Posted By: jmlocatelli
Z12 assets list - 01/06/18 01:03
How to change the list of assets to be traded by Z12. Creating an AssetsZ12.csv seems not to work, as with Z8 and Z9.
tks,
tks,
Z12 assets list
Posted By: jcl
Re: Z12 assets list - 01/15/18 09:53
Z12 is for particular assets only. You can remove, but not add assets to Z12.
Posted By: Meini
Re: Z12 assets list - 03/29/18 19:01
... and where do you put those assets that you don't want Z12 to trade?
Exclude = "..." in Z.ini seem to work at least when back testing. But in the documentation it says that's only for z3 and z7...?
Exclude = "..." in Z.ini seem to work at least when back testing. But in the documentation it says that's only for z3 and z7...?
Posted By: AndrewAMD
Re: Z12 assets list - 03/29/18 20:00
Originally Posted By: Meini
... and where do you put those assets that you don't want Z12 to trade?
Exclude = "..." in Z.ini seem to work at least when back testing. But in the documentation it says that's only for z3 and z7...?
Exclude = "..." in Z.ini seem to work at least when back testing. But in the documentation it says that's only for z3 and z7...?
Quote:
Exclude Assets: [...] For excluding a certain component from trading in Z1, Z2, or Z12, edit the Z12.fac factors file (DataZ12.fac) and place minus signs '-' in front of its OptimalF factors.