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New Zorro version 1.83 #472748
05/20/18 08:52
05/20/18 08:52
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
A new Zorro version is available:

http://opserver.de/down/Zorro_1830.exe

This version will be uploaded to the Download page when no bugs are found in the next time. It contains the new Z10 crypto system plus many other new features and improvements. Especially, check out the contractCPD function that allows you to predict tomorrow's price from market sentiment. The full list of new features and bugfixes can be found on http://manual.zorro-project.com/new.htm.

Please test everything and report any problems here!

Re: New Zorro version 1.83 [Re: jcl] #472777
05/22/18 12:21
05/22/18 12:21
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Small update:

http://opserver.de/down/Zorro_1831.exe

Changes and fixes:

-Z10 included
-MT5 plugin returned wrong leverage
-Error 055 was in fact 047

Re: New Zorro version 1.83 [Re: jcl] #472794
05/23/18 16:53
05/23/18 16:53
Joined: Apr 2018
Posts: 16
C
claudio Offline
Newbie
claudio  Offline
Newbie
C

Joined: Apr 2018
Posts: 16

I'm tryng the MT5 bridge and this is the result I think is wrong.
Note that if I buy 0.1 lot of EURUSD with my real account I will get 1000€ (about 1170$) with a margin cost of 100€ (Leverage 10).

This what I get from code added to TradeTest.c:

printf("n Price %.5f",InitialPrice);
printf("n Spread %.5f",Spread);
printf("n RollLong %.5f",RollLong);
printf("n RollShort %.5f",RollShort);
printf("n PIP %.5f",PIP);
printf("n PIPCost %.5f",PIPCost);
printf("n MarginCost %.5f",MarginCost);
printf("n Leverage %.5f",Leverage);
printf("n LotAmount %.5f",LotAmount);
printf("n Commission %.5f",Commission);

TradeTest
Login 0 MT4/5 (demo)..
!Trading Point Of Financial Instruments UK LTD connected
!Real account not supported at UTC 05-23 16:25
Bal 0.0 Equ 25.00 Mrg 0.0 Pos 53.00
Error 063: marketVol not available
Vol 0.0 Spr 0.00017
V 1.831 on Wed 18-05-23 18:26:18

Trade: TradeTest EUR/USD 2018-05-23
Log Params EUR/USD
Price 1.13795
Spread 0.00017
RollLong -11.01000
RollShort 4.69000
PIP 0.00010
PIPCost 0.00855
MarginCost 10.00000
Leverage 99.11544
LotAmount 100.00000
Commission 0.60000
Session end at 16:26
Logout.. ok

This what I get from MQL5 added in Zorro.mq5

Print("Asset ",Asset);
Print("LotFactor ",LotFactor);
Print("Factor ",Factor);
Print("MODE_POINT ",MarketInfo(Asset,MODE_POINT));
Print("MODE_TICKVALUE ",MarketInfo(Asset,MODE_TICKVALUE));
Print("MODE_LOTSIZE ",MarketInfo(Asset,MODE_LOTSIZE));
Print("MODE_MARGINREQUIRED ",MarketInfo(Asset,MODE_MARGINREQUIRED));
Print("MODE_SWAPLONG ",MarketInfo(Asset,MODE_SWAPLONG));
Print("MODE_SWAPSHORT ",MarketInfo(Asset,MODE_SWAPSHORT));
Print("MODE_SWAPTYPE ",MarketInfo(Asset,MODE_SWAPTYPE));
Print("PERIOD_M15 ",iVolume(Asset,PERIOD_M15,0));
Print("ACCOUNT_LEVERAGE ",AccountInfoInteger(ACCOUNT_LEVERAGE));

Asset EURUSDmicro
LotFactor 0.1
Factor 10.0
MODE_POINT 1e-05
MODE_TICKVALUE 0.008547227706693335
MODE_LOTSIZE 1000.0
MODE_MARGINREQUIRED 0.0
MODE_SWAPLONG -11.01
MODE_SWAPSHORT 4.69
MODE_SWAPTYPE 1.0
PERIOD_M15 2767
ACCOUNT_LEVERAGE 10

Re: New Zorro version 1.83 [Re: claudio] #472802
05/24/18 10:09
05/24/18 10:09
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
This looks ok to me - Required margin was not available, so it returned 0 and got the margin cost from the asset list. Make sure to enter there either the correct margin cost, or the correct leverage.

