Posted By: Mothership
Money Management part in the manual - 05/03/14 08:18
Hi,
I'm currently reading through the zorro manual.
In the money management part, there's something I don't really follow.
Under the headline 'Allocating capital' there's a list over some optimalF factors:
with a text belows that says:
The first column identifies the component; it consists of the asset name, the algorithm identifier and "S" or "L" for short or long trades. The second column contains the OptimalF factors for that component. For instance, in the list above the first line assigns a OptimalF factor of 0.049 to all long trades with the identifier "BB" and the "XAU/USD" asset. Short trades of the same sort get a factor of 0, as they were not profitable in the test. The further numbers in the lines contain the profit factor and the number of winning and losing trades; they are normally not used in strategies.
First off, I can't see anything that says '0.049', also I can't find anything about XAU/USD.
Am I blind? Or is there something wrong?
I'm currently reading through the zorro manual.
In the money management part, there's something I don't really follow.
Under the headline 'Allocating capital' there's a list over some optimalF factors:
Code:
AUD/USD:ES .036 1.14 45/87 0.1 AUD/USD:ES:L .036 1.14 45/87 0.1 AUD/USD:ES:S .000 ---- 0/0 0.0 EUR/USD:VO .027 2.20 24/23 3.3 EUR/USD:VO:L .027 1.58 12/11 0.9 EUR/USD:VO:S .032 2.90 12/12 2.5 NAS100:ES .114 1.42 63/90 4.6 NAS100:ES:L .101 1.39 33/44 2.1 NAS100:ES:S .128 1.46 30/46 2.5 USD/CAD:BB .030 1.41 19/25 1.3 USD/CAD:BB:L .030 1.41 19/25 1.3 USD/CAD:BB:S .000 ---- 0/0 0.0 USD/CAD:HU .012 1.74 48/36 3.3 USD/CAD:HU:L .066 1.42 24/20 0.2 USD/CAD:HU:S .012 1.79 24/16 3.1 USD/CHF:CT .104 1.60 16/17 0.6 USD/CHF:CT:L .104 1.60 16/17 0.6 USD/CHF:CT:S .000 ---- 0/0 0.0 USD/CHF:CY .025 1.10 21/24 0.1 USD/CHF:CY:L .025 1.10 21/24 0.1 USD/CHF:CY:S .000 ---- 0/0 0.0 USD/CHF:HP .025 1.45 31/48 3.2 USD/CHF:HP:L .000 ---- 0/0 0.0 USD/CHF:HP:S .025 1.45 31/48 3.2 USD/CHF:VO .011 3.93 17/8 7.6 USD/CHF:VO:L .011 3.93 17/8 7.6 USD/CHF:VO:S .000 ---- 0/0 0.0
with a text belows that says:
Quote:
The first column identifies the component; it consists of the asset name, the algorithm identifier and "S" or "L" for short or long trades. The second column contains the OptimalF factors for that component. For instance, in the list above the first line assigns a OptimalF factor of 0.049 to all long trades with the identifier "BB" and the "XAU/USD" asset. Short trades of the same sort get a factor of 0, as they were not profitable in the test. The further numbers in the lines contain the profit factor and the number of winning and losing trades; they are normally not used in strategies.
First off, I can't see anything that says '0.049', also I can't find anything about XAU/USD.
Am I blind? Or is there something wrong?