Posted By: jrath
Change start/end date of Z system simulation - 12/12/16 00:13
Hi, I have a few questions to ask about back testing Z scripts.
First of all thanks for developing Zorro and making it available online. The platform seems stable and is easy to start with. The documentation is an incredible read and represents a democratization of e-trading knowledge in my view– you have been generous.
I’ve been trading Z1 live on a 1k USD FXCM micro lot account for about 2 months now after running in demo over the summer. Zorro seems to perform as advertised by detecting and following trend changes and then exiting before the gain is given up. I’ve seen nothing to make me suspect otherwise. Still to be seen of course what the long term results are and if consistent profits are really still possible in this new age of ubiquitous algo trading…
So to get on with my questions,
a)Can I change the start and end date of a Z1 simulation? The end date seems hard coded to me and never increases even as I download new data while live trading. The docs mention changing the end date of your own script but not a Z system sim.
b)Is there a new version of Zorro being made available to download soon? I have downloaded 150, though I run 144 live, but the release notes mention 1.52. The reason I ask is that if the start and end dates of Z-system simulations are fixed then maybe a new version will increase the end date. I keep checking but nothing recent.
c)The documentation says that Z systems ‘have an element of randomness built in‘. This sounds fair and clever but I was curious where/how you introduce this. During my back testing of Z1 I don’t detect any randomness between runs. If it is not run-time randomness is it compile-time or maybe even install-time randomness? It does seem though like Z1 backtests differ between Zorro versions...
d)Finally, right on the front page of the site in the release blurb it states “backtest of live trading sessions” now supported but I could not find any further mentions in the docs despite having read them through twice over. This is just what I want to do – run a sim of Z1 that matches my live trading history. Could you provide a more detail explanation or point me towards the right place?
Once again thank you !
Jason
First of all thanks for developing Zorro and making it available online. The platform seems stable and is easy to start with. The documentation is an incredible read and represents a democratization of e-trading knowledge in my view– you have been generous.
I’ve been trading Z1 live on a 1k USD FXCM micro lot account for about 2 months now after running in demo over the summer. Zorro seems to perform as advertised by detecting and following trend changes and then exiting before the gain is given up. I’ve seen nothing to make me suspect otherwise. Still to be seen of course what the long term results are and if consistent profits are really still possible in this new age of ubiquitous algo trading…
So to get on with my questions,
a)Can I change the start and end date of a Z1 simulation? The end date seems hard coded to me and never increases even as I download new data while live trading. The docs mention changing the end date of your own script but not a Z system sim.
b)Is there a new version of Zorro being made available to download soon? I have downloaded 150, though I run 144 live, but the release notes mention 1.52. The reason I ask is that if the start and end dates of Z-system simulations are fixed then maybe a new version will increase the end date. I keep checking but nothing recent.
c)The documentation says that Z systems ‘have an element of randomness built in‘. This sounds fair and clever but I was curious where/how you introduce this. During my back testing of Z1 I don’t detect any randomness between runs. If it is not run-time randomness is it compile-time or maybe even install-time randomness? It does seem though like Z1 backtests differ between Zorro versions...
d)Finally, right on the front page of the site in the release blurb it states “backtest of live trading sessions” now supported but I could not find any further mentions in the docs despite having read them through twice over. This is just what I want to do – run a sim of Z1 that matches my live trading history. Could you provide a more detail explanation or point me towards the right place?
Once again thank you !
Jason