Re: New Zorro version 1.83 [Re: jcl] #472807
05/24/18 15:19
05/24/18 15:19
Joined: Apr 2018
Posts: 16
C
claudio Offline
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claudio  Offline
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Joined: Apr 2018
Posts: 16
OK, looks alright.
Thanks!

Re: New Zorro version 1.83 [Re: jcl] #472808
05/24/18 15:22
05/24/18 15:22
Joined: Apr 2018
Posts: 16
C
claudio Offline
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claudio  Offline
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C

Joined: Apr 2018
Posts: 16
OK, looks alright.
Thanks!

Re: New Zorro version 1.83 [Re: claudio] #472927
05/30/18 10:00
05/30/18 10:00
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Small update:

http://opserver.de/down/Zorro_1832.exe

Changes:

-roundto now also supports steps > 1
-distribute() bug fixed
-Bittrex plugin bug fixed

Re: New Zorro version 1.83 [Re: jcl] #472940
05/31/18 22:20
05/31/18 22:20
Joined: Aug 2017
Posts: 4
Kent
J
jtu Offline
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jtu  Offline
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J

Joined: Aug 2017
Posts: 4
Kent
Hello,
I installed latest Zorro_1832.exe and tried Test for Z12. There are many Error 055 such as GBP/USD history missing (2018 8192 HistoryGBPUSD_2018.t6).
Could you advise where to download XXXXXX_2018.t6 files?
This zip file http://server.conitec.net/down/history_2016.zip does not have 2018 price data.
Thanks

Re: New Zorro version 1.83 [Re: jtu] #472941
05/31/18 23:13
05/31/18 23:13
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
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Joined: Feb 2017
Posts: 1,718
Chicago
You would typically get it from your broker. Try that download script.

Re: New Zorro version 1.83 [Re: AndrewAMD] #472948
06/01/18 12:00
06/01/18 12:00
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
History2016 will soon also be updated, probably today.

Re: New Zorro version 1.83 [Re: jcl] #472972
06/03/18 23:48
06/03/18 23:48
Joined: Nov 2016
Posts: 69
USA
J
jrath Offline
Junior Member
jrath  Offline
Junior Member
J

Joined: Nov 2016
Posts: 69
USA
Been testing 1832 for a few days. Seems ok. Thank you. J

Re: New Zorro version 1.83 [Re: jcl] #472986
06/05/18 13:58
06/05/18 13:58
Joined: Aug 2017
Posts: 4
Kent
J
jtu Offline
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jtu  Offline
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J

Joined: Aug 2017
Posts: 4
Kent
Its now working - thank you!

Re: New Zorro version 1.83 [Re: jtu] #473003
06/07/18 09:10
06/07/18 09:10
Joined: Feb 2018
Posts: 68
T
tomaslolo Offline
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tomaslolo  Offline
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T

Joined: Feb 2018
Posts: 68
When using Deeplearn.c script if you modify BarPeriod and click Train, then you get
Quote:
Error 030: Check lookback, settings, asset order

That doesn´t happen in 1.74.8 version.

Re: New Zorro version 1.83 [Re: tomaslolo] #473008
06/07/18 18:44
06/07/18 18:44
Joined: Dec 2017
Posts: 14
V
vince Offline
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vince  Offline
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V

Joined: Dec 2017
Posts: 14
When I backtest Z12 in Zorro 1.83.2 the result is a huge loss (-153.268€ with my test settings). After replacing Z12.fac with the old version from 1.74.4 the backtest is profitable again (+67.426€). So may it be that Z12.fac is not optimized at all but somehow "buggy" in the new version?
The problem in the new Z12.fac version is mainly the XAG/USD:BB:L component I think. When I set this to .000 (as it was in the version from Zorro 1.74.4) I get +98.242€ as backtest result. But the drawdowns are about 3 times as big as with the Z12.fac from the old version, though...

