Hi. Today I reTrained a running Z12 and have these questions/problems:

One of the downsides of Zorro is that it stores only 1 set of data in the Registry. My VPS is running more than 1 strategy on different FXCM accounts from different FXCM entities. Z12 was not the last strategy started, so the wrong data was in the registry. Therefore, the Z12 reTrain accessed the wrong FXCM account.

1) How bad a problem is this? Do I need to ensure the correct Registry data and reTrain?

2) Is there any easy way to prevent this problem in the future?

3) While I happened to be looking at the running reTrain it downloaded 2016 prices but immediately after posted a message that it could not download 2015 prices - why? I believe this was for USD/JPY, but can't be sure - see the next question. Also don't know if there were other reTrain problems. Is the new .par file that is now being used invalid?!

4) Z12 reTrain takes a long time. I had other things to do. When I returned to check, the reTrain window was gone, and I can't find any reTrain log. Where is the live reTrain log stored so I can see what it did and what problems happened?!

Thanks.

It does not matter for training which FXCM account is used - it would only matter for testing. I do not know why you could not download 2015 prices. But it's not good to train or test with missing 2015 history files, so make very sure before that you have them. Z12 retraining does not produce a log as to my knowledge. This could be good to add to the next version. But if you want to see the training process, just do a normal training instead of a retraining.

Thanks jcl.

To clarify, when reTraining a live strategy, where do the values for Spread, Commission, Roll, etc. come from? From the live Assets.csv? From AssetsFix.csv? From somewhere else?

The 2015 History files are not missing - but they are only the files from the install. The reTrain was trying to update one, but failed. Perhaps for more than I saw.

My process has been to Test and Train on a development machine, and Trade on a VPS. This means the VPS gets a vanilla install and nothing else - no run of Download, etc. So History isn't updated - until this reTrain was attempted. Would you suggest a different process?

Yes, I think producing a reTraining log is a useful update - it shouldn't be a "blind" process since it affects live Trading. Is this no log issue specific to Z12, or does reTraining never produce a log?

Thanks.

The spread etc. values come from the asset list, not from the broker.

So, if one has Tested and Trained on a development machine using a customized AssetsFix.csv, and then reTrains on a different machine - f.i. a VPS - which only has the vanilla AssetsFix.csv from the install (since nothing else is needed for Trading), the reTrain is invalid since it did not use the correct broker parameters?

Thanks.

Just make sure no history files are missing, and all is valid.

I don't know if it's relevant for you, DdlV but as I stated in another thread it seems to me that in the M1 Price History 2015..2016 from the Download Page the first 21 days of 2015 in GBP/USD are missing.

Thanks jcl, Sphin!

I'm just trying to understand how it all "hangs together". I thought I understood that the Training was based on "trading" results, which are in turn affected by the broker's parameters (Spread, etc.). And therefore these parameters would affect reTraining as well. But jcl is saying not, and I'm not understanding why?

Thanks.

January 2015 of the GBP/USD history was indeed missing! This will be fixed - thanks for the info. It was not detected by the gap detector because it was missing at the begin. - DdlV, training is for determining the optimal parameters of a system. Aside from special cases, spread or leverage depend on the broker and not on the optimal parameters.

Thanks jcl. I understand that spread, leverage, etc. depend on the broker and not the optimal parameters. What has me confused is the reverse question: Don't the optimal parameters depend on the spread, leverage, etc. of the broker?

In other words, for the same strategy the optimal parameters determined using one broker's spread, leverage, etc. will be different from the optimal parameters determined using another broker's (or account's) spread, leverage, etc., correct?

Thanks.