LOL sorry about that. Guess I should check my code thoroughly before posting. Can tell I was having a bad day eh ?
TBH I lifted the code from one of Baludas slope value EA's I've used it in previous MQL EA's to calculate slope without any problems but as such. However as it is not mine I do not know as much about it as I should.
Gary you were right I did a bit more looking into TMA Slope. Had a look at one of Steves EA's that uses slope and sure enough he does it the way you suggested.
I got the printf statement working now thanks JCL so should be able to debug and get some new systems going. Although I'll probably be back for help at some point. Thanks everyone
Zorro
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jcl
- Trader
- Posts: 82
- Joined: Wed Oct 31, 2012 8:04 am
- Location: Frankfurt / Germany
Re: Zorro
FYI: A new Zorro version was uploaded to the Zorro website.
The most important new feature is that Zorro 1.03 is now NFA compliant. The NFA restrictions such as FIFO, no hedging, no trade closing, no price targets etc. can now be activated with the NFA flag. This is completely transparent, all strategies will still work as before unless they use hedging.
Other new features are adaptive trailing, automatically locking profits, and listing trading costs separately in the performance report. The included Z1 and Z2 strategies were also improved: they now trade with more assets and use equity curve trading for drawdown reduction. NFA compliant versions for US based accounts have been included.
Also, 4 bugs found in the previous version have been fixed.
We appreciate when you find some time to download the new version and try the new features.
The next Zorro version, planned for release in December, will support fuzzy logic functions.
The most important new feature is that Zorro 1.03 is now NFA compliant. The NFA restrictions such as FIFO, no hedging, no trade closing, no price targets etc. can now be activated with the NFA flag. This is completely transparent, all strategies will still work as before unless they use hedging.
Other new features are adaptive trailing, automatically locking profits, and listing trading costs separately in the performance report. The included Z1 and Z2 strategies were also improved: they now trade with more assets and use equity curve trading for drawdown reduction. NFA compliant versions for US based accounts have been included.
Also, 4 bugs found in the previous version have been fixed.
We appreciate when you find some time to download the new version and try the new features.The next Zorro version, planned for release in December, will support fuzzy logic functions.
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jcl
- Trader
- Posts: 82
- Joined: Wed Oct 31, 2012 8:04 am
- Location: Frankfurt / Germany
Zorro 1.04 released
The Zorro version 1.04 with the fuzzy logic functions was now released and is available for free download from the Zorro website. It's the same download link as the previous Zorro version. The following new features have been implemented:
- Fuzzy logic functions as mentioned.
- sortData / sortIdx functions for sorting series and arrays.
- Examples for converting MQL4™ EAs, EasyLanguage™ scripts and NinjaScripts™ to Zorro were added to the manual.
- Open and closed trades can be enumerated with the forOpenTrades and forAllTrades macros.
- The AssetsList file name can be changed in the script for simulating a different broker or account.
- A Grid Trading strategy as an example of how better not to trade was added to the manual's "Get Rich Quick" section.
- If some assets are not found or could not be subscribed, as with certain UK accounts, Z1 and Z2 now just continue with the rest of the assets. Previously the strategy was aborted with an error message. If all components of an asset are excluded in the Z12.fac file, the asset is now not downloaded from the broker anymore, thus allowing a faster start of the strategies. A new system Z12 was also added that is a combination of Z1 and Z2.
- The dst function calculates the daylight saving time. The day functions now automatically skip weekends, which makes them easier to use without the need to check the current day of the week.
- The Zorro setup program is now Windows 8 compatible. Previously it had to be started in Win7 compatibility mode for installation under Windows 8.
A more comprehensive list of the new features can be found on the Zorro website.
- Fuzzy logic functions as mentioned.
- sortData / sortIdx functions for sorting series and arrays.
- Examples for converting MQL4™ EAs, EasyLanguage™ scripts and NinjaScripts™ to Zorro were added to the manual.
- Open and closed trades can be enumerated with the forOpenTrades and forAllTrades macros.
- The AssetsList file name can be changed in the script for simulating a different broker or account.
- A Grid Trading strategy as an example of how better not to trade was added to the manual's "Get Rich Quick" section.
- If some assets are not found or could not be subscribed, as with certain UK accounts, Z1 and Z2 now just continue with the rest of the assets. Previously the strategy was aborted with an error message. If all components of an asset are excluded in the Z12.fac file, the asset is now not downloaded from the broker anymore, thus allowing a faster start of the strategies. A new system Z12 was also added that is a combination of Z1 and Z2.
- The dst function calculates the daylight saving time. The day functions now automatically skip weekends, which makes them easier to use without the need to check the current day of the week.
- The Zorro setup program is now Windows 8 compatible. Previously it had to be started in Win7 compatibility mode for installation under Windows 8.
A more comprehensive list of the new features can be found on the Zorro website.
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jcl
- Trader
- Posts: 82
- Joined: Wed Oct 31, 2012 8:04 am
- Location: Frankfurt / Germany
Re: Zorro
FYI: Zorro version 1.05 has now been released!
The following new features have been implemented:
- The Total down time - the time spent below a preceding equity peak - is now displayed in the performance report.
- The timer function can be used for precisely determining execution times.
- Asymmetric slippage can be simulated by setting the Slippage variable to a negative value.
- dayPivot calculates the pivot point of the previous day.
- The stock exchange working hours for the day functions can be changed through the variables StartMarket and EndMarket.
