Gamestudio Links
Zorro Links
Newest Posts
Series within loop
by Spirit
Today at 03:38
ein Truetype wie ein Bitmap Font laden?
by tagimbul
Yesterday at 21:46
'you' and c_scan
by 3run
Yesterday at 17:24
rayp's old school fast zombie FPS project
by 3run
Yesterday at 11:01
No Trades Using Workshop 6
by peterhw
Yesterday at 10:59
Actual PIP Cost for backtesting
by tradingest
10/14/18 16:36
Rigid Force Alpha - Classic side-scrolling shoot'em up
by Turrican
10/14/18 11:44
AUM Magazine
Latest Screens
Worst Case Z
AckCon'18 - Lotter vs the World 2 - Preview Release
Evonet Beta v1.0 : Online Project Development Template
Lake scene
Who's Online
5 registered (kvm, Ayumi, jenGs, PSA, jumpman), 463 Guests and 4 Spiders online.
Key: Admin, Global Mod, Mod
Newest Members
BazGen, pallab1964, wOrlD21, peterhw, 7th_zorro
18076 Registered Users
Page 2 of 3 < 1 2 3 >
Topic Options
Rate This Topic
#474334 - 10/07/18 17:05 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: dmac]
chsmac85 Offline
Guest

Registered: 10/07/18
Posts: 4
Loc: AZ
Hi Dmac,
Can you explain how you find the orphan trades in a little more detail? I am using an IB paper account and I can't easily determine what is open and what is orphaned (what is open but shouldn't be).
I have the .html page the zorro produces open and it has 19 trades open. I've only had zorro running for 9 days.
Is there perhaps a way in the logs to identify trade errors?

Top
#474349 - 10/08/18 14:55 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: chsmac85]
dmac Offline
Newbie

Registered: 02/21/18
Posts: 16
Originally Posted By: chsmac85
Hi Dmac,
Can you explain how you find the orphan trades in a little more detail? I am using an IB paper account and I can't easily determine what is open and what is orphaned (what is open but shouldn't be).
I have the .html page the zorro produces open and it has 19 trades open. I've only had zorro running for 9 days.
Is there perhaps a way in the logs to identify trade errors?


So you've got 19 showing in zorro. Go into IB and count the actual trades there. If it's not 19 you've got an orphan or two.

Then to find the orphan, go to the zorro trade log and examine each symbol. Let's say have 4 positions in USDCAD. Go look at the USDCAD positions in IB and find the one that doesn't belong (using lot size, date, etc). Close it manually. I do this for each symbol until everything matches again.

The MT4 log is also helpful, it'll show errors if you scroll back. I'm not sure you have the same sort of log in IB for rejected orders, probably not.

Are you trading Z12 in IB? What kind of leverage?

Top
#474351 - 10/08/18 17:15 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: dmac]
chsmac85 Offline
Guest

Registered: 10/07/18
Posts: 4
Loc: AZ
First error I found: I don't have 19 open orders. I have 5 open orders with 14 phantom orders.

I'm really struggling to hunt down the orders in the logs. I first tried using "enter" as a keyword search and that failed. I am now using the '[' as the delimiter and I can see trades that have actually been placed as opposed to the "phantom" trades.

However, it looks like on of the phantom trades may have actually executed as I can't find any other trade for that currency pair and price in the IB logs.

The leverage in IB varies by asset type. Anywhere from 33-1 up to 50-1.

Top
#474352 - 10/08/18 17:27 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: chsmac85]
dmac Offline
Newbie

Registered: 02/21/18
Posts: 16
Ok, wait, there's a difference between the phantom trades and orphans. Phantom trades are in curly braces {}. These are shadow trades that zorro opens for trading the equity curve and virtual hedging. You can ignore these.

Just look at the ones in square brackets and compare them to actual open trades at the broker.

If you've got 5 actual positions in zorro you should have 5 at the broker.

Top
#474353 - 10/08/18 19:35 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: dmac]
chsmac85 Offline
Guest

Registered: 10/07/18
Posts: 4
Loc: AZ
Got it. I have 5 at the brokerage and 5 on zorro.

I had lots of error messages, which is what originally got me looking at the logs. Have you found any way of identifying orphan trades besides manually scanning logs? I don't have any currently, but don't want some to pop up and miss them.

Top
#474369 - 10/09/18 22:48 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: dmac]
Chrisy Offline
Guest

Registered: 10/05/18
Posts: 2
Hello,
I just wanted an information how much did you set the capital with the slider?
did you change any parameters on the .ini file?
Hello and thanks

Top
#474371 - 10/10/18 11:43 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: Chrisy]
dmac Offline
Newbie

Registered: 02/21/18
Posts: 16
Originally Posted By: Chrisy
Hello,
I just wanted an information how much did you set the capital with the slider?
did you change any parameters on the .ini file?
Hello and thanks


Back when I started, the required capital for Z12 was higher than the initial capital. So when I started my account with a $5K deposit, I set the capital slider to about $4K.

After version 1.83, the Z12 backtests began showing a required capital number that was less than the initial capital. I'm not exactly sure how to interpret that, but I've since adjusted the capital upwards to be just a bit under the actual equity in the account.

I changed nothing in the ini file except the max capital setting.

Top
#474375 - 10/10/18 17:54 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: dmac]
SnoopySniff Offline
Newbie

Registered: 10/04/18
Posts: 8
Thank you!

Top
#474394 - 10/11/18 13:38 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: dmac]
Chrisy Offline
Guest

Registered: 10/05/18
Posts: 2
hello Dmac ,
hanks for the info.
I wanted to ask you do the backtest every time you stop the strategy?
Hello
I started with 3500 with the capital put in 2000 but now I'm in DD, I'm worried


Edited by Chrisy (10/11/18 13:42)

Top
#474401 - 10/12/18 12:09 Re: Z12 all trades closed by Zorro but there are still a lot opened [Re: Chrisy]
dmac Offline
Newbie

Registered: 02/21/18
Posts: 16
Originally Posted By: Chrisy
hello Dmac ,
hanks for the info.
I wanted to ask you do the backtest every time you stop the strategy?
Hello
I started with 3500 with the capital put in 2000 but now I'm in DD, I'm worried


No, I've never run any backtests on my live server. I think this means that the CBI is now inaccurate on that server. I think at some point I should copy up a DBL file from a recent backtest to fix that.

Top
Page 2 of 3 < 1 2 3 >



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

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