Re: New Zorro version 1.83 [Re: vince] #473025
06/09/18 12:09
06/09/18 12:09
Joined: Oct 2017
Posts: 24
S
Seymour Offline
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Seymour  Offline
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S

Joined: Oct 2017
Posts: 24
It seems that when using multiple cores for WFO training, Zorro 1832 does not close other instances(cores) automatically as older versions do (i.e. 1748). So when the TESTNOW flag is set, strategy will not be tested after training, since training is not "stopped" (training is in fact stopped where par files seem created properly, but Zorro is stuck). I do not know if anyone else is experiencing the same issue.

Re: New Zorro version 1.83 [Re: Seymour] #473034
06/10/18 21:06
06/10/18 21:06
Joined: Dec 2017
Posts: 14
V
vince Offline
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vince  Offline
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V

Joined: Dec 2017
Posts: 14
Forget my comment about the Z12.fac in Zorro 1.83.2.
The problem was my AssetsFix.csv. More precisely: The RollLong and RollShort values for XAG/USD were off by a factor of 50! That wonders me because my assets file was created by Zorro after a test with connection to the MT4 bridge. It seems the Assets.csv generator in Zorro doesn't respect that according to http://manual.zorro-project.com/afaq.htm the rollover fee should be per contract! LotAmount is 50 for XAG/USD in my case. If I manually divide RollLong and RollShort by 50 and write that into the AssetsFix.csv then it is fine.

Re: New Zorro version 1.83 [Re: jcl] #473035
06/10/18 22:06
06/10/18 22:06
Joined: Apr 2017
Posts: 106
3
3dgamelight Offline
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3dgamelight  Offline
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3

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Posts: 106
There is a lot of bugs in Zorro.

Re: New Zorro version 1.83 [Re: 3dgamelight] #473038
06/11/18 04:12
06/11/18 04:12
Joined: Feb 2017
Posts: 369
D
Dalla Offline
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Dalla  Offline
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Joined: Feb 2017
Posts: 369
Originally Posted By: 3dgamelight
There is a lot of bugs in Zorro.

If you have found a lot of bugs, this would be a good place to write them down so that the team can adress them.

Re: New Zorro version 1.83 [Re: Dalla] #473057
06/11/18 18:37
06/11/18 18:37
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online
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AndrewAMD  Online
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Joined: Feb 2017
Posts: 1,718
Chicago
Was there a release?

I ask because:
1. This page says, "Zorro version 1.74.8 was released and is available on the download page."
2. This thread is no longer stickied.

Re: New Zorro version 1.83 [Re: AndrewAMD] #473079
06/12/18 14:50
06/12/18 14:50
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Yes, it was released recently. As usual, if bugs are reported after release, they will appear in the bug list on the side bar.

Re: New Zorro version 1.83 [Re: jcl] #473096
06/13/18 04:44
06/13/18 04:44
Joined: Jun 2018
Posts: 1
WA
D
drack Offline
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drack  Offline
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Joined: Jun 2018
Posts: 1
WA
Per http://zorro-project.com/manual/en/bittrex.htm "An asset list AssetsBittrex.csv with about 100 main cryto currencies is included" there is no assetbittrex.csv list in the download. It would be nice to have it since this is my first time using Zorro or an algo trader.

If someone could Give me the format for the AssetsBittrex.csv compared to Bittrex's https://bittrex.com/api/v1.1/public/getcurrencies so I can try and sort this out that would be swell.


[{"Currency":"BTC","CurrencyLong":"Bitcoin","MinConfirmation":2,"TxFee":0.00050000,"IsActive":true,"CoinType":"BITCOIN","BaseAddress":"1N52wHoVR79PMDishab2XmRHsbekCdGquK","Notice":null},

Last edited by drack; 06/13/18 04:47.
Re: New Zorro version 1.83 [Re: jcl] #473113
06/14/18 08:23
06/14/18 08:23
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline
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MatPed  Offline
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M

Joined: Feb 2015
Posts: 652
Milano, Italy
Hi,
Zorro 1832 never finish training, in multicores, standard Workshop6.
No issue with previous or later version.

