Below you'll find a list of possible errors that can occur during compilation or at runtime, together with suggestions for finding the reason of the error. Messages related to opening and closing positions are listed under Log; known issues with brokers are commented on the related page (FXCM, IB, Oanda, MT4, etc...) in this manual.
Error messages must never be ignored. Even when your script runs and produces a result, an error message always indicates that something is seriously wrong and must be fixed. Warning messages can be ignored in some cases, but only when you know and understood their reason. You can encounter three types of warning or error messages:
For dealing with error messages by script, two functions are available:
Wrong or missing token in the script code. Sometimes the line in question is ok, but some command in the preceding code was incomplete. Examples are an #ifdef without an #endif, or a missing semicolon in the previous line, or an orphaned { } bracket in the previous function. Another not-obvious error is declaring a variable or function with the same name as a predefined system variable, such as Stop or Lots.
Wrong variable type. You've used a numeric operation with wrong parameter types, for instance an AND or OR operation with a float or var type. Or you're using a variable with the same name as a predefined variable - look them up in variables.h. Or you've called a function with a var although it needs a series, or vice versa. Example: "Wrong type POINTER::DOUBLE" means that the code expects a double (or var) and you gave it a pointer (or series) instead.
Function call with a wrong parameter type, for instance with a var when a series or an array is needed.
The given name or type is unknown. A common reason is an #include statement without including <default.c> before. default.c contains all language definitions, but is only automatically included when nothing else is included.
Numerical operation with wrong parameter types, for instance an AND or OR operation with a float or var type. In that case, typecast the expression to the correct type.
A trade was entered with an invalid Stop, TakeProfit, Trail, Margin, or asset parameter that's unusually high, low, or at the wrong side of the current price. Or with an option or futures contract was entered with a wrong or missing Multiplier, strike, or expiration date. This trade cannot be executed. Wrong price limits can be caused by a bug in the script or by wrong margin cost, pip cost, or leverage parameters in the asset list. If it happens during live trading, an alert box will pop up dependent on Verbose settings.
A trade was entered with an unknown parameter; for instance an option contract with no price in the historical or live data (call contractPrice before entering a trade). In live trading the position will be entered nevertheless, but this message is just to inform that it is not advisable to trade at unknown prices or other parameters.
An indicator or another function was called with wrong parameters - for instance a price of zero, or a parameter outside its valid range. This is usually caused by a bug in the preceding script code. The function name is included in the message.
A date/time function was called with bad data, or the bar with the given time could not be found, or a contract chain had not the current date.
An invalid value or a wrong variable format caused an exception in a standard C function or expression. For instance a division by zero, or the square root of a negative number. Usual reasons are a bug in the script or loading a history or .csv file that is damaged or has a wrong format. This error is raised by the Windows invalid parameter handler.
Market hours, weekend, holidays, bar offset, time zone, and BarMode parameters contradict each other, causing a wrong start or end time at the given bar. This usually happens when the bar offset enforces bars outside market hours and the BR_MARKET flag suppresses such bars at the same tiome. It can also be caused by large gaps in the historical data. The bar is then clipped at the bar period. When using BarZone with daily bars, consider that the bar period is one hour smaller or longer when daylight saving changes - this can cause bars to end sometimes inside, sometimes outside market hours.
Object or function xxx got invalid data, f.i. a wrong parameter for a pointer or string, or data from a non initialized array, or from an invalid mathematical operation such as a division by zero.
A YYYYMMDD date has been given in a wrong format.
A script function returned an invalid value.
A name was too long, too short, or contained spaces or other invalid characters.
A function prototype was defined, but not set to a function body.
The lookback period, simulation period, or price history was not set up correctly. Parameters that affect the bars generation (StartDate, BarPeriod, BarOffset, LookBack, TICKS, LEAN, etc.) were either inconsistent (f.i. a too short LookBack period for a subsequent indicator call), or changed after the bars were generated. Make sure to set up all parameters and a sufficient lookback period before calling asset. Use the PRELOAD flag for extremely long lookback periods.
The simulation could not be finished because historical data was missing.
A variable that should remain constant - such as NumWFOCyles - was changed after the initial run. Make sure not to change those parameters at runtime.
The given asset was not selected in the initial run of the strategy. The initial asset call was either missing, or skipped, or failed due to insufficient historical data. The asset parameters are filled with default data. Make sure that all assets are loaded and initialized before they are needed.
