Testing Z sysems with different brokers?

Posted By: Hredot

Testing Z sysems with different brokers? - 09/12/17 13:15

I first selected IB (demo) in Zorro and run a test of z12. Saved the z12.txt log.
Then I selected Oanda V20 in Zorro and run a test of z12. Saved the z12.txt log.

Comparing both files in Beyond Compare reveals that they are identical. This suggests that Zorro did not actually apply broker specific parameters to the two tests. (Since IB offers less leverage I would have expected a different return rate or at least bigger capital requirement in the log.)

Therefore the question:

Is there a way to test the Z systems with specific broker parameters?
Perhaps I can manually find out broker parameters somewhere and set them in Zorro before hitting the test button?
If possible, how do I do this?

Thanks for any suggestion!
Posted By: DdlV

Re: Testing Z sysems with different brokers? - 09/12/17 15:54

Hi Hredot. Check in the manual re. AssetsFix.

HTH.
Posted By: Hredot

Re: Testing Z sysems with different brokers? - 09/12/17 19:16

Hi DdlV,
Thanks for your reply!
Strangely, the manual does not have a search field, which makes it extremely difficult to find instances of words.
Still, following the words you suggested I actually arrived on the page:
http://zorro-project.com/manual/en/export.htm
where the subsection "Simulating a different broker account" seems to answer my question.
I will give it a try later today!
Posted By: AndrewAMD

Re: Testing Z sysems with different brokers? - 09/12/17 19:22

Originally Posted By: Hredot
Strangely, the manual does not have a search field, which makes it extremely difficult to find instances of words.

To search:
  • Open Zorro
  • Press Help
  • Click on Search Tab
  • Now you can search.
Posted By: Hredot

Re: Testing Z sysems with different brokers? - 09/12/17 20:03

Thank you AndrewAMD! Awesome, that's good to know.
Posted By: Hredot

Re: Testing Z sysems with different brokers? - 09/13/17 00:36

OK, just got the assets from my IB demo account and saved them in AssetsFix file. Strangely, the leverage field on currencies was more than 1 even though they have 10mio margin requirement for ForEx leverage! oO

After a test run of z12 the report numbers changed somewhat.

BUT! When I set all leverage fields to 1 in AssetsFix file, the z12 run returns the same results and same margin requirements! This is kind of strange. z12 does not leverage the trades usually?
Could someone confirm if you observe the same behavior?
Posted By: JoFo

Re: Testing Z sysems with different brokers? - 09/13/17 11:53

Z 12 trade with a leverage 1:100.
I think thats fixed
Posted By: Hredot

Re: Testing Z sysems with different brokers? - 09/13/17 13:11

Oh, I see. Thanks for letting me know!
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