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Re: Votes for future features [Re: boatman] #463363
11/30/16 05:07
11/30/16 05:07
Joined: Nov 2016
Posts: 103
NSW
V
vinsom Offline
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V

Joined: Nov 2016
Posts: 103
NSW
As a new feature I would like to see a WFO for factors too.
At the moment there is only for parameters.

Thanks
Vincenzo

Re: Votes for future features [Re: vinsom] #463406
12/02/16 11:05
12/02/16 11:05
Joined: May 2016
Posts: 180
Prague
pcz Offline
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Prague
Would it be possible to increase the precision of price representation in trade spreadsheets? It would be much easier to find potential bugs. I've checked the new beta and it's still only 4 decimal places for lets say EUR/USD.

Re: Votes for future features [Re: pcz] #463410
12/02/16 14:56
12/02/16 14:56
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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Joined: Jul 2000
Posts: 27,977
Frankfurt
Ok, 5 digits should be easy to implement.

Re: Votes for future features [Re: Veratyr] #463539
12/11/16 15:12
12/11/16 15:12
Joined: Jan 2016
Posts: 12
New South Wales
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CaptainChezza Offline
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CaptainChezza  Offline
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Joined: Jan 2016
Posts: 12
New South Wales
Hey Veratyr,
Did you read this?
http://www.spotware.com/about/news-updat...der-account/789

I read that and got excited, then posted the question here:
http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Main=55832&Number=463538#Post463538

I'd be really interested to see what you have coded up.

Re: Votes for future features [Re: CaptainChezza] #463556
12/12/16 17:03
12/12/16 17:03
Joined: Nov 2016
Posts: 7
CA - California
M
Mucko Offline
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CA - California
JCL:

I would strongly suggest adding the ability to live populate a grid/excel type sheet with historical and live data for portfolio testing. TS has this ability in RadarScreen and MultiCharts does as well.

As soon as you have a portfolio of symbols trading it becomes very important to know certain info in real time. All are easy to program but are not easy to view in real time without real time grid output of some sort. Outputting to CSV is ok to some degree but with that method you cannot view live data and trading action to debug/improve the strategy which is designed to run over multiple symbols at the same time.

This also helps with more complicated strategies (multiple methods of entry/exit/stop) on a single symbol to see live which entry/exit/stop is being used and other stats about each entry/exit/stop in real time.

The following is only an example of a few datapoints that become very important in development and actual live trading:

1. Position status of each symbol, entry price, target, stop
2. Current profit/loss in real time for each symbol for open trades
3. Profit/Loss for the day for each symbol
4. Number of trades each symbol has done in last x hours, x days, x weeks
5. Percentage win for each symbol for the last x trades
6. Sharpe ratio for each symbol
7, 8, 9 ... Other risk metrics etc.

Re: Votes for future features [Re: Mucko] #463558
12/12/16 23:45
12/12/16 23:45
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Posts: 568
Fuerth, DE
Did you read the section about Strategy Control Panels? Isn't this what you are looking for?

Re: Votes for future features [Re: Sphin] #463566
12/13/16 19:06
12/13/16 19:06
Joined: Nov 2016
Posts: 7
CA - California
M
Mucko Offline
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Mucko  Offline
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CA - California
I saw that - that appears to be a static panel derived from a .csv file with some additional control aspects. It appears to be only for static data (unless I am mistaken).

I am talking about the ability to push live data (last price, entry price, exit price, trail stop etc.) to a panel so one can easily view the data in real time.

Additionally populating historical data for each symbol/system which is live trading and/or currently turned off based upon rules.

As soon as strategies become more complex and run on multiple symbols or a large portfolio of symbols, creating switching rules, debugging and specific improvements become more difficult without seeing live data as the strategy calculates in real time. Odd things can occur which are undetectable in backtesting/optimizing against a portfolio but are clearly evident when watching in real time.

Perhaps adding the ability in Zorro to use a DDE link/server to export into excel would probably do the trick.

Last edited by Mucko; 12/13/16 19:15.
Re: Votes for future features [Re: Mucko] #463568
12/13/16 22:20
12/13/16 22:20
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Posts: 568
Fuerth, DE
Quote:
I am talking about the ability to push live data (last price, entry price, exit price, trail stop etc.) to a panel so one can easily view the data in real time.


From the manual:
Quote:
panelSet (int row, int col, string text, int color, int style, int type)
Set properties or update content of an individual cell.

With this command you can update the content of any cell of the panel with any live data at any time you like while the command 'panel' initiates a panel optional with loading its initial structure from a .csv.
I guess the question is more how useful is watching the 'live parameters' with your eyes instead of let them watch by a machine. A quick & dirty solution (I use them often, indeed) might be to save the parameters of your interest to a text file by Zorro (each minute or each intervall you like), set a DSN to it and use the DSN in Excel as the data source.

Re: Votes for future features [Re: Sphin] #463569
12/13/16 23:59
12/13/16 23:59
Joined: Nov 2016
Posts: 7
CA - California
M
Mucko Offline
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Mucko  Offline
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Joined: Nov 2016
Posts: 7
CA - California
Thanks - will give it a shot.

Re: Votes for future features [Re: boatman] #463577
12/14/16 11:10
12/14/16 11:10
Joined: Jan 2016
Posts: 12
New South Wales
C
CaptainChezza Offline
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CaptainChezza  Offline
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Joined: Jan 2016
Posts: 12
New South Wales
Originally Posted By: boatman
+1 for FIX API


Curious, how does zorro connect to brokers at the moment, if not through the MT4 bridge? I thought zorro connected already via fix api?

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