Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
5 registered members (TipmyPip, AndrewAMD, Quad, aliswee, degenerate_762), 970 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 4 of 4 1 2 3 4
Re: 1.79 - Spread and marketVal() in test mode [Re: kujo] #472213
04/16/18 16:24
04/16/18 16:24
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline OP
User
Sphin  Offline OP
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
If I have problems with Zorro, esp. with a new feature and with a beta version (both is true in this case) I report it here in the beta area of the forum. I'm quite sure it will be read and if support needs more info (code, prices) they will apply for it as it has been already happened during this thread and/or the other one of mine.

Re: 1.79 - Spread and marketVal() in test mode [Re: Sphin] #472219
04/16/18 21:29
04/16/18 21:29
Joined: Dec 2017
Posts: 129
Halifax, NS
K
kujo Offline
Member
kujo  Offline
Member
K

Joined: Dec 2017
Posts: 129
Halifax, NS
I see and it's up to you. Personally, I find it more effective to write directly to Support with such kind of issues. Anyways, keep us posted and good luck!

Re: 1.79 - Spread and marketVal() in test mode [Re: kujo] #472222
04/17/18 06:28
04/17/18 06:28
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Writing to Support is a bit faster, as I do not read the forum any day. But yes, I herewith apply for the code and data. We'd like to check why the marketval is zero.

Re: 1.79 - Spread and marketVal() in test mode [Re: jcl] #472233
04/17/18 17:57
04/17/18 17:57
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline OP
User
Sphin  Offline OP
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
I sent it to support. This might bring an explanation for different FXCM prices but concerning the main problem, the difference of both test scenarios to trading on demo accounts, I can't point to more that there is obviously a difference, so that testing the strategy has only little to do with trading it. But I fear I cannot provide any idea why it is as it is.

Re: 1.79 - Spread and marketVal() in test mode [Re: Sphin] #472234
04/17/18 19:26
04/17/18 19:26
Joined: Jul 2017
Posts: 783
Z
Zheka Offline
User
Zheka  Offline
User
Z

Joined: Jul 2017
Posts: 783
Such latency- and liquidity-sensitive strategies cannot be properly evaluated in the usual way, without "level 2" data, nor on a demo account.

You have to trade it live with small(but somewhat realistic) amounts to gauge actual fills, compare/calibrate it to you demo-account fills and/or testing results and then decide...

Re: 1.79 - Spread and marketVal() in test mode [Re: Zheka] #472235
04/17/18 20:21
04/17/18 20:21
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline OP
User
Sphin  Offline OP
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
This is what I meant with 'systemic ones', I also fear that it might be difficult to impossible to get a realistic simulation.
BTW: I have noticed that Zorro nearly always crashes when the stop button is clicked while trading broker arbitrages. Maybe someone can look at this sometime.

Re: 1.79 - Spread and marketVal() in test mode [Re: Sphin] #472266
04/18/18 13:25
04/18/18 13:25
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline OP
User
Sphin  Offline OP
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Support wrote to me that the sequence of storing bid and ask in the code for recording ticks was wrong. So I will try it with changed settings again and be back with new results.

Re: 1.79 - Spread and marketVal() in test mode [Re: Sphin] #472467
04/29/18 11:27
04/29/18 11:27
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline OP
User
Sphin  Offline OP
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
The new way recording ticks improved the test results so they seem to be more realistic but the differences between test and live runs are still there and although there are meanwhile similar (but not identical) test results using recorded and downloaded FXCM prices their differences to 'reality' are significant, they are even more significant if using real accounts instead of demos. Probably because real accounts behave more nervous esp. in shorter time frames. So I finish my efforts to simulate broker arbitrage, it is too much time consuming with only little use and turn my attention towards live trading.

Re: 1.79 - Spread and marketVal() in test mode [Re: Sphin] #472497
04/30/18 23:30
04/30/18 23:30
Joined: Dec 2017
Posts: 129
Halifax, NS
K
kujo Offline
Member
kujo  Offline
Member
K

Joined: Dec 2017
Posts: 129
Halifax, NS
Could you please share ticks recording script?

Re: 1.79 - Spread and marketVal() in test mode [Re: kujo] #472501
05/01/18 09:29
05/01/18 09:29
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline OP
User
Sphin  Offline OP
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Code:
void tick()
{
	T1* Bid = dataAppendRow(1,2);
	Bid->time = wdate();
	Bid->fVal = -(priceClose()-Spread);
	T1* Ask = dataAppendRow(1,2);
	Ask->time = wdate();
	Ask->fVal = priceClose();
}


void click()
{
	dataSort(1);
	dataSave(1,strf("History\%s_2018.t1",strx(Asset,"/","")));
	quit("Done!");
}

void run()
{
	BarPeriod = 1;
	LookBack = 0;
	panelSet(-1,-1,"Save");
}


Page 4 of 4 1 2 3 4

Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1