The given asset is missing in the asset list (note that asset names are case sensitive). The simulation will still run when historical price data is found, but asset parameters such as spread, margin, lot size, trade costs, trade profit etc. are made up and do not reflect the true values. The asset can not be traded.
Prices are missing, outliers, or have invalid time stamps. The broker API did not provide the required historical data, or did not send the current price during the last bar. The missing prices will be automatically replaced with the last valid price. If the warning is triggered by heavy price fluctuations in downloaded data, reduce the sensitivity of the Outlier variable.
A function wrote past the maximum index of an array or a series.
A plot function was called with an invalid value, caused by a division by zero, the square root of a negative number, or similar errors in the script.
The plotGraph with the given name had more elements that bars exist on the chart. If you need this many, use another name for the rest of the elements.
The rule generated by a machine learning function is too complex for conversion to a C expression. In case of candlestick patterns, use the FAST pattern detection mode that generates simpler rules, or reduce the number of patterns.
Number or order of optimized parameters differ from run to run. Make sure that optimize is always called in the same order, the number of optimize calls is the always same as the number of optimized parameters, and the PARAMETERS flag is not changed between optimize calls.
Something's wrong with a series, loop, or matrix in your script. It's likely called in wrong order or with wrong parameters. Check all such calls, and all indicators or functions that are described to create series, such as Volatility, ATR, LowPass, etc. Any run must have the same series with the same size in the same order. Don't skip series calls with if statements, and don't create them in event-triggered functions such as tmf, tick, or tock. The error message tells you at which bar the problem occurs first. If you need an extremely large number of series, increase TradesPerBar until the error message disappears.
The optimize function was called too often per component, or the produced parameters were not found or are inconsisted with the current strategy. Make sure that the optimize calls or the loop parameters were not changed after training. For asset-dependent parameters, make sure that all assets and algos are selected with loop calls and their optimize calls are inside the inner loop. For asset-independent parameters in a portfolio system, make sure that always the same asset is selected before the optimize call.
The advise or optimize function could not find a setup or a trained rule, model, or parameter for the current asset/algo combination. A frequent reason is a wrong setup in your script. Make sure that an asset and algo is selected, the flag PARAMETERS or RULES is set, and TrainMode is set up before any advise or optimize call, then [Train] again.
A price that lies in the future was requested by a price or day function. For the simulation you can suppress this message by setting the PEEK flag. PEEK is not available for real trading though - Zorro is good in predicting prices, but not this good.
A price, series, or TA function required a higher lookback period than reserved through LookBack (default = 80). When no asset is selected and time periods don't change at runtime, Lookback is automatically adapted to the longest indicator time period of the initial run. Otherwise it should be manually set to the longest possible time period. Setting LookBack to 0, or calling ignore(46) allows series longer than the lookback period and suppresses this error message at user's risk.
Historical price data was invalid or insufficient for covering the test period or the LookBack period. In the latter case the script won't run. Possible reasons:
- The selected asset did not exist. Check your asset list.
- Historical price data required for an asset was missing or had insufficient size or resolution, like EOD data for 1-hour bars. Get more or better data.
- The market was closed or the broker server delivered insufficient history (especially with MT4). Download price data from other sources and use PRELOAD.
- A too-short or otherwise wrong test period was set up in the script (see asset). Check dates and periods in the script.
- Errors in a historical data file, such as large gaps or overlapping periods due to broken downloads. Delete it and download it again,
- A too high MinutesPerDay value for one of the used assets.
- A wrong BarMode setting for an asset that is traded at weekends, such as cryptocurrencies.
- A a user-defined bar type that is much larger than the given BarPeriod. Decrease BarPeriod or increase MinutesPerDay for allocating more bars.
Make sure that used assets are selected in the first run, and that historical data - when needed - is sufficient for the backtest plus lookback period and is of the same type for all assets. Don't use a mix of .t1, .t2, and .t6 data, or a part of the data split into years and another part not. You can download price data from online sources with the Download script. Frequently used data is also available on the Zorro Download page. If price data for a certain year is not available, create a .t6 file of 0 bytes size with the name of the asset and year (f.i. SPX500_2017.t6). Zorro will then skip that period in the simulation and not display the error message.
