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#463655 - 12/20/16 00:50 Re: Votes for future features ***** [Re: CaptainChezza]
cosmor Offline
Guest

Registered: 12/19/16
Posts: 1
Loc: 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.

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#463752 - 12/24/16 05:42 Re: Votes for future features [Re: cosmor]
mayark Offline
Newbie

Registered: 10/18/16
Posts: 13
Loc: NSW
The time stamp in message log should include the seconds of each bar creation, which currently shows only the hour and the minute.. Me thinks laugh.

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#463755 - 12/24/16 10:20 Re: Votes for future features [Re: boatman]
sdh309795gaas Offline
Junior Member

Registered: 12/07/14
Posts: 76
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.


Edited by sdh309795gaas (12/24/16 10:22)

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#463756 - 12/24/16 10:40 Re: Votes for future features [Re: yosoytrader]
sdh309795gaas Offline
Junior Member

Registered: 12/07/14
Posts: 76
Support for economic indicators / news releases (For example Forexfactory calendar).

Relying 100% on technicals is like you are driving a car by only looking in the rear mirror!

http://topshelftraders.com/articles.php?id=335

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#464733 - 03/07/17 14:19 Re: Votes for future features [Re: boatman]
mig Offline
Newbie

Registered: 11/11/16
Posts: 9
Loc: Frankfurt
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

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#464734 - 03/07/17 14:45 Re: Votes for future features [Re: mig]
smn Online
Newbie

Registered: 01/19/17
Posts: 11
Fully agree! That would indeed be great to have.

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#465130 - 04/04/17 00:23 Re: Votes for future features [Re: smn]
DeusExMachina Offline
Newbie

Registered: 04/03/17
Posts: 5
As a cTrader User, I would love to see native cTrader (a.k.a. FIX) support.
Spowtware seems to have started something about a year ago: https://github.com/spotware/connect-zorro-plugin

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#465134 - 04/04/17 11:50 Re: Votes for future features [Re: mig]
boatman Offline
Senior Member

Registered: 04/23/14
Posts: 478
Loc: Sydney, Australia
Originally Posted By: mig
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!
_________________________
www.robotwealth.com

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#465434 - 04/27/17 14:17 Re: Votes for future features [Re: boatman]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 25548
Loc: Frankfurt
Live volume was implemented some time ago, and historical volume theoretically also, but the latter does not work yet for all assets.

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#465469 - 04/29/17 16:12 Re: Votes for future features [Re: jcl]
sdh309795gaas Offline
Junior Member

Registered: 12/07/14
Posts: 76
A dynamic plotting function. In MT4, I can zoom and move graphs in backtests, I can see Entries, Exits, StopLosses and most importantly: Plot the indicators that generate a trading signal next to the simulated trades. This would help me while debugging.

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