Hi,

I have started live trading, using a multi-asset, multi-algo system. Basically, the same pairs are traded by 4 algos.

My question is about if Zorro is stopped to increase the lots (which I prefer to do manually and not with OptimalF). How would that affect the current trades? Would reversals be recognized as coming from the same algo? In my case, I did not stipulate Hedge as I wanted the default (1) so that each algo would open/close positions within itself only. If I stop Zorro, increase Lots, and restart, will there be any effect?

My system takes a while to get going as trades are infrequent and open for a long time, so it is essential that I don't have to "start over". I hope that if Zorro crashes, restarts will also recognize which trades belong to each algorithm and recover accordingly - is this correct?

Thanks,
/CL

Yes restarting recovers open trades, but increasing Lots will affect only new trades, not the trades that are already open.

I should have mentioned that my system uses only algorithms that are purely reversal based. Basically, as soon as any algo opens a position, all subsequent signals close and reverse the direction of the trade. Hence, after a certain amount of time, all algos have a trade open for all pairs.

So if I understand correctly, stopping Zorro and increasing lots from 5 lots to 10 lots would have the following effect for algo1, with a long position in EUR/USD of 5 lots open: when a sell signal arrives, the 5 lots open EUR/USD position will be closed, and 10 lots EUR/USD will be open short - is this correct?

If so, this behavior would be ideal. Thanks.

Have you considered using a slider to increase the lot size? There are only three available sliders, so it depends on whether you keep the same lot size for all symbols. Alternatively you could use an input text file. Then to increase the lot size, just change the setting in the file. See Z.ini for an example and the File Function example in the manual. It will be read each time the algo executes.

These are good suggestions, thanks! I added a slider as you suggested which is extremely simple. I assume it will also affect new trades, so adjusting when desired is perfect.

To add to the questions:

1) What about adding another algo - would existing algos run with current trades IF the filename is the name and the exisiting algos are unchanged? The algos continue with trades by reading the logfile, correct? So perhaps the current algos can even be changed?

2) What about moving to Zorro S - no additional concerns restarting the same program?

Thanks, /CL

To answer the questions - yes, you can add another algo without affecting the current trades. You should only care not to remove an algo or asset that still has open trades.

There won't be a problem continuing trades with Zorro S or with a newer Zorro version.

I assume that if you add another algo that uses WFO, you also need to copy over the .fac file, or retrain the trading instance. Just saying what might be forgotten.