Posted By: yosoytrader
Stop Zorro on weekend - equity curve trading - Z strategies - 02/26/15 20:03
Hi I might stop Zorro some weekends, and I read that for older versions stopping zorro should be avoided because of the Equity Curve trading feature,
is it true for newer versions / 1.28.3 ?
are there other reasons that suggest to avoid stopping Zorro on weekends?
Many thanks
Posted By: jcl
Re: Stop Zorro on weekend - equity curve trading - Z strategies - 02/27/15 10:42
If you mean with "stopping" that you manually stop the trading session every Friday and start a new session every Monday for some reason, then yes, this is certainly not recommended when you use equity curve trading or any other mechanism that learns from previous results.
But for merely logging out during the weekend, you can just set the "Weekend" variable accordingly.
Posted By: yosoytrader
Re: Stop Zorro on weekend - equity curve trading - Z strategies - 02/27/15 13:40
I thought that the Z strategies Equity Curve Trading was based in the premise that Zorro could read the closed trades from the demotrades.csv file in order to build EquityLong /EquityShort series,
Thanks for the answer
Posted By: jcl
Re: Stop Zorro on weekend - equity curve trading - Z strategies - 02/27/15 15:29
No, equity curve trading is not based on closed trades, but on the open equity curve. Otherwise it were balance curve trading.
The way it is implemented in Z12 and Z3, the equity horizon is relatively short, only a couple of days. Therefore, ending the session at any Zorro update does not matter, but ending it every weekend would matter.