I can report what I believe is success with the bridge. The test script provided by Zorro support returns the exact results I would expect. However, I am still encountering some inexplicable behavior with my original script (support assured me that the script itself is fine), but I am wondering if this may be an issue unrelated to the bridge.

The script relies on the HH() and LL() functions to calculate some of its indicator values. The indicators in questions are the Ichimoku indicators (don't judge me...this is something that I was asked to code by someone else). At start-up, there are a number of instances that return 0 for the Ichimoku indicators sometimes for some pairs in the asset loop. I have verified in the log file that the returned value is sometimes 0 - so its not merely a plotting error.

Here's an example of an obviously incorrect calculation of the values, and one that behaves as it should:


In the image above, the price curve is barely visible around the 85 level. The orange lines represent the Senku values from the Ichimoku indicator - clearly they have reacted to a price level of 0. Come to think of it, the blue line is an EMA, and it has also clearly been affected by a zero value - so its not restricted to just the Ichimoku indicator.

This one looks as it should and there are no zeros in the log file:


I will next run the script via both the MT4 bridge and the FXCM plugin (demo account only) and compare the results.

jcl (or anyone else), I'm wondering if this points to a problem with this particular indicator and the way it handles price quotes in real time, possibly being affected by the asset(loop() call in the script (I have noticed that results are a lot more stable when using only a single asset). This issue never appeared in any backtest, and I ran loads of them.

Sorry to keep prolonging this issue, but I would really like to get to the bottom of this one.