Z10 Questions

Hi jcl. After playing a bit with Z10 have a few initial questions:

a) The manual says the prices come from CryptoCopy - should that be CryptoCompare? cryptocopy.me seems to be down (dead?)...

b) Z10 seems to download the entire price history for each asset all over again each new day, rather than just the change - the few latest prices. This is obviously not a big problem given this would only be done every 3 weeks, but is it as expected?

c) I am able to Test to the AR posted in the manual, but in the Zorro window the Monte Carlo AR is wrong - it is not the 50% value from the Performance Report - in fact it isn't any of those values. Is this a bug?

d) Changing the AssetsZ10.csv to (only) add USDT back in drops the CAGR by around an order of magnitude. Other asset combinations can make the system a loser, which seems to validate the manual's comments about the riskiness of Z10 and likely selection bias. How then to best proceed? Is the best choice to include as many of one's exchange's coins as possible (that have reasonable history) to minimize selection bias and therefore risk, at the expense of (Test) CAGR?

e) To clarify another manual comment, should one or the other of USDT and DGD be included, but never both? They would seem to serve different purposes, but the AR difference noted above when both are included gives pause...

f) Re. brokers, newbie question: Rather than a crypto exchange, would it be reasonable to use Shapeshift from a wallet?

Thanks.

and...

g) Perhaps more decimal places for the Profit column in the trades csv's?

Thanks.

H) How could you be anke to test z10?! Normal human beings still can’t count in it....even if S user..or Am I wrong in something?! Thanks a lot.

Yes, it*s Cryptocompare. From online sources, price history is normally loaded in full since many don't have a setting for limiting it anyway. Zorro cannot calculate the Montecarlo AR of reinvesting systems, therefore it is replaced by a script calculation in the performance report, but not in the window. This will be fixed, as also the number of decimals in the CSV.

When editing the asset list, do that only by fundamental criteria, not by test results, or else you'll get awful selection bias. You can add or remove what you want, but then you must stick to it no matter how bad the backtest gets. USDT is excluded because it is not traded at the exchange we're using.

I did not understand question H).

Thanks jcl.

My initial change to the asset list was to add USDT back in, since the example Test result in the manual had it and I was therefore surprised to see it commented out in the installed AssetsZ10.csv.

I understand what you're saying about asset selection, but am a bit unsure how that translates to an actual selection procedure & backtests for this risky system. If I select assets via fundamentals and heatmap, and then get a losing backtest, do I Trade it anyway because the selection was without bias?

Put another way, if a set of assets backtests profitably and then as one runs the system the backtests become losers, but one is to continue Trading the system anyway; is the converse also true? A set of assets that initially backtests as losing will at some point turn profitable due to MVO?

Also, have you used Shapeshift?

Thanks.

simply, How that user could test Z10 if it's not yet included in strategy portfolio included in Zorro S? or Am I missing Something?

Z10 is in the beta version. You also need Zorro S I think.

Hey jcl,

1) I have Zorro S 1.83 and still can't find Z10. When is it going to be included?

2) Since Z10 uses CryptoCompare how do I specify the specific exchange data to use and not depend on their CCCAGG formula?

Z10 will soon be included. You can specify Bittrex instead of CryproCompare in the asset list.

Hi jcl. Would appreciate your thoughts on the questions a few posts back.

Thanks.

If you get a losing backtest with a certain asset selection, you should of course not trade it nevertheless. In such a case you have two valid options. Either you go back to the original selection and trade it. Or you do not trade the system at all, not even with a different asset set, since your test has shown that it is apparently too sensitive to asset selection.

We have not optimized the asset selections, but just collected the assets from the top 10 or top 5 lists of cryptocurrency websites. However we had not experienced any negative 2017 backtest in that way. I think it is in fact quite difficult to get a negative result with cryptos in 2017.

Why does Z10 not auto-trade when there is a bittrex plugin ? Just wondering.

Hi! Yesterday I played around a little with Z10. My understanding is, that after pressing [Test] a list of assets will be presented (asset name, amount, BTC value). I should then update my crypto portfolio according to the list.
Unfortunately my broker does not trade HT, so I followed the documentation and commented out the HT line and added a line with XVG as replacement in AssetsZ10.csv.
The awkward thing is, after pressing [Test] again, I got pretty much the same results, except that HT now is named XVG. Although XVG has a much lower value, the result was still the same as for HT. Please advise how to trigger the calculation after altering AssetsZ10.csv.

Best,
Grotd

Hi JCL, or anyone who's getting the same problem.
I am running into a situation where after testing Z10(I am using Zorro 1832 S), there is no "Z10rot.txt" popping out even after clicking the result button. Does this mean current holding suggestion is all in Bitcoin?
I would appreciate any clarification.