- The week start and end time can be changed through the variables StartWeek and EndWeek.
- DIAG mode prints the execution time for opening and closing positions into the log file.
- TICKS mode now also handles entry limits with tick-precise resolution.
- Trade functions can now also be used for individual entry limits.
- Price history files can now be downloaded with the loadHistory function.
- A new broker plugin with the ForexConnect™ API interface has been implemented. It provides a more stable connection than the previously used Order2Go™ broker plugin.
- The Z1 / Z2 system components are now optionally filtered with the results of an out-of-sample test with the real trading parameters. This reduces the backtest performance, but should improve the real trading performance.
Zorro 1.05 is free and available for download from http://zorro-trader.com.
The following new features have been implemented:
- The Total down time - the time spent below a preceding equity peak - is now displayed in the performance report.
- The timer function can be used for precisely determining execution times.
- Asymmetric slippage can be simulated by setting the Slippage variable to a negative value.
- dayPivot calculates the pivot point of the previous day.
- The stock exchange working hours for the day functions can be changed through the variables StartMarket and EndMarket.
- The week start and end time can be changed through the variables StartWeek and EndWeek.
- DIAG mode prints the execution time for opening and closing positions into the log file.
- TICKS mode now also handles entry limits with tick-precise resolution.
- Trade functions can now also be used for individual entry limits.
- Price history files can now be downloaded with the loadHistory function.
- A new broker plugin with the ForexConnect™ API interface has been implemented. It provides a more stable connection than the previously used Order2Go™ broker plugin.
- The Z1 / Z2 system components are now optionally filtered with the results of an out-of-sample test with the real trading parameters. This reduces the backtest performance, but should improve the real trading performance.
Zorro 1.05 is free and available for download from http://zorro-trader.com.
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magft
- Trader
- Posts: 195
- Joined: Tue Nov 15, 2011 9:59 pm
- Location: East Midlands, UK
Re: Zorro
JCL
Great work with zorro, i have been playing around with it for a while, slowly learning the way to construct strategies compared to Empty4.
I've had a look through the forum but not seen any examples of basket trading. I know they is a way to trade a synthetic asset but i mean being able to manage all open trades from different assets using say a basket TS, TP and SL. Would i need to use a trade_function to do this? If we have basket TP in pips would i have to TradeResult and the opentrades macro but multiply the results by PIP?
Also, is there a Heiken Ashi indicator or example floating around i cant seem to remember coming across one. Also have you seen a DeMarker indicator, or is a it a case of writing a custom function? I know DeMarker is like RSI but uses SMA instead of EMA in Empty4.
Any help would be greatly appreciated.
Regards
Mike
Great work with zorro, i have been playing around with it for a while, slowly learning the way to construct strategies compared to Empty4.
I've had a look through the forum but not seen any examples of basket trading. I know they is a way to trade a synthetic asset but i mean being able to manage all open trades from different assets using say a basket TS, TP and SL. Would i need to use a trade_function to do this? If we have basket TP in pips would i have to TradeResult and the opentrades macro but multiply the results by PIP?
Also, is there a Heiken Ashi indicator or example floating around i cant seem to remember coming across one. Also have you seen a DeMarker indicator, or is a it a case of writing a custom function? I know DeMarker is like RSI but uses SMA instead of EMA in Empty4.
Any help would be greatly appreciated.
Regards
Mike
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jcl
- Trader
- Posts: 82
- Joined: Wed Oct 31, 2012 8:04 am
- Location: Frankfurt / Germany
Re: Zorro
Often something different is meant with "Basket trading", but I suppose you mean here trading a portfolio of assets simultaneously? This is covered in workshop 6 of the Zorro tutorial. The NumOpenLong macro is per-asset, so you need no trade function and can have individual entry conditions per asset.
Heiken Ashi and DeMarker are easily coded in lite-C, probably with a single line of code. There are thousands of indicators and Zorro has the 200 most important, so we don't want to permanently add all the new indicators that are just in fashion. But if you need a certain indicator and have problems to code it, ask here or on the Zorro forum and I'll help.
Heiken Ashi and DeMarker are easily coded in lite-C, probably with a single line of code. There are thousands of indicators and Zorro has the 200 most important, so we don't want to permanently add all the new indicators that are just in fashion. But if you need a certain indicator and have problems to code it, ask here or on the Zorro forum and I'll help.
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magft
- Trader
- Posts: 195
- Joined: Tue Nov 15, 2011 9:59 pm
- Location: East Midlands, UK
Re: Zorro
JCLjcl wrote:Often something different is meant with "Basket trading", but I suppose you mean here trading a portfolio of assets simultaneously? This is covered in workshop 6 of the Zorro tutorial. The NumOpenLong macro is per-asset, so you need no trade function and can have individual entry conditions per asset.
Heiken Ashi and DeMarker are easily coded in lite-C, probably with a single line of code. There are thousands of indicators and Zorro has the 200 most important, so we don't want to permanently add all the new indicators that are just in fashion. But if you need a certain indicator and have problems to code it, ask here or on the Zorro forum and I'll help.
Thanks for the response. Workshop 6 though treats each asset separately. What i am after is opening trades with different assets at the same time and then applying a basket SL and TS to the assets together not the indivdual assets. For example i open 3 trade on different assets and want to trail the pip total not trail each asset separately. That is the part i'm not sure of and i hope it makes sense.
Regards
Mike