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Re: Votes for future features [Re: nanotir] #458322
03/04/16 09:47
03/04/16 09:47
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Thanks for the suggestions! All are noted.

Re: Votes for future features [Re: jcl] #458449
03/10/16 16:21
03/10/16 16:21
Joined: Mar 2015
Posts: 25
J
jmb Offline
Newbie
jmb  Offline
Newbie
J

Joined: Mar 2015
Posts: 25
I'd like to suggest a script wizard. I mentioned this under the Z Systems forum header earlier.

I suggest this for the following reasons:

1 - It's very important for the future of Zorro as a whole to attract new users.

2 - The majority of them will not be programmers, but will have many good ideas.

Therefore 2 feeds back into 1, with one proviso; new users of mixed programming ability can get started quickly with their ideas in Zorro.

Further, I'd like to suggest that you might consider asking Radoslav, the creator of fxDreema for MetaTrader, if he'd like to develop or migrate a tool? He's based in Bulgaria. My experience of this product has been very positive.

New users are your life-blood, and making access to Zorro easy with a wizard, amongst others, is a vital ingredient.

Thanks for an excellent product, which I hope continues to grow and improve.

Re: Votes for future features [Re: jmb] #458452
03/10/16 16:41
03/10/16 16:41
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I'm a bit sceptical about script wizards, but I've contacted Radoslav. If he wants to do a Zorro version of fxDreema, we'll certainly support that.

Re: Votes for future features [Re: jcl] #458456
03/10/16 19:06
03/10/16 19:06
Joined: Jan 2016
Posts: 122
V
Veratyr Offline
Member
Veratyr  Offline
Member
V

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: Veratyr] #459444
05/20/16 08:51
05/20/16 08:51
Joined: May 2016
Posts: 180
Prague
pcz Offline
Member
pcz  Offline
Member

Joined: May 2016
Posts: 180
Prague
My priority vote:

1. FIX API - because there's no other way to go for many professional traders.
2. Dukascopy connectivity - because of their tick data history. I tried many different data sources and Dukascopy is one of the better ones.
3. Real (variable) spread simulation - for me it's very important as we make thousands of trades per week, each with very small edge. Thus we need to test on our broker's data and with absolute precision. Sometimes the trades tend to cluster during certain hours when the spread is bigger and this alone can make all the difference between profitable and unprofitable system.

But maybe the variable spread simulation is possible even now with your own data source? I imagine you could create one asset from ask prices, one artificial asset from bid prices and subtract them during backtest to get the real spread. Is it the way to go?

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
B
boatman Offline OP
Senior Member
boatman  Offline OP
Senior Member
B

Joined: Apr 2014
Posts: 482
Sydney, Australia
+1 for FIX API

pcz, you can hack a variable spread by doing something like:
Code:
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 Offline
Member
pcz  Offline
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 laugh )

Cheers!

Re: Votes for future features [Re: pcz] #459624
05/29/16 06:57
05/29/16 06:57
Joined: Dec 2014
Posts: 204
Germany
Smon Offline
Member
Smon  Offline
Member

Joined: Dec 2014
Posts: 204
Germany
Support and resistance indicator. It can be done, I'm using a commercial S&R indicator for Metatrader when I'm trading manually, and it totally rocks: http://www.pointzero-trading.com/Products/view/PZSupportResistance
The asirikuy guy spent some time on it and developed some ideas in 2011 as well:
http://mechanicalforex.com/2011/06/intro...sistance-o.html

I think this would be an extremely valuable extension in zorro, because S&R / price action is what the big market movers like banks and funds trade. It's extremely reliable compared to technical indicators.

Re: Votes for future features [Re: Smon] #459671
05/30/16 14:48
05/30/16 14:48
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
I do not know a reliable S&R algorithm, and am not even 100% sure that such a thing as S&R exists at all. But there are lots of different ways to define S&R indicators. So if you can describe a method that works, just let me know - I'm certainly interested. The blog post by Daniel in 2011 did not lead to a profitable system.

Re: Votes for future features [Re: jcl] #459673
05/30/16 15:19
05/30/16 15:19
Joined: Apr 2016
Posts: 5
W
wingt Offline
Newbie
wingt  Offline
Newbie
W

Joined: Apr 2016
Posts: 5
Hi!
Could you provide an ability to change plot's color depending on its value (like Tradestation does)?
It would be very helpful, e.g. for Swamicharts drawing.

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