Can anyone clarify if marketVol() can only be used with zorro S? The manual does mention something along those lines but it is a bit vague.
I have tried using it in backtests and also on live FXCM data with no success.
Thanks

I don't have Zorro S but according to the manual its available. But possibly only through the API (I assume this refers to [TRADE] mode only).
It should also be available in [TEST] mode on Zorro S or else it wouldn't make sense.
Have you checked you have t6 files for the instrument/s your looking at? Also, I believe to be utilising t6 files you need to use a non-tick timeperiod; ie M1 and above (maybe multi-tick bars that are sub-minute in length may be ok too but you'd have to make those yourself; either way JCL should clear that up soon enough).

Cheers,
BobbyT

According to my list, in Test mode is it available in the free version if it's contained in the historical data, but in Trade mode in Zorro S only.

I used the data files supplied on download page and I made sure that they contained volume using the free z-editor. I couldnt get any data using marketVol() in the Test mode. As far as I am concerned it doesnt work in Test mode and I spent a good amount of time trying to get it to work. I had to create a new asset and put the volume data within the price values in order to retrive them.
Too bad that marketVol() is available in trade mode in Zorro S only. I really wanted to test my strategy on a demo account. It would have made it an easier decision to invest in Zorro S, but now I have to look into alternate platforms.

I have to correct myself - marketVol and marketVal are indeed limited to Zorro S, even in test mode. The manual was right.

You could overcome this with a trick, but it is probably not worth the hassle.

Ok thanks.
The trick I used is just transferring the values to price columns and registering another asset but unfortunately I cannot use the same trick in Trade mode.

Hi jcl, Any chance you could make marketVol() available in test mode for non-S users without tricks?

cheers!

Not yet, but maybe in a future version.