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How to prevent bar formation over Weekend? #471831
03/21/18 13:51
03/21/18 13:51
Joined: Jul 2017
Posts: 783
Z
Zheka Offline OP
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Zheka  Offline OP
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Hi All,

I stumbled on Zorro forming bars in [Trade] mode (with Weekend=1, MT4 broker) over the weekend

The manual states this is so by design during the workdays..but not over the weekend..

IS this the expected behaviour?
How can one prevent this from happening?

Re: How to prevent bar formation over Weekend? [Re: Zheka] #471875
03/22/18 11:28
03/22/18 11:28
Joined: Jul 2017
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Z
Zheka Offline OP
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Zheka  Offline OP
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Z

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bump

Re: How to prevent bar formation over Weekend? [Re: Zheka] #471876
03/22/18 11:37
03/22/18 11:37
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,978
Frankfurt
Look here: http://manual.zorro-project.com/weekend.htm

What you probably want is Weekend = 2.

Re: How to prevent bar formation over Weekend? [Re: jcl] #471883
03/22/18 13:55
03/22/18 13:55
Joined: Jul 2017
Posts: 783
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Zheka Offline OP
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Zheka  Offline OP
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Weekend=2 forms Friday-to-Sunday bars - which is not what I want.
The system works as it should with Weekend=1 in Test mode.

Forming bars in Trade mode over Weekend IN ABSENCE OF PRICE QUOTES seems of no use for any mode (at least I cannot think of any).
Should be prevented by default.

Re: How to prevent bar formation over Weekend? [Re: Zheka] #471884
03/22/18 14:09
03/22/18 14:09
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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A weekend bar is only generated when at least one price quote arrived. No price, no bar.

Re: How to prevent bar formation over Weekend? [Re: jcl] #471886
03/22/18 14:19
03/22/18 14:19
Joined: Jul 2017
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Zheka Offline OP
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Zheka  Offline OP
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Quote:
No price, no bar
Is this true for Weekends?

Because the manual states:
Quote:
When Weekend is at 1 or 0, bars are generated on workdays even when no price quotes are received
I will test over the coming weekend once again to reconfirm if No price = no bar..

Re: How to prevent bar formation over Weekend? [Re: Zheka] #471897
03/24/18 13:01
03/24/18 13:01
Joined: Jul 2017
Posts: 783
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Zheka Offline OP
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Zheka  Offline OP
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JCL,

unfortunately, the bars keep getting formed over the weekend (see screens).

I tried Weekend=1+4, hoping that Zorro will log-off - as per manual - but this still did not work...

Nothing changed between Weekend=1 and Weekend=1+4: Zorro creates artificial bars and processes them as if they were real.

This is with MT4 and Zorro 1.80.6.

Attached Files
Zorro_bars_onWeekend.PNG (43 downloads)
Last edited by Zheka; 03/24/18 13:04.
Re: How to prevent bar formation over Weekend? [Re: Zheka] #471931
03/27/18 10:30
03/27/18 10:30
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Zheka Offline OP
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Zheka  Offline OP
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JCL,

Support answered that "+4" only works with Weekend=2, and that with Weekend=1 bars will get formed regardless

1) Neither is described like this in the manual

2) What's the benefit of forming bars over the Weekend IF THERE ARE NO PRICES?
Regardless of the Weekend setting..
- Why "+4" cannot work for Weekend=1?

I understand changing both points ( +4 and not forming bars) is your decision.

Re: How to prevent bar formation over Weekend? [Re: Zheka] #471933
03/27/18 10:52
03/27/18 10:52
Joined: Feb 2015
Posts: 652
Milano, Italy
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MatPed Offline
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Hi,
trading live with Weekend = 3 + 4. +4 works correctly: log off in the weekend.

HtH

Re: How to prevent bar formation over Weekend? [Re: MatPed] #471934
03/27/18 11:15
03/27/18 11:15
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Zheka Offline OP
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Zheka  Offline OP
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Yes, i should have said it works correctly with Weekend =2 and above.

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