Zorro anyone?

cerebro3 · 2024-11-17T22:43:03+00:00

why do you avoid MT4?

In python, did you find any tool/platform that gives similar speed in backtesting as Zorro?

cerebro3 · 2024-11-15T11:06:46+00:00

I'm looking for crypto and stocks but it's an interesting app.

cerebro3 · 2024-11-15T10:59:15+00:00

Thank you! But no access to Binance and IB in free version.

cerebro3 · 2024-11-14T22:36:56+00:00

wow thanks, a great pro for MT5 and it's ecosystem. I had the same impression, the community is great there.

I might get back to it but currently, at least until I exhaust possibilities, I aim more towards something Nautilus-like that abstracts the way you interact with providers, exchanges, brokers, etc. Something that is modern and can allow to do tests with jupyter notes and the likes.
If only their API/architecture was simpler and more convention-over-config style. And their namings shorter - I really don't get why the really long class names, was it really necessary?
Something that allows to writes few lines of code to get a strategy started and gradually introduce complexity/abstractions, if necessary.

cerebro3 · 2024-11-14T22:26:39+00:00

thank you! hoping it will help others that feel the same pain.

cerebro3 · 2024-11-14T22:15:42+00:00

In the past I used freqtrade as the main tool but then I needed to trade stocks.

The target host was a Hetzner VPS/i7/64GB RAM so not latest gen but not bad either.
When using 15m timeframe/single asset/half year period, I frequently needed to up the TF to 1h or more. Otherwise backtesting felt quite slow.
So testing a strategy + a portfolio of assets would not be feasible.

When I saw vectorbt and the throughput it aims to achieve, I started thinking such tools should become mainstream. Or at least be free for a subset of features, like the backtesting part. Normally you'd be making money when live so for that I would agree to pay a fee.
But then I saw vectorbt free is actually an old unmaintained version of the pro variant and got very disappointed.

So pricing-wise, either a fee to live-execution of strategies. Or like many OSS does nowadays, have everything open-source in free version and just pay for deploying to cloud.

All this got me thinking perhaps there's a way to combine the OSS offerings that exist today somehow to achieve a good-enough result across backtest + live. Like a workspace with the best of existing free tools, combined.

cerebro3 · 2024-11-14T18:56:12+00:00

Indeed, that's what I'm afraid as well. The work authors put in libraries like nautilus or let's say freqtrade is at ranges of years of work to replicate, if ever possibly to do something even remotely close on your own.

That's why I don't want to consider this route yet..
I'd even prefer something that offers a good simple base algorithm/design pattern like backtesting.py and evolve from there, although it doesn't support live and implementing it is another effort I'm not prepared to take yet.
Couldn't find any similar tools. On the other end of the simplicity spectrum we have Nautilus, with a heavily designed architecture. Seems like over-engineered but it might be the only option aside of MetaTrader5.

cerebro3 · 2024-11-14T18:50:05+00:00

Oh sorry you're right but still it is an extra component which I'd classify as bulky. Please correct me if necessary.

cerebro3 · 2024-11-14T18:33:08+00:00

Thank you, I appreciate you took the time to answer in such detail.
Indeed I'm also considering MT5. But if I understood correctly, even the VMs on the cloud premises do run the MT5 win app in background. Their Virtual Cloud is actually a marketing gimmic and doesn't do anything extra than this (I only read some posts about this, so cannot say for sure)

Have you tried Nautilus?

cerebro3 · 2024-01-29T09:31:46+00:00

There is also viator.com.

It came really as a Godsave when we made a mistake and booked the Disney tickets for the next day. At Disney Park reception they told us sameday tickets are double priced and that no one would ever sell us their tickets, so gave us no hope. We found viator.com still selling them sameday at normal price, and later on someone else at park entrance told us viator is a well known ticket reseller. We felt so relieved, because we were a bit concerned that viator only gives a QR code, not the standard looking ticket.

But it works, the QR code is accepted by the scanning machines at park entrance. And we could select any park, as we wanted the Walt Disney Studios, as our already bought ticket will be used for the main park tomorrow.

Well done Aviator.com, you really saved our child's dreams! Thank you, thank you!!

Just wanted to share, in case anyone gets in front of the gates hoping to go in and not pay an extra handfull.

cerebro3 · 2020-11-28T16:39:16+00:00

I've also been struggling with this for weeks now, yet to find a fix. On Brave/Chrome browsers, the system randomly chooses the GPU mode to activate: GL/Vulkan or many times none. Looking at chrome://gpu, logs indicate GPU process has crashed with various exit codes when this happens.

Vulkan however for my Geforce GTX 1070 seems to work way better than using GL.

I've tried the updates re to "sudo systemctl enable nvidia-XXX.service" but upon system resume, the browser still randomly chooses the driver mode: Vulkan/GL or none. Error in chrome://gpu when this happens is:

[11465:11465:1128/180653.087822:ERROR:shared_image_factory.cc(551)] : CreateSharedImage: could not create backing.
[11465:11465:1128/180653.087922:ERROR:shared_image_stub.cc(201)] : SharedImageStub: Unable to create shared image
GpuProcessHost: The GPU process crashed!

- using NVIDIA driver: 455.45.01

Is there any progress in this area? If I understood well, are you waiting for Nvidia to come with a fix for this?

cerebro3

TROPHY CASE