Trades are possibly generated in an endless loop or recursion, f.i. by a TMF that enters trades who themselves enter new trades through their TMF. Or a for(trades) loop is nested inside another for(trades) loop.
The script entered more than one trade per bar and asset, which is normally a sign of a script bug - therefore the error message. If you really need a huge number of trades, for instance for unlimited grid trading or for training several advise functions at the same time, set the TradesPerBar variable to the required number of trades per bar and asset.
Trading was stopped without closing the open trades, then resumed with a different Zorro version. Zorro can only continue trades that the same version has opened. Use the broker platform for closing the trades manually.
Zorro attempted to log in to the broker, but another Zorro instance on the same PC is already connected. For multiple trading sessions and accounts, Zorro S is required.
The script failed to retrieve prices. The selected asset does not exist, or is not available, or had a wrong symbol, or had no prices due to market closure, an offline server, no market subscription, wrong price type, or for other reasons. A checklist:
- What's the error message from the broker API? It normally tells if a symbol is wrong, ambiguous, or unavailable. If the symbol is correct, but the price type is wrong, you might get no broker error message.
- Is the market is open and the broker server online? Sometimes servers are offline due to maintenance at a certain time of day or on weekends. No problem during a trading session, but at startup.
- Have you set the correct price type? Some assets have only ask/bid prices, others have only trade prices.
- Do you have all needed market data subscriptions? Some brokers require a subscription not only for market snapshots, but also for streaming data.
- Is the asset visible and accessible in the watchlist / market list of the broker platform? Some assets of some brokers, f.i. IB or MT4, might be only available via API when previously entered in the watchlist.
One or several parameters in the asset list do not match the values returned from the broker API, or had invalid content. If it happens in [Train] or [Test] mode, edit the asset list and fix the wrong value. If it happens in [Trade] mode at the start of the script, a possible reason of zero content can be a too long response time of MT4/MT5 servers for uploading previously unused assets (see remarks about MT4 issues). In this case, simply start the script again. If the displayed value is substantially different to the value in the asset list, the backtest win't reflect the connected account, so check and correct the asset list. If it happens during a trading session, asset parameters returned from the broker API differ by more than 50% from their previous values. If you are sure that the asset parameters in your list are correct, but the broker API git them wrong, you can override the API with the SET_PATCH command or BrokerPatch setting.
Historical price data could not be downloaded from the broker's price server. The server can be offline or does not offer price data for the given asset and time period. For brokers that offer market data permissions, check if you've subscribed the permissions for the assets to be downloaded.
Check if the historical data is consistent (no mix of .t1, .t6, .t8, LEAN mode) and has similar resolution for all used assets. Tick resolution is recommended for testing with bar periods less than one minute. The test will otherwise run with interpolated price data, but won't be very accurate.
A CSV dataset can not be parsed due to an invalid file format. If the file was recently downloaded (f.i. history.csv), open it with a text editor - it might contain no CSV data, but an error message from the data provider. Otherwise compare the CSV file content with your conversion format string. If in doubt, set Verbose to 7 for checking the source and parse result of the first 2 lines - this normally reveals the format error. The error details:
Bad code - your format string contained an invalid field placeholder.
Bad date - the date code in your format string does not match the date format in the file.
Bad field number - your format string contained invalid field numbers.
An asset list, account list, or panel definition could not be read due to an invalid parameter or format. Check if it has valid CSV format and that no field is empty or contains invalid content. Every line in a .csv file must have the same number of delimiters - all commas or all semicolons - and end with a 'new line' character.
Zorro could not allocate a memory resource. Windows can assign about 3 GB memory to a 32 bit process; if that size is exceeded, or if the memory became too fragmented by previous simulation or training runs, the memory required by the script is unavailable. Some methods to overcome the problem or redusing the memory requirement:
- In case of fragmented memory, simply restart Zorro for getting a fresh contiguous memory area.
- Reduce the number of assets by splitting large asset lists and testing asset subsets in separate runs.
- Reduce the simulation period by setting a later StartDate, an earlier EndDate, or a MaxBars limit.
- Don't use the TICKS flag. Or increase TickTime before selecting the asset.
- Use the LEAN and LEANER flags, and M1 rather than T1 price data.
- On short bar periods in the minute or second range, avoid many plot commands.
