Posted By: Sphin
Z12 re-train howto? - 06/13/14 18:23
It seems I'm not able to re-train my Z12. I updated the prices of all assets Z12 is trading and hit the [Train] button like advised in the manual (I'm using Zorro S). After a long while the training was finished and the Z12.fac, Z12.par and the Z12_x.par (with x from 1 to 11) were written new - but their contents are exactly the same compared with the ones of 6 weeks ago. I guess they should be slightly different as a result of the training? For sure the "Result" shows also the same test period as 6 weeks ago (16.12.2010-10.03.2014) but I think this is hard coded and cannot be changed. What did I wrong and how to re-train the strategy?
Thanks, Sphin
Posted By: jcl
Re: Z12 re-train howto? - 06/14/14 08:08
You probably trained the system instead of re-training it. Re-training updates only Z12.par. Full training updates all parameter files, but does not make sense because the WFO periods are fixed. So it will take a long time and you'll end up with the same files as before.
For re-training a system, just click [Train] while it is trading. This is not necessary for Z12, though, as we'll provide anyway new parameter files with any Zorro update.
Posted By: GPEngine
Re: Z12 re-train howto? - 06/14/14 15:09
Just curious...
WFO periods are fixed.
How?
Posted By: Sphin
Re: Z12 re-train howto? - 06/14/14 20:32
If you have Zorro S, you can also re-train the strategies yourself by clicking the [Train] button. This works even while live trading.
This sounds to me as there would be no difference between training and trading/training, but okay.
But even after trading/training I receive a Z12.fac that looks like this and it seems to be very strange because most OptimalF factors are .000 and their components therefore are excluded. Compared with the original Z12.fac the new one contains only 10% of the components at all.
AUD/USD:CY .000 0.05 1/3 84.0
AUD/USD:CY:L .000 ---- 0/0 -0.0
AUD/USD:CY:S .000 0.05 1/3 84.0
EUR/USD:ES .000 0.40 3/7 88.3
EUR/USD:ES:L .000 0.00 0/2 87.9
EUR/USD:ES:S .000 0.99 3/5 0.4
EUR/USD:HU .999 4.80 3/3 -56.3
EUR/USD:HU:L .000 ---- 0/0 -0.0
EUR/USD:HU:S .999 4.80 3/3 -56.3
EUR/USD:LP .000 0.00 0/4 17.1
EUR/USD:LP:L .000 ---- 0/0 -0.0
EUR/USD:LP:S .000 0.00 0/4 17.1
EUR/USD:LS .000 0.00 0/4 17.1
EUR/USD:LS:L .000 ---- 0/0 -0.0
EUR/USD:LS:S .000 0.00 0/4 17.1
SPX500:CY .000 0.00 0/4 34.2
SPX500:CY:L .000 ---- 0/0 -0.0
SPX500:CY:S .000 0.00 0/4 34.2
UK100:CT .000 0.00 0/4 22.6
UK100:CT:L .000 ---- 0/0 -0.0
UK100:CT:S .000 0.00 0/4 22.6
UK100:VO .1000 ++++ 1/0 -5.5
UK100:VO:L .000 ++++ 1/0 -5.5
UK100:VO:S .000 ---- 0/0 -0.0
US30:CY .000 0.00 0/2 13.6
US30:CY:L .000 ---- 0/0 -0.0
US30:CY:S .000 0.00 0/2 13.6
USD/CHF:HP .000 0.00 0/6 380.6
USD/CHF:HP:L .000 ---- 0/0 -0.0
USD/CHF:HP:S .000 0.00 0/6 380.6
XAG/USD:ES .1000 0.00 0/6 4.4
XAG/USD:ES:L .000 0.00 0/6 4.4
XAG/USD:ES:S .000 ---- 0/0 -0.0
I think trading a Z12 with a Z12.fac after training (while trading) might not be the best idea.
Posted By: jcl
Re: Z12 re-train howto? - 06/16/14 06:35
The reason is that the .fac file was generated for the last cycle only, just as the .par file. Please disregard that file and replace it with the original.
Z12 was not supposed to generate a .fac file on re-training, but it did for some reason. This will be fixed in the next update. Z3 had the same problem. We'll change the behavior on that occasion so that [Train] also re-trains only.
- The fixed WFO cyles come from setting EndDate in the script to the date when the system was last fully trained.
Posted By: GPEngine
Re: Z12 re-train howto? - 06/17/14 04:05
- (fixed WFO cyles) I see.
Posted By: Sphin
Re: Z12 re-train howto? - 06/17/14 15:53
Is it advisable to use the Z12.par after re-training (training while trading) or is it better to wait generally for new parameters and factors coming with the next update?
Thanks, Sphin
Posted By: jcl
Re: Z12 re-train howto? - 06/17/14 15:55
It is normally better to wait. Only when our company goes down due to a vulcanic eruption, or an atomic war, or god's wrath, and can not provide updates anymore, you have the option to train Z12 yourself.
Posted By: killerkhan
Re: Z12 re-train howto? - 09/30/14 12:26
WHat about adding other assets to the Z12 to trade? I am running FXCM US and its all currencies. My broker gives me alot more currencies to trade than what Z12 is trading. The z12 .pac or .par file does not include currencies like eurjpy, gbpjpy, or other cross currencies. Can we get those in the next update/release? right now its only trading EUR/USD, USD/CHF, GBP/USD, USD/CAD, USD/JPY, AUD/USD. its got NAS100, SPX500, US30, GER30, XAU/USD, XAG/USD, UK100 in the .pac and .par file but these are useless to me since FXCM US doe not allow these assets.
Possible to trade all these assets with Z12?
"EUR/USD","GBP/USD","AUD/USD","EUR/JPY","EUR/CHF","USD/JPY",
"GBP/JPY","AUD/JPY","NZD/USD","USD/CAD","USD/CHF","EUR/AUD",
"EUR/GBP","GBP/AUD","NZD/JPY","GBP/NZD","GBP/CHF","AUD/NZD",
"AUD/CAD","GBP/CAD"
meaning can we get them in the next release of software or how can we manually add to the Z12 with optimal parameters? thanks,
Posted By: royal
Re: Z12 re-train howto? - 09/30/14 14:54
I suppose there are good reasons why not all currencies are traded
Posted By: jcl
Re: Z12 re-train howto? - 09/30/14 15:17
Yes. Currencies that are exotic, high spread, or redundant are not traded. F.i. when you trade EUR/USD and USD/JPY, you normally need not trade EUR/JPY.