You can daownload the image from here:
Html:
https://biteu-my.sharepoint.com/:i:/g/personal/matteo_pedroni_bit-eu_com/EU5ihFE08V9GvZPqyFBeqPMBhOaQAiLOXvT6hwI4_govsQ?e=hmJamq



Ciao

Re: New Zorro version 1.83 [Re: MatPed] #473118
06/14/18 11:38
06/14/18 11:38
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Thanks, we know the multicore problem, it's on the bug list and currently under investigation. The promised bittrex asset list did not make it into the final release, but you can download it here:

http://opserver.de/down/AssetsBittrex.zip

Re: New Zorro version 1.83 [Re: jcl] #473193
06/20/18 09:53
06/20/18 09:53
Joined: Nov 2016
Posts: 69
USA
J
jrath Offline
Junior Member
jrath  Offline
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J

Joined: Nov 2016
Posts: 69
USA
There is a slight bug in the new zorro version where it prints that if covers short trades at Zero. This blows out the P&L to a huge number. Happened a few times now. Not seen before this version. I am running 183.2

Attached Files bug.PNG
Re: New Zorro version 1.83 [Re: jrath] #473207
06/21/18 12:16
06/21/18 12:16
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
This happens when the broker API returns a very small nonzero number for the close price. You can contact Support with details, maybe it's a systematic problem with a prticular broker.

Re: New Zorro version 1.83 [Re: jcl] #473507
07/16/18 21:23
07/16/18 21:23
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
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DdlV  Offline
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Joined: Jun 2013
Posts: 1,609
Hi jcl.

2 things about 1.83:

1) I see above that it's released, however I didn't receive the normal release announcement email - was it sent?

2) I have downloaded and installed 1.832 (via Zorro_Setup) and the latest 2010 and 2016 History files. All Z Systems Test to the results in the manual, EXCEPT Z3 - it only Tests to 33% AR, not ~90%. It seems something like this happened once before, but I can't find that thread. If the Zorro version and History files are correct per the above, and all the other Systems Test fine, where else should I look to fix Z3 Test?

FYI, here is the Z3.txt file I get:

Code:
WFA Test Z3  (TICKS)

Simulated account   AssetsFix 
Bar period          24 hours (avg 2027 min)
Simulation period   2010-05-24..2018-05-12 (2067 bars)
Test period         2012-07-23..2018-05-12 (1504 bars)
Lookback period     100 bars (20 weeks)
WFO test cycles     8 x 188 bars (38 weeks)
Training cycles     9 x 563 bars (116 weeks)
Montecarlo cycles   200
Simulation mode     Realistic ticks (slippage 5.0 sec)

Gross win/loss      32111$ / -23282$ (+4997p)
Average profit      1522$/year, 127$/month, 5.85$/day
Max drawdown        -5970$ 67.6% (MAE -5970$ 67.6%)
Total down time     86% (TAE 68%)
Max down time       47 weeks from Nov 2014
Max open margin     266$
Max open risk       3036$
Trade volume        3788968$ (653101$/year)
Transaction costs   -1393$ spr, -983$ slp, -2491$ rol
Capital required    4559$

Number of trades    245 (43/year, 1/week, 1/day)
Percent winning     47.3%
Max win/loss        2052$ / -812$
Avg trade profit    36.04$ 20.4p (+156.7p / -102.1p)
Avg trade slippage  -4.01$ -2.3p (+0.5p / -4.8p)
Avg trade bars      6 (+8 / -5)
Max trade bars      37 (7 weeks)
Time in market      108%
Max open trades     4
Max loss streak     11 (uncorrelated 9)

Annual return       33%
Profit factor       1.38 (PRR 1.15)
Sharpe ratio        0.64
Kelly criterion     1.24
R2 coefficient      0.015
Ulcer index         21.2%

Confidence level     AR   DDMax  Capital

 10%                 38%  5244   4037$
 20%                 34%  5905   4513$
 30%                 31%  6523   4957$
 40%                 28%  7102   5373$
 50%                 26%  7681   5789$
 60%                 24%  8524   6395$
 70%                 22%  9260   6925$
 80%                 20%  10472   7796$
 90%                 15%  13502   9975$
 95%                 13%  15586   11474$
100%                  9%  22342   16332$

Portfolio analysis  OptF  ProF  Win/Loss  Wgt%  Cycles

NAS100 avg          .001  1.04   27/38     3.0  /\\//
SPX500 avg          .000  0.82   26/32    -7.3  /\..//
US30 avg            .042  2.08   39/34    58.8  ////////
XAG/USD avg         .014  1.52   24/25    45.5  /XX///.