A formula for calculating the memory requirement per asset can be found under asset. Usually, memory on a Windows PC is sufficient for several years tick-based backtests even with large history files.
The executable script was compiled with an old Zorro version that is incompatible to the current Zorro. Delete the outdated .x or .dll file and compile it again with the current Zorro version.
A file was not found, could not be opened, or had wrong format. Make sure that the file exists, that it has the correct name, that the Zorro process has access rights to it, and that it is not opened with exclusive access in another application (f.i. a .csv file in Excel). If a Windows error number is given, f.i. (wb:13), the reason of the error can be found in the list below.
2
No such file or directory
9
Bad file number
11, 12
Not enough memory or resources
13
No access rights, or file opened in another application
16
Device or resource busy
23, 24
Too many files open in system
28
No space left on device
30
Read-only file system
38
Filename too long
If the missing file is a .par, .c, .fac, or .ml file, either the script was not yet trained, or the file had a wrong name. The latter hapens when a different asset, or no asset at all, was selected before the first optimize or advise call. Parameter and rule files can then get different names in test and training and thus cannot be read.
The function is not available in this script because it requires a different setup, an external plugin, or Zorro S. Make sure that you installed your personal Zorro S key or token.
Zorro sent an order to the broker API, but received no response due to a server glitch or connection issue right after sending the order. This means that it is unknown whether the position was opened or not. If it was, the trade is orphaned and not under Zorro control. Check in the broker platform if the trade was opened; if so, close it manually.
Zorro closed the trade with the given ID, but the trade was not found in the broker's trade lists. Possibly it was never opened, or was already closed manually or by a margin call or similar event.
A broker connection could not be established. The broker server could be offline or the broker API nonfunctional.
An exitShort/exitLong command for partial closing could not be fully executed because not enough trades were open to close the given number of lots. When partial closing, make sure not to close more lots than are open.
You need Zorro S when your annual profit exceeds $30,000 or your real account balance exceeds $7,000. There are no restrictions for trading on demo or paper accounts.
A trade order was rejected by the broker API during a live trading session. The reason of the rejection is normally printed either to the Zorro log, or to the MT4/MT5 'Experts' log. Valid reasons for not opening or closing trades are: not enough funds, not enough free margin, no permission to trade that asset, a too distant or too close order limit, a wrong asset symbol, a closed market, a beroker server issue, no liquidity / no taker, FIFO violation, NFA rules violation, unsupported hedging (f.i. Oanda), a wrong stop distance, or unsupported partial closing (f.i. some MT4 / MT5 brokers). All this, except for funds, liquidity, and permissions, can often be solved or worked around in the script, the asset list, or in case of a Z system, in the Z.ini configuration.
If a close order is rejected, it will be automatically repeated in increasing intervals until the trade is closed. If it is still not closed after 3 working days, the trade will be removed and no further close orders will be sent. If an open order is rejected, it is not automatically repeated, so it's up to the script to either ignore or handle it.
A function in the script crashed due to a wrong operation. Examples are a division by zero, a wrong type or missing variable in a print/printf call, a wrong array index, or exceeding the stack size by declaring huge local arrays. The current run is aborted, possibly causing subsequent errors, f.i. inconsistent series calls. The name of the faulty function is normally displayed. See Troubleshooting about how to fix bugs in your script functions or deal with other sorts of crashes.
All messages beginning with an exclamation mark are sent from the broker API in a live trading session, so their content depends on the broker. On high Verbose settings, some diagnostics can be printed on events such as session start. Other messages can indicate that the connection was temporarily interrupted or a buy/sell order was rejected (see enter/exit). This happens when assets are traded outside their market hours, such as an UK stock index when the London stock exchange is closed. A "Can't close trade" message can also indicate that the NFA flag was not set on a NFA compliant account, or vice versa. Read the comments on the broker related page (FXCM, IB, Oanda, MTR4, ...) in this manual. When trading with the MT4/5 bridge, details and reason of error message is printed under the [Experts] and [Journal] tabs of the MTR4 platform.
If a trade cannot be opened, Zorro will not attempt to open it again unless either enforced by the script, or when it's a pool trade. Pool trades will be rebalanced at any bar until they match the virtual trades. If a trade cannot be closed, Zorro will attempt to close it again in increasing intervals. If it is still not closed after 4 days, Zorro will assume that it was manually closed, and make no further attempts.
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