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Re: for(all_trades) inverse order
[Re: MatPed]
#470606
01/24/18 13:08
01/24/18 13:08
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Joined: Feb 2017
Posts: 369
Dalla
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Posts: 369
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Depends what exectly you are after. These arrays contain the results for the 20 most recent trades. index 0 = most recent trade. ResultLong[0] .. ResultLong[19] ResultShort[0] .. ResultShort[19] More info http://zorro-trader.com/manual/en/winloss.htm
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Re: for(all_trades) inverse order
[Re: Dalla]
#470607
01/24/18 13:42
01/24/18 13:42
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Joined: Feb 2015
Posts: 652
Milano, Italy
MatPed
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Thank You Dalla, that was exactly my starting point, but it did not work. I want to calculate the Rolling Expectancy Ratio. Basically I need the Result of the last N trades the mentioned arrays does not provide such information. the for(all_trade) macro could be used, but unfortunately its sort the trades from the first opened one. Reversing a growing array is not trivial for my coding capabilities, so I was blessing for some help  . Ciao
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Re: for(all_trades) inverse order
[Re: jcl]
#470617
01/25/18 09:12
01/25/18 09:12
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Joined: Feb 2015
Posts: 652
Milano, Italy
MatPed
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Thank you,
For the specific task only closed would be enough. For general purposes I guess that all trades would be better. I know that this will be an easy task for you, but when you write it can you explain of how it works?
I've tried to read the for(all_trade) macro definition but, I admit, is quite obscure to me...
Ciao
Last edited by MatPed; 01/25/18 09:17.
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Re: for(all_trades) inverse order
[Re: MatPed]
#470626
01/25/18 13:51
01/25/18 13:51
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Joined: Jul 2017
Posts: 784
Zheka
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- Zorro seems to maintain one single list of all trades in a portfolio. Will it make sense to add a field to Trade struct with a pointer to the previous trade of the same algo/asset component? Then traversing such a linked list backwards for a component would be quicker, and such backwards looping is mostly needed for a component, not the full portfolio. - break_trades for some reason does not work; break- does It would really help if Zorro exposed a variable/pointer to the last closed trade of the current asset/algo combination (without asking a user to go into the for(trades)loop. Or is there a way?
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Re: for(all_trades) inverse order
[Re: MatPed]
#470639
01/26/18 09:57
01/26/18 09:57
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Joined: Jul 2017
Posts: 784
Zheka
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Hi, MatPed, Suggestion to extend a Trade struct was to improve speed and flexibility of looping - both internally by Zorro and/or for a user; with or without a for()macro. Did you already tried for(closed_trades)with version 1.78 and discovered a bug using break_trades ? Yes, I did. A simple for(closed_trades)loop with a counter to print details of last 20 trades only printed for 1 trade with break_trades and all 20 with a normal break. If more complex scenaria would work properly with a normal "break" - I did not test.
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Re: for(all_trades) inverse order
[Re: MatPed]
#470641
01/26/18 11:23
01/26/18 11:23
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Joined: Jul 2017
Posts: 784
Zheka
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Here it is. if (is(EXITRUN))
{
int ii=0;
for(closed_trades)
{
ii++;
printf("# Asset: %s, Algo=%s, Trade Profit=%f, ii=%i",TradeAsset,TradeAlgo, TradeProfit,ii);
if (ii>20) break_trades;
}
}
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Re: for(all_trades) inverse order
[Re: jcl]
#470675
01/29/18 23:39
01/29/18 23:39
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Joined: Feb 2015
Posts: 652
Milano, Italy
MatPed
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Hi, trying to build up an array with trade results for further calculation. My understanding is that I have to filter by Algo/Asset the trades in the loop. This is the code:
#define MaxRolling 50
var rer(int ii){
// rolling expectancy ratio: ((AvgWin / AvgLoss) * WinRate) – (1 – WinRate)
bool debug = TRUE;
var resultAA[MaxRolling];
int i=0; for (i=0; i<MaxRolling; i++) resultAA[i] = 0; // Init the Array
string myAsset = Asset;
string myAlgo = Algo;
i=0;
for(closed_trades) {
if( TradeIsPhantom && myAsset==TradeAsset && myAlgo==TradeAlgo) {
resultAA[i] = TradeProfit/TradeUnits/PIP;
if(debug) {
print(TO_ANY, "n Asset: %s - ALGO: %s - #Trades: %d - PIP: %.2f", Asset, Algo, i, resultAA[i]);
}
i++;
if (i >= ii) {break_trades;}
}
}
return .0;
}
nothing happens. Trade results ar printed if the last condition in the IF statement is removed. I do not understand what I am missing. Thank you
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Re: for(all_trades) inverse order
[Re: Dalla]
#470679
01/30/18 07:47
01/30/18 07:47
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Joined: Feb 2015
Posts: 652
Milano, Italy
MatPed
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Posts: 652
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Nice try Dalla but it does not change the behavior o the script. the weird things is that the the error seems to be && myAlgo==TradeAlgo if removed the array is printed. by the way, I am calling the rer function just before of the enter command in workshop 6, for test purposes Ciao
Last edited by MatPed; 01/30/18 07:50.
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Re: for(all_trades) inverse order
[Re: MatPed]
#470681
01/30/18 10:11
01/30/18 10:11
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Joined: Feb 2017
Posts: 369
Dalla
Senior Member
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Senior Member
Joined: Feb 2017
Posts: 369
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OK, instead of doing try You should probably do this for TradeAsset as well. Comparing strings with == and != is usually not a good idea.
Last edited by Dalla; 01/30/18 10:13.
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Re: for(all_trades) inverse order
[Re: MatPed]
#470682
01/30/18 10:15
01/30/18 10:15
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Joined: Jul 2017
Posts: 784
Zheka
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Posts: 784
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This is because "strings" are elusive animals (constants?):-)
This works:
char* myAsset[16]; myAsset =strcpy(myAsset,Asset);
char* myAlgo[16]; myAlgo = strcpy(myAlgo,Algo);
....
if( !strcmp(myAsset,TradeAsset) && !strcmp(myAlgo,TradeAlgo))
Dalla's suggestion also works.
Last edited by Zheka; 01/30/18 10:22.
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