stevehopwoodforex.com
https://www.stevehopwoodforex.com/phpBB3/
Print view

Zorro
https://www.stevehopwoodforex.com/phpBB3/viewtopic.php?t=921		 Page 10 of 12
Author:  forexcoder [ Fri Feb 27, 2015 2:03 pm ]
Post subject:  Zorro
Great! Thank Jcl. I think Zorro is a great alternative to Empty4. :good:
Author:  jcl [ Tue Sep 08, 2015 3:25 pm ]
Post subject:  The Financial Hacker
I've started a blog about algorithmic trading with Zorro:

http://www.financial-hacker.com.

We're often doing experiments with trade systems for Zorro, and and usually the results either went into some system or have been silently discarded. But some results are certainly interesting for other algorithmic traders too. So I'm going to publish them on the blog, as well as some of my other experiences in the realm of algorithmic trading. All code and scripts will be published as well.
Author:  AnotherBrian [ Wed Sep 09, 2015 1:48 am ]
Post subject:  Zorro
You must be some sort of math professor? This stuff is way over my head! Interesting to read though.
Author:  4xBones [ Wed Sep 09, 2015 1:54 pm ]
Post subject:  The Financial Hacker
jcl » Tue Sep 08, 2015 11:25 pm wrote:I've started a blog about algorithmic trading with Zorro:

http://www.financial-hacker.com.

We're often doing experiments with trade systems for Zorro, and and usually the results either went into some system or have been silently discarded. But some results are certainly interesting for other algorithmic traders too. So I'm going to publish them on the blog, as well as some of my other experiences in the realm of algorithmic trading. All code and scripts will be published as well.
Excellent blog... I'm looking forward to trying to follow it :good:
Author:  snailbeard [ Sat Oct 24, 2015 9:16 am ]
Post subject:  The Financial Hacker
jcl » Tue Sep 08, 2015 3:25 pm wrote:I've started a blog about algorithmic trading with Zorro:

http://www.financial-hacker.com.
I've dipped into your blog and it is very interesting!

Zorro is maturing and a better way of developing/testing ideas, than relying on Empty4, crappy data and crappyTester, especially with the possibility of using Zorro with DLLs from C++ or C#.
Author:  Jemook [ Sat Oct 24, 2015 2:20 pm ]
Post subject:  The Financial Hacker
jcl » Wed Sep 09, 2015 2:25 am wrote:I've started a blog about algorithmic trading with Zorro:

http://www.financial-hacker.com.

We're often doing experiments with trade systems for Zorro, and and usually the results either went into some system or have been silently discarded. But some results are certainly interesting for other algorithmic traders too. So I'm going to publish them on the blog, as well as some of my other experiences in the realm of algorithmic trading. All code and scripts will be published as well.
Hey mate,

I really liked this article:

http://www.financial-hacker.com/sevente ... d/#more-94

You said some truths that a lot of traders fail to believe. I'd be interested to hear what you believe works in the FX markets?

Bookmarked.

Cheers
Jem
Author:  jcl [ Sun Oct 25, 2015 11:55 am ]
Post subject:  Zorro
Thanks! I usually first believe that nothing works, then try to prove myself wrong.

Methods that I found at least partially working for FX are trend, clusters, mean reversion, and spectral analysis. And with some restrictions, also price patterns. I have not yet looked into much more methods so far.
Author:  Shoddy [ Sat Oct 31, 2015 3:23 pm ]
Post subject:  Zorro
Hi,

I downloaded Zorro and did some simple tests on it, very interresting alternative. Are you all math professors? :good:
Anyway, I want to backtest a Renko strategy, is that possible with Zorro? I think NinjaTrader had some problems where the Open and Close of a completed renko bar was set at the same time, so one could not use the open of a bar, only close. Or something, I'm not sure. I'm just a simple trader....

/Richard
Author:  jcl [ Mon Nov 02, 2015 9:46 am ]
Post subject:  Zorro
Although we sort of like math, I can assure you that no math professors are among us... :) You can use any algorithm to generate bars, and backtest your system with them. This is the algorithm for Renko bars:

Code: Select all

var BarRange = 0.0030; // 30 pips bar range
int bar(vars Open,vars High,vars Low,vars Close)
{
  Open[0] = round(Close[1],BarRange);
  if(Close[0]-Open[0] >= BarRange) {
    Close[0] = Open[0]+BarRange;
    High[0] = Close[0];
    Low[0] = Open[0];
    return 1;
  }
  if(Open[0]-Close[0] >= BarRange) {
    Close[0] = Open[0]-BarRange;
    High[0] = Open[0];
    Low[0] = Close[0];
    return 1;
  }
  return 4;
}
Author:  Shoddy [ Mon Nov 02, 2015 10:37 am ]
Post subject:  Zorro
Ok, thanks, but how do you use it later in trading, I don't understand how the renko bar series is created from that....I'm a bit thick and used to Empty4 :-)

Could you just give a simple example?

BR
Richard
All times are UTC Page 10 of 12

Powered by phpBB® Forum Software © phpBB Limited