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Zorro 1.40 #456452
11/23/15 15:53
11/23/15 15:53
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
A new Zorro version was released:

http://server.conitec.net/down/Zorro_setup.exe

A description of the new features can be found here:

http://manual.zorro-trader.com/new.htm

This is the 1.40 release with new Z systems and installer. It will be here for a beta test and then move to the download page if no bug is found. Subscribers will receive the new Z and plugin versions after the offical release.

Re: Zorro 1.40 [Re: jcl] #456476
11/24/15 10:40
11/24/15 10:40
Joined: Apr 2014
Posts: 482
Sydney, Australia
B
boatman Offline
Senior Member
boatman  Offline
Senior Member
B

Joined: Apr 2014
Posts: 482
Sydney, Australia
That's a lot of new features! Looking forward to taking this for a test drive. Thanks for another update jcl and team.

Re: Zorro 1.40 [Re: boatman] #456526
11/27/15 09:39
11/27/15 09:39
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
I don't know if this is 1.40 related but I got an error 072 twice this morning that is stated as a timeout in the manual but sounds different in the log:
Code:
(CHF/JPY::S) Short 2@119.55 Entry stop
(EUR/JPY::S) Short 10@129.89 Entry stop
[...]
(CHF/JPY::S) Entry stop 119.55 hit at 08:04
!Error 072 - Can't execute 
!Description=19915;DAS 19915: ZDas Exception
 ORA-20173: Quantity fraction size violated: 1000
 
(CHF/JPY::S) 08:04 Can't open 2@119.55
(EUR/JPY::S) Entry stop 129.89 hit at 08:28
!Error 072 - Can't execute 
!Description=19915;DAS 19915: ZDas Exception
 ORA-20173: Quantity fraction size violated: 1000
 
(EUR/JPY::S) 08:27 Can't open 10@129.89


What have I done if I did something wrong?

Last edited by Sphin; 11/27/15 09:44.
Re: Zorro 1.40 [Re: Sphin] #456527
11/27/15 09:53
11/27/15 09:53
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
I would interpret this message as a wrong lot size in the asset list - check if you entered it correctly.

Re: Zorro 1.40 [Re: jcl] #456550
11/28/15 01:44
11/28/15 01:44
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
I myself didn't enter or change anything in the asset list of the Zorro instance on the VPS, there are only 1.40 defaults. I think while trading Zorro uses the Assets.csv and this file was written new 2 days ago when the strategy was started. Here is its extract with the assets in question (as an image because I couldn't find ubb code that preserves the text formatting):


(the flag row of course is not included in the Assets.csv)


I can't see a difference between LotAmounts there.

Re: Zorro 1.40 [Re: Sphin] #456553
11/28/15 11:50
11/28/15 11:50
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Ok, then the problem is clear. There is no "CHF/JPY" in the 1.40 defaults. But I think it's in the extended list for currencies - otherwise, enter it. All used assets must be in your asset list, or else you can not trade them. All details about assets are in the manual under "Asset List".

Tip: Always [Test] a script before trading it live, and look into the log. It displays all such errors and prevents bad surprises on live trading.

Re: Zorro 1.40 [Re: jcl] #456555
11/28/15 12:51
11/28/15 12:51
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Quote:
All assets that you want to trade must be in the asset list.

What asset list do you mean? The image shows an extract of my Assets.csv (without the flag colum) that I thought to be the asset list used in live trading and that contains CHF/JPY as well as EUR/JPY. Or do you mean all assets I want to trade must be also in the AssetsFix.csv? The manual says:

Quote:
If no particular asset list is given in a script, AssetsFix.csv is used in training and testing. The asset list has normally no effect on live trading, as asset parameters are then not read from the list, but loaded from the broker API in real time.

If AssetsFix.csv is used only for training and testing and has no effect on live trading, how it can cause an error there?

Last edited by Sphin; 11/28/15 18:00.
Re: Zorro 1.40 [Re: Sphin] #456572
11/29/15 10:40
11/29/15 10:40
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Ah, this remark might be confusing. The AssetsFix parameters have indeed no effect on live trading, since the parameters are loaded from the broker when available. But you must still have all traded assets in AssetsFix or whatever asset list you specified in your script, just as described in the manual. If Zorro does not know your asset, it can not trade it. Or at least I suppose so. I have not yet tried trading missing assets.

Aside from the entry in the asset list you should also have price histories of those assets, or else you can not test them.

Re: Zorro 1.40 [Re: jcl] #456574
11/29/15 12:23
11/29/15 12:23
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
This information is so important, since I guess not only me but also some other users have dedicated Zorro installations for each purpose, one on a local system for training and testing and one on a VPS or similar for trading. For sure the local installations mostly have all the features you described above but I think often the lastly executing bots do not. So I e.g. neglected completely downloading history files and maintaining the AssetsFix file on the trading system because I thought they are not relevant for live trading. At least the latter assumption was a mistake.

Re: Zorro 1.40 [Re: Sphin] #456576
11/29/15 15:43
11/29/15 15:43
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Well, for the histories it is in fact sufficient when you have them on your test system, unless you need them on the VPS for the PRELOAD flag. But with this only exception, the test and the trade system should be 100% identical in ALL files. Maybe it does not matter for some files, but better do not try it out unless you are very sure.

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