I'm confused by the phantom trades in Z strategies. Why do they exist, what's their purpose? Couldn't find it explained in the manual...
Also, if they're not sent to the broker, how come they have the four number identifier just like the real trades? I thought the broker decides on those numbers?
The purpose is to test the market and determine if a certain strategy is profitable at the moment or not. Because we don't want to spend money for testing the market with real trades, Zorro uses phantom trades. This method is not new, you can google it under "Equity curve trading". Commercial trading institutions often use this method for their algorithmic trading.
