 568
Fuerth, DE
Because of your tipp I also compared backtest log and live log and found similar results.

From the backtest log:
Code:
[204: Fri 16.10.15 00:00]  -117 +0 1/3
(USD/CHF::S) Short 2@0.9476 Entry stop
(USD/JPY::S) Short 0@118.06 Entry stop
(EUR/USD::L) Long 10@1.1496 Entry stop
(USD/CAD::S) Short 0@1.2831 Entry stop
Read OneNightStand_4.par

[205: Mon 19.10.15 00:00]  -117 +0 1/3
(USD/CHF::S) Missed entry 0.9476 at exit command
(USD/JPY::S) Missed entry 118.06 at exit command
(EUR/USD::L) Missed entry 1.1496 at exit command
(USD/CAD::S) Missed entry 1.2831 at exit command
[206: Tue 20.10.15 00:00]  -117 +0 1/3
[207: Wed 21.10.15 00:00]  -117 +0 1/3
[208: Thu 22.10.15 00:00]  -117 +0 1/3
[209: Fri 23.10.15 00:00]  -117 +0 1/3
(USD/CHF::S) Short 2@0.9476 Entry stop
(GBP/USD::L) Long 0@1.5519 Entry stop

[210: Mon 26.10.15 00:00]  -117 +0 1/3
(USD/CHF::S) Missed entry 0.9476 at exit command
(GBP/USD::L) Missed entry 1.5519 at exit command
[211: Tue 27.10.15 00:00]  -117 +0 1/3
[212: Wed 28.10.15 00:00]  -117 +0 1/3
[213: Thu 29.10.15 00:00]  -117 +0 1/3
[214: Fri 30.10.15 00:00]  -117 +0 1/3



From live log:
Code:
[194: Fri 16.10.15 00:00]  1.14672
Weekend at 16.10. 20:00...........
Weekend ends at 18.10. 23:00
[195: Mon 19.10.15 00:00]  1.13671
[196: Tue 20.10.15 00:00]  1.13581
[197: Wed 21.10.15 00:00]  1.13289
[198: Thu 22.10.15 00:00]  1.13542
[199: Fri 23.10.15 00:00]  1.13463
Weekend at 23.10. 20:00...........
Weekend ends at 25.10. 23:00
[200: Mon 26.10.15 00:00]  1.10826
Read OneNightStand.fac
Read OneNightStand.par
[201: Tue 27.10.15 00:00]  1.10190
[202: Wed 28.10.15 00:00]  1.10583
[203: Thu 29.10.15 00:00]  1.10334
[204: Fri 30.10.15 00:00]  1.09242
Weekend at 30.10. 20:00...........



Strange. Does anyone have an idea? laugh

I thought first it might have been caused by the missing +LOGFILE in my live trading instance but the manual states that this flag is always set in Trade mode.

Re: One Night Stand System [Re: Sphin] #455854
11/01/15 12:09
11/01/15 12:09
Joined: Feb 2014
Posts: 181
R
RTG Offline OP
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RTG  Offline OP
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Joined: Feb 2014
Posts: 181
What do you make of Boatman's observation that it doesn't look like zorro is receiving price information from the broker during live trading?

Re: One Night Stand System [Re: RTG] #455856
11/01/15 12:38
11/01/15 12:38
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Joined: Dec 2013
Posts: 568
Fuerth, DE
Regarding my live log it seems that Zorro is receiving price information during live trading, I don't know what else should be printed behind the date:

[204: Fri 30.10.15 00:00] 1.09242 <- I tink this is a price information

But the main aspect is surely that beside this Zorro instance there is another one live trading a Z7 on the same VPS and this is working as expected, so I cannot think of one instance is receiving price information while the other one does not. Both are connected to the same FXCM demo account via API.

Re: One Night Stand System [Re: Sphin] #455877
11/02/15 10:58
11/02/15 10:58
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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Joined: Jul 2000
Posts: 27,977
Frankfurt
You can see if Zorro receives price information in the log and also in the server window. A little asterisk there indicates that a price quote was received for the currently selected asset.

Re: One Night Stand System [Re: jcl] #455902
11/02/15 18:27
11/02/15 18:27
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Joined: Dec 2013
Posts: 568
Fuerth, DE
There is really an asterik blinking in the server field - then I don't know why Zorro does not like to trade the system ...

Re: One Night Stand System [Re: Sphin] #455918
11/03/15 01:13
11/03/15 01:13
Joined: Feb 2014
Posts: 181
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My only other thought is that some kind of look ahead bias is making trades impossible.

Re: One Night Stand System [Re: RTG] #455925
11/03/15 10:29
11/03/15 10:29
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Joined: Dec 2013
Posts: 568
Fuerth, DE
I guess it has something to do with my calculation of margin. In live trading I set capital to '1.000' and those trades as in backtest log are senseless anyway:

(USD/CAD::S) Short 0@1.2831 Entry stop

Does it really try to open a trade with 0 lots? laugh

Do you trade it with a capital of 50.000?

Re: One Night Stand System [Re: Sphin] #455946
11/03/15 23:24
11/03/15 23:24
Joined: Feb 2014
Posts: 181
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The demo account with FXCM is $50k AUD.

Re: One Night Stand System [Re: RTG] #455953
11/04/15 10:16
11/04/15 10:16
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Okay, but I meant what do you use as 'Capital' within the strategy e.g.:
Code:
Capital = 50000;

(Zorro does not care about how much money you have in your account)

Quote:
My only other thought is that some kind of look ahead bias is making trades impossible.

Do you mean peeking into the future? Sure in general, but where in this simple code should this happen?

Re: One Night Stand System [Re: Sphin] #456023
11/06/15 02:17
11/06/15 02:17
Joined: Feb 2014
Posts: 181
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RTG Offline OP
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Posts: 181
An update.

It setup trades today. See attached screenshot.

Attached Files ONS Sphin 5-11-2015.jpg
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