CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. -- % of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.

[The Zorro Project] Configuration, Backtesting, Simulation and Live Trading at Darwinex

Ok some more info regarding trading with Zorro on Darwinex.
Avoid using Mt5 Bridge, Mt4 Bridge seems to work smoothly.

The full story is that my script was unable to open and close trades. I switched to Mt4 and everything was working correctly. Same script, same Assets file, same broker just different bridge.

With the Zorro’s support we had agreed to run some more test, I do not know when I will have time to run them, but its on my list.
Even the assets parameters downloaded from Mt4 with the download.c, makes a lot more sense.

One of the limitation I discovered is Mt5 bridge does not allow to partially close trades i.e. using Zorro’s Hedge functionalities was not possible. I have received a pimped version of that bridge that fix the problem. I do not know if it will be included in the upcoming version.

Keep you posted, guys…

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good morning, i want to start to use zorro to code my strategy but i have no experience in programming, if you have course for robowealth, can you send it to me?

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Sorry I haven’t. But I heard from other Darwinex members that Roboweath’s courses are good. Subscribe them you will benefit. Ciao

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Hi @eliasomar,

You’ll find that the Zorro Manual is full of very detailed information from both an end-user and programmer’s perspective.

The RobotWealth resources are fantastic but if subscribing there is an issue, then I’d recommend you start with the Manual and download the free version to practice concepts as you go along:

http://manual.zorro-trader.com

The language involved is Lite-C, a more distilled version of classical C.

What you’ll find is that Lite-C’s learning curve is easier than MQL (the language of MetaTrader scripts, indicators and EAs), and you can achieve a lot more functionality in fewer lines of code than in MQL.

Once you have a strategy to take live, you can connect Zorro to your MetaTrader account at Darwinex via the Zorro MT4/5 Bridge and trade directly via Zorro with no programming required for the MetaTrader side of things (other than installing the Bridge EA of course, which is very straightforward).

Hope this helps :thumbsup:

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thank you so much, i will start reading manual.

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Hello.

I am new to Zorro and I want compare results of Z1 strategy with free Zorro 1.88.6 in Darwinex.
I use AssetsFix of a copy of Assets in folder log.
Capital in slider I put 2000 (default)

Name;Price;Spread;RollLong;RollShort;PIP;PIPCost;MarginCost;Leverage;LotAmount;Commission;Symbol
AUD/USD;0,72281;0,00011;-0,2382;-0,0882;0,0001;0,08824;0;20,001;1000;0,036;AUD/USD
EUR/USD;1,13357;0,00007;-1,0677;0,5383;0,0001;0,08824;0;30,004;1000;0,05;EUR/USD
GBP/USD;1,29748;0,00012;-0,7589;0,2118;0,0001;0,08824;0;30,004;1000;0,056;GBP/USD
GER30;11539,5;2;-0,655;-0,496;0,1;0,1;0;20;1;0;GDAXI
NAS100;7022,4;0,5;-0,7589;0,1262;0,1;0,08824;0;20;1;0,482;NDX
SPX500;2779;0,4;-3,38;0,56;0,1;1;0;22,666;1;4,817;SPX500
UK100;7125,1;6,5;-0,5325;-0,1042;0,1;0,11452;0;20,001;1;0,615;UK100
US30;25991;9;-2,5237;0,7236;1;0,882402;0;20;1;0;WS30
USD/CAD;1,32007;0,00012;-0,0601;-0,3938;0,0001;0,066745;0;30,005;1000;0,044;USD/CAD
USD/CHF;1,00548;0,00015;0,5529;-0,9829;0,0001;0,087762;0;30,005;1000;0,044;USD/CHF
USD/JPY;113,83;0,01;0,3956;-0,8066;0,01;0,077559;0;30,005;1000;0,044;USD/JPY
XAG/USD;14,16;0,008;-0,55;-0,2;0,01;0,5;0;11,333;50;0;XAG/USD
XAU/USD;1209,61;0,14;-15,2;3,4;0,01;0,008824;0;20;1;0;XAU/USD

Z1 .x …
Z1.65: PH H 4 W 2 V 2
Read Z12_1.par
Multiple assets…
WFA Test: Z1 (TICKS) 2010…2018
Read Z12.fac Z12_2.par Z12_3.par Z12_4.par Z12_5.par Z12_6.par Z12_7.par Z12_8.par Z12_9.par Z12_10.par Z12_11.par Z12_12.par Z12_13.par
Monte Carlo Analysis… Median AR 32%
Win 3451$ MI 58.43$ DD 896$ Capital 2513$
Trades 1088 Win 44.9% Avg +26.8p Bars 33
AR 28% PF 1.49 SR 1.04 UI 22% R2 0.55
Chart… ok
Time 00:07:48

I go to test in live demo next.

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One of the best programmer in the Zorro community has started looking into an interface between REST API and Zorro at least for downloading data. Have a look!
https://www.vitaltrades.com/2019/01/12/get-historical-data-from-darwinex-rest-api-using-zorro-script-part-1-http-access/

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Thanks for sharing my blog post!

