I don't think that it matters much for your results if you're using Zorro 1.20 or 1.22. But the same script can produce very different performance when something else is different, such as the test periods, or account parameters.
When you don't know why system A produces a different result than system B, just compare the trades in the log - that's the easiest way to find the reason.
Re: TakeProfit difference between 1.20 and 1.22
[Re: jcl]
#439982 04/14/1412:2804/14/1412:28
Well, entry times and prices are the same in both cases, exit times are the same, exit prices are different. looks like 1.2 is exiting at the close of the bar and 1.22 is exiting at the open of the bar.
Yes, it's the exit price. The trade is not exited at the open or close. Hitting a stop or profit target normally happens inside the bar. If both are triggered in the same bar, the exit price can't be determined, but must be estimated. I suspect that this the reason of the difference here.
AFAIK Zorro 1.22 uses a more pessimistic algorithm for estimating intrabar exit prices, with a larger weight on the begin of the bar - that seems to cause the differences in this case. When the performance depends heavily on profit targets or stops, set the TICKS flag. It gives more precise estimates for intrabar simulation.
Re: TakeProfit difference between 1.20 and 1.22
[Re: jcl]
#439985 04/14/1414:1004/14/1414:10
The 15% is the most realistic of the three results here, i.e. the return of the highest likeliness in real trading. Even with TICKS set, when stop and target are hit in the same 1-minute bar, the inaccuracy is equal to the high-low difference of that bar.