NAS100              .003  1.04   27/38     3.0  /\\//
NAS100:L            .003  1.04   27/38     3.0  /\\//
NAS100:S            .000  ----    0/0      0.0  ........
SPX500              .000  0.82   26/32    -7.3  /\..//
SPX500:L            .000  0.82   26/32    -7.3  /\..//
SPX500:S            .000  ----    0/0      0.0  ........
US30                .084  2.08   39/34    58.8  ////////
US30:L              .084  2.08   39/34    58.8  ////////
US30:S              .000  ----    0/0      0.0  ........
XAG/USD             .014  1.52   24/25    45.5  /XX///.
XAG/USD:L           .007  1.31    8/13    14.6  //./..
XAG/USD:S           .021  1.75   16/12    30.9  //\///.



Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473519
07/18/18 17:41
07/18/18 17:41
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
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DdlV  Offline
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D

Joined: Jun 2013
Posts: 1,609
Hi jcl. Would appreciate your thoughts on the above so I can correctly reconcile Z3 in preparation for implementing 1.83 this weekend.

Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473521
07/19/18 08:53
07/19/18 08:53
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
If you didn't receive the email, check if you opted out of it on the download page. If it doubt, register your email again. I get 96% when I test Z3 with 1.83.

Re: New Zorro version 1.83 [Re: jcl] #473526
07/19/18 11:55
07/19/18 11:55
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
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DdlV  Offline
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D

Joined: Jun 2013
Posts: 1,609
Thanks jcl. No, never opted out. I guess I'll register again, then.

Can you post your Z3.txt? Or post what the differences are so I know where to start looking...

Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473535
07/20/18 13:16
07/20/18 13:16
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Code:
Gross win/loss      24599$ / -13393$ (+6458p)
Average profit      1932$/year, 161$/month, 7.43$/day
Max drawdown        -2435$ 21.7% (MAE -3559$ 31.8%)
Total down time     72% (TAE 54%)
Max down time       47 weeks from Nov 2014
Max open margin     266$
Max open risk       2954$
Trade volume        2400653$ (413798$/year)
Transaction costs   -943$ spr, -639$ slp, -1803$ rol
Capital required    2017$

Number of trades    157 (28/year, 1/week, 1/day)
Percent winning     53.5%
Max win/loss        2052$ / -812$
Avg trade profit    71.38$ 41.1p (+168.8p / -105.7p)
Avg trade slippage  -4.07$ -2.3p (+0.6p / -5.7p)
Avg trade bars      7 (+8 / -5)
Max trade bars      37 (7 weeks)
Time in market      76%
Max open trades     4
Max loss streak     7 (uncorrelated 7)

Annual return       96%
Profit factor       1.84 (PRR 1.46)
Sharpe ratio        1.00
Kelly criterion     1.05
R2 coefficient      0.744
Ulcer index         6.5%


Re: New Zorro version 1.83 [Re: jcl] #473540
07/20/18 16:40
07/20/18 16:40
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
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DdlV  Offline
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Joined: Jun 2013
Posts: 1,609
Thanks jcl. All Assets are giving different results. To account for that, it seems the likely possibilities are different AssetsFix.csv and/or History files. The AssetsFix.csv that was installed by 1.832 is dated Feb 1 and contains:

Code:
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
AUD/USD,0.77311,0.00005,0.24,-0.51,0.0001,0.0871,9,0,1000,0.6,
EUR/CHF,1.07962,0.00004,0.08,-0.26,0.0001,0.09263,75,0,1000,0.8, 
EUR/JPY,123.359,0.006,-0.3,0.09,0.01,0.081066,10,0,1000,0.8, 
EUR/USD,1.13795,0.00005,-0.02,0.01,0.0001,0.0871,10,0,1000,0.6,
GBP/USD,1.51364,0.00003,0.05,-0.12,0.0001,0.0871,14,0,1000,0.6,
GER30,10884,1,-0.1,0,1,0.1,6,0,0.1,0,GER30
NAS100,4185,1,-0.1,0,1,0.0871,2,0,0.1,0,NAS100
NZD/USD,0.67752,0.00007,0.6,-1.32,0.0001,0.088713,7,0,1000,0.8, 
SPX500,2032.4,0.5,-0.5,0,0.1,0.0871,8,0,1,0,
UK100,6869,2,-0.1,0,1,0.13183,6,0,0.1,0,
US30,17520,2,-0.5,0,1,0.0871,6,0,0.1,0,
USD/CAD,1.24466,0.0001,-0.21,0.09,0.0001,0.06998,10,0,1000,0.8,
USD/CHF,0.92203,0.00022,0.15,-0.58,0.0001,0.09446,50,0,1000,0.6,
USD/JPY,117.489,0.004,0.02,-0.04,0.01,0.07413,10,0,1000,0.6,
XAG/USD,17.235,0.046,-0.0009,0,0.01,0.43547,5,0,50,0,
XAU/USD,1260.82,0.47,-0.0124,0,0.01,0.00871,11,0,1,0,