I am here to answer any questions you might have, especially related to Zorro or programming trading systems. :slight_smile:

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Right now i try to figure out how to get the Darwinex Tickdata into Zorro, downloading it from the FTP atm. I would appreciate any help regarding this :slight_smile:

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No expert on zorro but as far as I know zorro by default supports candle data whereas the darwinex data is in tick form. So you would need to write a little script to convert the tickdata to zorro *.t6 candle data.

If you need to go with tickdata here is a thread about how to do that. Haven’t tested it though:

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Hi,
I found this topic after realizing that the asset information Darwinex sends to Zorro via MT4 is still wrong.
For example GDAXI:
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
GER30,12145.50,0.700000,-0.0068,-0.0054,0.10000,0.001000,60.7275,2.000,1.00,0.000,GDAXI

I think it would have to be more or less:
GER30,13237.70, 0.50000,-0.0074,-0.0074,0.10000,0.100000,66.1965,20.000,1.00,0.550,GDAXI

The problem is PIPCost is reported as 0.001 and I think it has to be 0.1 and Leverage is reported as 2 and I think it has to be 20
(see https://manual.zorro-project.com/pip.htm)

This is a major problem for traders who use Zorro
Have you found a solution?

It occurs to me that you could do a workarround using a handmade AssetList and SET_PATCH…
Has anyone tried it?

By the way, is it so difficult to solve this problem for Darwinex or Zorro (I don’t know where the root is)?

Hi,
the gang bang between Zorro, Darwinex and CFD is hardcore.
This is my story in real short: do not trade CFD with Zorro if you use OptimalF money management. Simply it does not work.
Same Asset List, same script a solid Oanda +14.5%, Darwinex -30%.
I have hired a programmer to fix the issue: I spent money, found few answers but discovered many new questions.
I will run more tests in the first week of January, I will not share all my findings, because I have invested money. But I will share some hints with the community when I will find sure answers.
Let me re-state again my recommendation: do not trade CFD with Zorro.

Ciao

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Hi everyone!

We’ve just recorded a short video series that addresses concerns brought up in this thread :slightly_smiling_face:

These video tutorials explain in detail, how to configure AssetsFix.csv for backtesting and trading with Zorro at Darwinex.

Traders can often confuse certain terms that are similarly worded in Zorro terminology and outside the Zorro sphere… the first video therefore describes these in detail, and highlights how they are used in practice :construction_worker_man:

Hope these prove useful!

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Nice Video Integracore.
On currency I arrived at the same solution even through a much harder and costly process.
Did you already try the same step by Step procedure with CFD?

Thank You

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Great to hear you found it useful @MatPed :slightly_smiling_face:

Another video is in production at the moment that sheds light on CFD vs FOREX vs other assets - that should serve well to explain the discrepancy users sometimes face when configuring AssetsFix.csv correctly for certain CFDs.

Essentially, from the documentation it appears that Zorro has internal functions that it uses to distinguish between FOREX vs INDEX assets, e.g. assetType():
https://manual.zorro-project.com/account.htm

What is likely happening with some CFD products is that they don’t satisfy the rules of the function and end up returning 0 (cannot be identified by Zorro) -> which often leads to values pulled into Assets.csv that are not representative of actual execution conditions.

The next video will explain how to deal with this issue using Lite-C and modifications to AssetsFix.csv :muscle:

I can not confirm or deny your theory. Looking forward for the new video and I will give it a try. What I know that backtesting and trading with CFD is a nightmare with Zorro and Darwinex. Totally unexpected results. I am profitable from 2 years in Oanda and loose money on darwinex and I can not understand why. I have paid a programmer too, but I wasted my money…

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Hi @MatPed,

If you could provide some detail as to this, we’ll try our best to find a working solution, no worries :muscle:

Its hard to share something that I did not understand. Basically I have the same strategy on 4h time period trained on the same data (Oanda data) run for almost 12 months on the 2 brokers. The results was totally different, different trade opened in the same moment, different sizes, different behave. I discovered a couple of issue fix something on currency pairs, but on CFD I was not able to find a proper setup. I guess that the main issue is on the asset-fix file as you stated.

Hi @MatPed, Hi @integracore2

For a first sanity check, just get rid of most of the ‘moving’ parts:

Spread = RollLong = RollShort = Commission = Slippage = 0;

(Used in your .c code, after the asset call)

And then look at your time series and signals in detail. With CFD data from different brokers it is sometimes not so clear on what type of data series you are trading. Are prices based on spot, futures, etc? Or broker imagination :wink:

But, as this is more technical/coding/data related, for following up lets use the Darwinex Slack space. Maybe I can assist you there to track this down to some possible explanation.

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Hey @quant! :slightly_smiling_face:

Thank you for this valuable contribution :clap:

Yes, let’s continue the conversation in the #zorro-dev Slack channel - everyone will benefit as a result.

Note: For algorithmic traders who’d like to benefit from/follow this debug, and aren’t already part of the Slack workspace, you’re most welcome to signup here:
https://join.slack.com/t/darwinex-collective/shared_invite/zt-8s5neft0-q~_gbE74ptC9uO4WOaVCbQ

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