New Zorro version 1.74

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Re: New Zorro version 1.74 [Re: Dalla] #470109 12/24/17 12:17 12/24/17 12:17
Joined: Mar 2015 Posts: 336 Rogaland N nanotir Senior Member
nanotir Senior Member N Joined: Mar 2015 Posts: 336 Rogaland	Clicking on the version 1.741 does not run the installation on the aws windows 12 version as it does the 1.74 Same error with z9 using another Ec2 from amazon. history.csv file is empty Quote: Error 055: XLV 2010 (XLV_2010.t6) history missing Error 055: XLV 2011 (XLV_2011.t6) history missing Error 055: XLV 2012 (XLV_2012.t6) history missing Error 055: XLV 2013 (XLV_2013.t6) history missing Error 055: XLV 2014 (XLV_2014.t6) history missing Error 055: XLV 2015 (XLV_2015.t6) history missing Error 055: XLV 2016 (XLV_2016.t6) history missing Error 055: XLV 2017 (XLV_2017.t6) history missing Error 055: no XLV 2000..2017 prices No bars generated Chart...Error 047: No bars to plot! Time 00:08:37 Last edited by Nanitek; 12/26/17 09:20.

Re: New Zorro version 1.74 [Re: nanotir] #470117 12/25/17 19:04 12/25/17 19:04
Joined: May 2015 Posts: 390 Czech Republic G Grat Senior Member
Grat Senior Member G Joined: May 2015 Posts: 390 Czech Republic	Version: 1.74 S After stop trading, I'm trying close order - no close because market is not opened. But after start again, no reading the open order. For zorro no exist any opened order. If I stop trading, check "NO close open orders" working normal. Milan

Re: New Zorro version 1.74 [Re: Grat] #470127 12/27/17 22:55 12/27/17 22:55
Joined: Dec 2017 Posts: 129 Halifax, NS K kujo Member
kujo Member K Joined: Dec 2017 Posts: 129 Halifax, NS	Hi, I wonder if it's normal to receive this message for both Z8 and Z9 strategies when starting IB paper trading for the first time (no positions yet, market hours): Quote: Calculating portfolio.. Determining weights.. --------------------------------- --------------------------------- Portfolio not changed Next Rebalancing: Friday, February 02 2018 I also tried the previous versions of Z8 and Z9. They suggested to buy shares immediately after the first run. I expected the same behavior for the updated systems, at least for Z8. Last edited by kujo; 12/28/17 01:35.

Re: New Zorro version 1.74 [Re: kujo] #470137 12/28/17 11:36 12/28/17 11:36
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl OP Chief Engineer
jcl OP Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	Some answers: Open orders are not read: That's correct, trades are only resumed when you answer "No" on the question if you want to close all trades. Otherwise they are not resumed, even if closing them caused an error. I admit that it would be better when they were resumed in that case. This can be changed in a future version. No positions opened: Maybe your portfolio had all zero positions? Otherwise I would not know a reason why positions are not opened.

Re: New Zorro version 1.74 [Re: jcl] #470141 12/28/17 12:55 12/28/17 12:55
Joined: Dec 2017 Posts: 129 Halifax, NS K kujo Member
kujo Member K Joined: Dec 2017 Posts: 129 Halifax, NS	Originally Posted By: jcl No positions opened: Maybe your portfolio had all zero positions? Otherwise I would not know a reason why positions are not opened. Could you please clarify what you mean by zero positions? I didn't paper trade Z8 and Z9 before. No open positions in paper trading account. Asset List is default. I started paper trade Z8 (and Z9) from the scratch and received the message that Portfolio not changed. So, no shares are bought during initial run. Last edited by kujo; 12/28/17 12:56.

Re: New Zorro version 1.74 [Re: kujo] #470149 12/29/17 08:49 12/29/17 08:49
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl OP Chief Engineer
jcl OP Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	The default asset list generates a normal portfolio with Z8 and Z9. Zero can only happen when all assets tank. But I have been informed by support that there might be a bug in Z8/9, maybe that was the reason. They are currently checking it.

Re: New Zorro version 1.74 [Re: jcl] #470156 12/29/17 15:59 12/29/17 15:59
Joined: Sep 2017 Posts: 235 H Hredot Member
Hredot Member H Joined: Sep 2017 Posts: 235	@kujo In the meantime, if you REALLY need to start the system asap, consider editing history files by shortening them in the past, such that a backtest generates an update on the current date which you then can extract from the log file.

Re: New Zorro version 1.74 [Re: Hredot] #470158 12/29/17 16:06 12/29/17 16:06
Joined: Dec 2017 Posts: 129 Halifax, NS K kujo Member
kujo Member K Joined: Dec 2017 Posts: 129 Halifax, NS	Oh, I see what you mean, interesting workaround. However, no rush, I'll wait for a reply from support. Thanks!

Re: New Zorro version 1.74 [Re: kujo] #470176 01/01/18 11:42 01/01/18 11:42
Joined: Dec 2013 Posts: 568 Fuerth, DE Sphin User
Sphin User Joined: Dec 2013 Posts: 568 Fuerth, DE	Is the MT4/5 bridge with 1.74 version 1.15 (same as from 1.73 beta) or even higher?

Re: New Zorro version 1.74 [Re: Sphin] #470181 01/01/18 17:05 01/01/18 17:05
Joined: Jul 2000 Posts: 27,978 Frankfurt jcl OP Chief Engineer
jcl OP Chief Engineer Joined: Jul 2000 Posts: 27,978 Frankfurt	The bridge is the same, but the EA has been changed in one of the last betas.

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