Does it match yours?

Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473560
07/22/18 13:00
07/22/18 13:00
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DdlV Offline
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Or different Z3 version and/or settings? Mine are Z3.80: H 4 W 2 V 1. Should these also be recorded in the .txt Test results file?

Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473572
07/23/18 14:24
07/23/18 14:24
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jcl Offline OP

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My version is also Z3.80. But if I remember right, you had often the same problem in the past, but I don't know anymore what the reason was or if we ever determined it. Delete your installation and do a fresh download and install, with no additional files - that had helped as far as I recall. Also, get the newest historical data from the download page.

Re: New Zorro version 1.83 [Re: jcl] #473574
07/23/18 18:13
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Yes, I believe something perhaps akin to this might have happened once (not often) before. I searched the forum before the first post and couldn't find a record of it...

In any case, I have today in a completely different empty directory done:

1) Install Zorro 1.83.2
2) Test Z3.80 - fails with Error 055 for each year 2010-2018 and "Error 055: no <Asset> 2010..2018 prices" for all 4 Assets (SPX500, NAS100, US30, XAG/USD)
3) Download and extract History_2010.zip
4) Test Z3.80 - reports Error 055: <Asset> history missing ..." for years 2016-2018 for all 4 Assets but Tests to ~55%
5) Download and extract History_2016.zip
6) Test Z3.80 - no Error 055 messages and Tests to ~33%, just as before

What now?

I posted the AssetsFix.csv from my install - does it match yours?

Would posting the log help? It's 253kB...

Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473606
07/26/18 08:50
07/26/18 08:50
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jcl Offline OP

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It matches, but I have been told that the release Z3 indeed had 33% AR. So your result is correct and the manual is wrong. The 33% were not by a different Z3 algorithm, but a random outlier in that particular backtest period.

Re: New Zorro version 1.83 [Re: jcl] #473609
07/26/18 12:16
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Thanks jcl. So, should I not install 1.83.2? And install a later 1.83.x instead?

Also, can you post how to remove the outlier from whatever History file it's in?

Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473621
07/27/18 10:06
07/27/18 10:06
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jcl Offline OP

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It's not an outlier in a history file, it's an outlier by a clustering of losing trades.

Re: New Zorro version 1.83 [Re: jcl] #473623
07/27/18 13:03
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OK, so what do I have to change to duplicate your results?

Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473659
08/02/18 12:19
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Hi jcl. Please advise. Did your result come from a beta after 1.83.2? Which one?

And if the Z3 version was the same (means Z3 was the same?), and History, etc., are the same, which bug fix or other change is it that produces the different result?

Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473671
08/03/18 14:45
08/03/18 14:45
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jcl Offline OP

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I think the Zorro version won't matter, because strategy results are normally not dependent on the version, only on the backtest period. Yes, Z3 is the same, there was no change in the last time.

Re: New Zorro version 1.83 [Re: jcl] #473675
08/03/18 14:59
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So, then, why did you get different results in your Test; and what do I have to change / do differently to get the same results?

Thanks.

Re: New Zorro version 1.83 [Re: DdlV] #473683
08/03/18 22:18
08/03/18 22:18
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jcl Offline OP

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Afraid you must wait for the next release. The backtest of the compiled strategy ends at compile date.

Re: New Zorro version 1.83 [Re: jcl] #473685
08/04/18 04:44
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Thanks for clarifying.

In the meantime, while waiting impatiently laugh for the next version, I still don't quite understand about the outlier/cluster, and how just adding more bars eliminates it. When you have a sec, would appreciate a little more detail.

Thanks.

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