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Re: New Zorro version 1.74 [Re: Grat] #470453
01/15/18 18:39
01/15/18 18:39
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
Senior Member
Grat  Offline
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
Hi,

I trying the sample DTREE:
Code:
void run()
{
  BarPeriod = 60;
  LookBack = 150;
  TradesPerBar = 2;
  if(Train) Hedge = 2;
  set(RULES|TESTNOW);
// generate price series
  vars H = series(priceHigh()), 
    L = series(priceLow()),
    C = series(priceClose());

// generate some signals from H,L,C in the -100..100 range 
  var Signal1 = (LowPass(H,1000)-LowPass(L,1000))/PIP;
  var Signal2 = 100*FisherN(C,100);

// train and trade the signals 
  Stop = 4*ATR(100); 
  TakeProfit = 4*ATR(100);
  if(adviseLong(DTREE,0,Signal1,Signal2) > 0)
    enterLong();
  if(adviseShort(DTREE,0,Signal1,Signal2) > 0)
    enterShort();
}



I get the error:


5xcor_dtree compiling.......
Error in 'line 21:

adviseLong@1(): Pointer expected
< if(adviseLong(DTREE,0,Signal1,Signal2) > 0) >.

-----------------------------------------------------

after the change:
Code:
.....
		var aTest[2];
		aTest[0]=Signal1;
		aTest[1]=Signal2;		
		// train and trade the signals 
  
		Stop = 5*ATR(100); 
		TakeProfit = 1*ATR(100);
		if(adviseLong(DTREE,0,aTest,2) > 0)
		       enterLong();
  
		if(adviseShort(DTREE,0,aTest,2) > 0)
		      enterShort();
.....



script is working

Last edited by Grat; 01/15/18 21:57.
Re: New Zorro version 1.74 [Re: Grat] #470457
01/16/18 06:31
01/16/18 06:31
Joined: Feb 2017
Posts: 369
D
Dalla Offline
Senior Member
Dalla  Offline
Senior Member
D

Joined: Feb 2017
Posts: 369
This morning I downloaded Zorro_1744.exe, which for some contained Zorro 1.74.5. I'm able to run the strategy I was currently testing in TICKS mode (although it yields considerably worse performance than before upgrading), but when running without TICKS, Zorro spews out Error010 like below, which has never happened before with this strategy. I was running 1.74.2 before updating. I can find some release notes in this post for 1.74.3 and 1.74.4, but nothing on 1.74.5. What changed between versions 1.74.4 and 1.74.5?

Code:
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 74.7921 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 85.7462 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000



Also another issue:
I get 063 errors, suggesting that I don't have Zorro S. Which I clearly have.

Code:
Zorro S 1.74.5
(c) oP group Germany 2017
Registered to: Daniel Lindberg
XgBoostClassification compiling..............
Error 063: marketVol not supported
4513 Bars 2008-01-02..2010-12-31 generated
Rules: XgBoostClassification  2008..2010
Assets AssetsMini


Last edited by Dalla; 01/16/18 10:09.
Re: New Zorro version 1.74 [Re: Dalla] #470464
01/16/18 13:36
01/16/18 13:36
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Error with advise(): I confirm this problem. When not using a signals array, the current version needs at least 3 signals. We'll mention that in the manual.

Invalid GER30: There seems to be no price, that's the reason of the error. Can you contact Support with that script? They'll look into it. I cannot confirm a marketVol problem here, but maybe it's related.

Re: New Zorro version 1.74 [Re: jcl] #470465
01/16/18 14:12
01/16/18 14:12
Joined: Sep 2017
Posts: 235
H
Hredot Offline
Member
Hredot  Offline
Member
H

Joined: Sep 2017
Posts: 235
Due to the recent incredible Z9 improvements I now have Zorro S. One issue I seem to run into so far:

Zorro S 1.74.6:
The restriction on 0 - 7000 capital slider is still in place despite Zorro S (at least in test mode).

Of course I can work around this by scaling up the output numbers manually, but it would be nice if this worked on its own.

Last edited by Hredot; 01/16/18 14:17.
Re: New Zorro version 1.74 [Re: Hredot] #470466
01/16/18 14:20
01/16/18 14:20
Joined: Feb 2017
Posts: 369
D
Dalla Offline
Senior Member
Dalla  Offline
Senior Member
D

Joined: Feb 2017
Posts: 369
Sure, I can contact support. But I cannot figure out why Zorro would think price is missing when running without TICKS, only to find prices when running with TICKS.

Re: New Zorro version 1.74 [Re: Hredot] #470468
01/16/18 15:06
01/16/18 15:06
Joined: Dec 2017
Posts: 129
Halifax, NS
K
kujo Offline
Member
kujo  Offline
Member
K

Joined: Dec 2017
Posts: 129
Halifax, NS
Originally Posted By: Hredot
Due to the recent incredible Z9 improvements I now have Zorro S. One issue I seem to run into so far:

Zorro S 1.74.6:
The restriction on 0 - 7000 capital slider is still in place despite Zorro S (at least in test mode).

Of course I can work around this by scaling up the output numbers manually, but it would be nice if this worked on its own.


I wonder if you updated MaxCapital in the Z.ini file?

Re: New Zorro version 1.74 [Re: kujo] #470470
01/16/18 15:56
01/16/18 15:56
Joined: Sep 2017
Posts: 235
H
Hredot Offline
Member
Hredot  Offline
Member
H

Joined: Sep 2017
Posts: 235
Originally Posted By: kujo
I wonder if you updated MaxCapital in the Z.ini file?


Thanks, that did the trick!

Re: New Zorro version 1.74 [Re: Hredot] #470484
01/17/18 10:50
01/17/18 10:50
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
New version 1.747:

http://opserver.de/down/Zorro_1747.exe

Fixes:

- Missing GER30 prices fixed
- Error 63 text changed from "unsupported" to "unavailable"
- Dukascopy plugin was not the newest version
- DTREE example in the manual fixed

Re: New Zorro version 1.74 [Re: jcl] #470538
01/19/18 11:26
01/19/18 11:26
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
New version 1.748:

http://opserver.de/down/Zorro_1748.exe

Fixes:

- Download script adapted to 2018
- Advise(NEURAL) issue when no WFO was used

Re: New Zorro version 1.74 [Re: jcl] #470545
01/19/18 16:20
01/19/18 16:20
Joined: May 2015
Posts: 390
Czech Republic
G
Grat Offline
Senior Member
Grat  Offline
Senior Member
G

Joined: May 2015
Posts: 390
Czech Republic
after use advise /DTREE/ and multiAsset - generated file data/script.c


if have more like 20 000 row - cannot compile. I thinking will be better if use multiAsset - generate for each asset separate file.

Code:
Pruned signals: [14] [15] [16] 3.5%.
Train AUDUSD_dtree_jd_AUDUS_L 
Pruned signals: [14] [15] [16] 6.6%
Train AUDUSD_dtree_jd_AUDUS_S 
Pruned signals: [14] [15] [16] 6.7%
Rules stored in 5xcor_dtree_jd.c

Error 064: Data5xcor_dtree_jd.c truncated.
Error in 'line 23355: 
syntax error
Can't compile Data5xcor_dtree_jd.c
Time 00:14:14


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