Zorro

[dudest]

Super kul stuff as always jcl!, thanks!

[jcl]

Again, a new Zorro version has come out! Zorro 1.14 got a lot new features, for example:

- The login function can be used for temporarily logging out from the broker.

- The memory function can be used for determining the current memory footprint of the script, and for finding memory leaks.

- The reverse functions are convenient for limiting the number of trades. Their use is explained in workshop 5.

- OptimalF factors are now also calculated for long and short trades together. This gives a more precise result than averaging the long and short OptimalF factors.

- The EntryDelay variable can be used for improving profits by entering trades at the optimal moment.

- The Capital variable allows to set up an initial capital and calculate the CAGR.

- The advise function can now generate trading rules for multiple assets and algos.
T
- imeFrame can now generate individual time frames that are aligned to external events.

- loadHistory can now be used for updating or adding new assets without downloading historic price data.

- The Verbose variable can now be used to set up message verbosity and diagnostics mode via script.

On the Zorro website there's a more comprehensive list of the new features. Most of them have been implemented due to suggestions on the user forum.

[dudest]

You guys rock jcl!, thanks

[jcl]

Zorro autotrader version 1.16 was now released. You can read about the new features here: http://manual.zorro-trader.com/new.htm

The two main new features are HTTP commands and virtual hedging. With HTTP one can access websites and automatically retrieve content from them. For instance, your trade strategy can automatically access the website of the CFTC, download the current Commitment of Traders Report, and use the figures from that report in its trading algorithm.

The other feature, virtual hedging, is useful when you have a strategy that hedges, but your account does not allow hedging. The algorithm internally sums up the trades and only opens the difference between long and short positions. This can also remarkably reduce the market exposure and the trading costs. Virtual hedging is used in one of the included strategies, a grid trader that exploits the CHF ceiling.

As usual, Zorro 1.16 is free and can be downloaded from our Zorro community website.

[jcl]

I see that it was a long time ago that I last posted here. Zorro is now at version 1.24...

Here are the most recent additions:

Version 1.24:

The AssetFrame variable can be used to skip quoteless bars of particular assets in a portfolio system.
The TradeCosts script lists the relative trade costs of all main assets.
Zorro is now "large address aware", i.e. can use up to 3 GB memory on a 64 bit operating system.
Virtual Hedging Mode now minimizes the number of open trades by closing trades partially if required.
The Empty4 bridge and the FXCM plugin have been adapted to partially closing trades.
TrailSpeed raises the stop faster before breakeven, this way preventing that a winning trade turns back into a loser.
The Hurst exponent can determine trending state of a price curve.
The Alligator indicator was added to the library.
The predict function can predict crossovers several bars before they happen.
The Momentum variable indicates the 'strength' of crossovers, peaks, or valleys.
The saveStatus/loadStatus functions can preserve variables, open trades, and slider positions when the system is stopped or restarted.
While trading, Zorro now displays a detailed lists of open trades and performance statistics in a HTML file that is updated every minute.

Version 1.22:

The Multisession plugin allows to trade with multiple brokers, instances, and accounts.
The Keltner Channel was added to the indicator library.
The PlotDate variable can be used to zoom the chart to a certain date.
The print function can print to various targets, f.i. to a message box or to the performance report.
The exec function can be used to open an external program, document, URL, or batch file.
A Monte Carlo plugin is now available for a Monte Carlo analysis of strategy scripts and external trade lists.
The annual return is now calculated from the maximum margin instead of the average margin. This produces slightly more pessimistic returns.
The R2 coefficient that measures equity curve linearity is now included in the performance report.
The file_write function can be used to store the content of a string, series, or array in a file.
The NumInRange function can be used to generate price distribution statistics while trading.
The ShannonGain indicator calculates the expected gain of the next bar period, based on Shannon probability.
A description of using NeuroShell™ and other DLL-based indicators for Zorro was added to the conversion chapter.
Trade management functions (TMF) can now be triggered by entry or exit limits, thus allowing for additional entry/exit conditions or trade chains.
TickSmooth can remove outliers from incoming price ticks.
The TickTime variable can be used to save CPU resources by defining a minimum time between script executions.
The plotProfit functions plot the daily, weekly, monthly, or quarterly profit or loss in the price chart.
The Z5 system got a new algorithm for the "Stop" slider that re-enters trades closed due to the risk limit. This greatly improves the profit in situations when the risk limit is exceeded.

