Chart Viewer and Debugger

A click on [Result] after a test run opens the chart viewer and debugger (Zorro S 1.91 or above; the free Zorro version displays a fixed resolution chart image instead). The chart viewer can zoom and scroll from an overview of the whole simulation down to the a selected date and single bars, and can replay or single step through a strategy for debugging purposes.

By default, the chart shows equity and drawdown profiles (blue and red), the price curve (black), and the trades of the asset selected with the [Asset] scrollbox. Trade entry and exit points are connected with green or red lines for winning or losing trades; with option trades the lines connect strike price with underlying exit price. The equity and drawdown profiles are summed up from the whole portfolio and is averaged over all oversampling cycles. If Capital is invested, it adds to the equity curve dependent on PlotMode settings. The red "underwater equity" displays the drawdown from a preceding equity peak. Additional curves appear either on or below the main chart, depending on plot settings.

Candles are visible at a sufficiently high zoom factor; otherwise the price is displayed as a black line.

Chart Buttons

Date
Jump to a particular date in the chart
Move
Move mode. Drag the chart with the mouse.
Zoom +
Zoom mode. Click on a position in the chart for zooming in.
Zoom Out Zoom out to full range.
Equity

Toggle the equity and underwater bars.

Trades

Toggle the trades.

Export
Export the current chart to a .png image in the Log folder.

Debugger Buttons

Step
Restart the script in single step mode. Step forward 1 bar.
Skip Restart the script in single step mode. Jump to the begin of the next trade.
Replay Replay the script, one bar per second. Gives a sort of live trading experience in fast-forward mode.

Chart images are stored in the Log folder and can be displayed with Zorro's image viewer. The price curve with the displayed trades can be selected with the [Assets] scrollbox before clicking [Result]. The equity curve is always from the sum of all trades of the portfolio. The underlying datasets can be exported and further evaluated with third party charting software, f.i. an R data analysis package.

The free Zorro version has no chart viewer, but charts can still be analyzed with the image viewer, Elements can be removed from the chart by setting their corresponding Color parameters to 0. The size, scale, and resolution of the chart image can be set up with plot parameters (click [Test] again when the script was changed). The number of bars per chart can be limited with the PlotBars variable. #

Visual debugging

For examining the trade behavior in detail, use the [Asset] scrollbox to select the asset to be observed, then click [Step] or [Replay] for stepping through the backtest or replaying it in reduced speed. [Step] moves one bar forward, [Skip] moves to the next bar at which a trade opens or closes. The two buttons also appear on the Zorro main window: 

Single Step Debugging

The stepwise change of variables and indicators can be visualized either with a watch statement, or by plotting them in the chart. For debugging single loops or function calls, watch ("!...", ...) statements can be used. [Step] will then not proceed to the next bar, but to the next watch statement. Stepwise debugging normally begins at the end of the LookBack period. For beginning at a certain date or bar number, call watch dependent on a condition, f.i. if(date() >= 20150401) watch("!...", ...);.

Remarks

See also:

Testing, Colors, plot, watch, Performance Report

► latest version online