Version 1.20:

The PRELOAD flag allows loading lookback price data from the price history on trade start.
The DominantPhase function can detect turning points of the dominant cycle in a price curve even before they happen.
The -d command line option allows to pass a #define statement to the script (Zorro S only). This way many different tasks can be automatized with the same script.
The ALLCYCLES flag produces a portfolio analysis of all sample cycles.
The plot command now supports plotting different symbols in the chart.
A price data gap check can be activated with the GapDays variable.
New indicators by John Ehlers (HighPass2, StochEhlers) have been converted to lite-C by DdlV, together with an example script of a trade system.
A Filter script has been added for testing and displaying Zorro's spectral filter functions.
The sine and square wave generators can now produce hyperbolic chirps for filter testing.
Several different money management methods are now discussed at the end of workshop 6.
A Gap script was added as an example for a simple gap trading system.
The new Z4 system was especially designed for minimal budgets in the range of $100 .. $400.

[dudest]

Thanks JCL!

[oligodar]

Great! Thank you.

[excalibre30]

Hi JCL,

The demo version includes the Z4 strategy. Can the Zorro demo version be used for a live account using the Empty4 bridge using the Z4 strategy?

Thank you!

I see that it was a long time ago that I last posted here. Zorro is now at version 1.24...

Here are the most recent additions:

Version 1.24:

The AssetFrame variable can be used to skip quoteless bars of particular assets in a portfolio system.
The TradeCosts script lists the relative trade costs of all main assets.
Zorro is now "large address aware", i.e. can use up to 3 GB memory on a 64 bit operating system.
Virtual Hedging Mode now minimizes the number of open trades by closing trades partially if required.
The Empty4 bridge and the FXCM plugin have been adapted to partially closing trades.
TrailSpeed raises the stop faster before breakeven, this way preventing that a winning trade turns back into a loser.
The Hurst exponent can determine trending state of a price curve.
The Alligator indicator was added to the library.
The predict function can predict crossovers several bars before they happen.
The Momentum variable indicates the 'strength' of crossovers, peaks, or valleys.
The saveStatus/loadStatus functions can preserve variables, open trades, and slider positions when the system is stopped or restarted.
While trading, Zorro now displays a detailed lists of open trades and performance statistics in a HTML file that is updated every minute.

Version 1.22:

The Multisession plugin allows to trade with multiple brokers, instances, and accounts.
The Keltner Channel was added to the indicator library.
The PlotDate variable can be used to zoom the chart to a certain date.
The print function can print to various targets, f.i. to a message box or to the performance report.
The exec function can be used to open an external program, document, URL, or batch file.
A Monte Carlo plugin is now available for a Monte Carlo analysis of strategy scripts and external trade lists.
The annual return is now calculated from the maximum margin instead of the average margin. This produces slightly more pessimistic returns.
The R2 coefficient that measures equity curve linearity is now included in the performance report.
The file_write function can be used to store the content of a string, series, or array in a file.
The NumInRange function can be used to generate price distribution statistics while trading.
The ShannonGain indicator calculates the expected gain of the next bar period, based on Shannon probability.
A description of using NeuroShell™ and other DLL-based indicators for Zorro was added to the conversion chapter.
Trade management functions (TMF) can now be triggered by entry or exit limits, thus allowing for additional entry/exit conditions or trade chains.
TickSmooth can remove outliers from incoming price ticks.
The TickTime variable can be used to save CPU resources by defining a minimum time between script executions.
The plotProfit functions plot the daily, weekly, monthly, or quarterly profit or loss in the price chart.
The Z5 system got a new algorithm for the "Stop" slider that re-enters trades closed due to the risk limit. This greatly improves the profit in situations when the risk limit is exceeded.

Version 1.20:

The PRELOAD flag allows loading lookback price data from the price history on trade start.
The DominantPhase function can detect turning points of the dominant cycle in a price curve even before they happen.
The -d command line option allows to pass a #define statement to the script (Zorro S only). This way many different tasks can be automatized with the same script.
The ALLCYCLES flag produces a portfolio analysis of all sample cycles.
The plot command now supports plotting different symbols in the chart.
A price data gap check can be activated with the GapDays variable.
New indicators by John Ehlers (HighPass2, StochEhlers) have been converted to lite-C by DdlV, together with an example script of a trade system.
A Filter script has been added for testing and displaying Zorro's spectral filter functions.
The sine and square wave generators can now produce hyperbolic chirps for filter testing.
Several different money management methods are now discussed at the end of workshop 6.
A Gap script was added as an example for a simple gap trading system.
The new Z4 system was especially designed for minimal budgets in the range of $100 .. $400.

[jcl]

Yes. As to my knowledge the Z4 system is included and free, the Empty4 bridge however is a 3rd party plugin and not free.

[excalibre30]

Yes. As to my knowledge the Z4 system is included and free, the Empty4 bridge however is a 3rd party plugin and not free.

Thanks, Jcl.