There have been quite a few times when we've had to ask "did you get X trade" or "does Z-system X work", "how's the drawdown right now", "does system X work with broker Y" and it's been largely ad-hoc answers up until now.

I propose we share Z-system performance amongst ourselves to resolve some of these issues. As such, I'm starting the following list myself, which I'll update with links from anyone else who cares to share, for easy access. Hopefully it'll also be helpful to the devs.

I'm personally using Myfxbook with a "private invitation" which should stop this from showing up in the regular Myfxbook index. If you want to do this yourself, you should go to your portfolio, to your system and click the green "share" button in the top right under the time and search button. If you're uncomfortable sharing your balance or other details, you can choose not to share information in the invitation settings.

If you haven't used Myfxbook before but would like to, you can simply create an account and add your Z System account under the Portfolio tab. They support everything supported by Zorro other than IB and everything's private by default.

So here it is:

• Z12; IC Markets True ECN; 1:100; 2016-06-02 - present; Veratyr (note: ignore results before Jun 2, 2016. This account was used for other things prior to running Z12).

If you'd like to be added to the list, please post a link.

Hi
Question: And what we doing with the Results?
Do you think JCL would give us a plausible answer if we see the Results are not as promissed in the Manual?

IT'S a FAKE
- Why many users have stopped to trade with Z's ??
- I never heard about positive experience wth Z's ??

why I am convinced that there is a FAKE:
Let us compare
Equity Curve from the Manual 1.46



We see Z12 Manual: March and April rising Equity
We see Z12 Veratyr: March and April flat Equity
OK: 3 months are not enough to compare
BUT:
My Z12's better shows the differenz
I am a ZorroS User
I must say I lost over 10'000 CHFR since Okt 2013

Data imported from FXCM Report to Excel


We see Z12 Manual: 2015 rising Equity
We see Z12 JeyKeyII: 2015 falling Equity

We see Z12 Manual: 2016 rising Equity
We see Z12 JeyKeyII: 2016 falling Equity
SHIT SHIT SHIT

Already mentioned by other users:
Some trades are open over 2 Months

1 UK100: Floating profit, 30% "eaten" by Rollover
2 US30: Floating profit, 100% "eaten" by Rollover
3 US30: Floating profit, 50% "eaten" by Rollover
"The only winner is the Broker" JCL gets commission from the Broker

while writing this post, some of those trades was closed

60% of the profit are lost by Rollover
UK100 is still open

@JCL
To Lose hard earned money with work, is realy not funny.

Nun auf Deutsch weiter:
Ich finde es echt unverantwortlich, wenn nicht unseriös,
Leute zu animieren, irgendein Produkt (Zorro) zu kaufen, indem man falsche Tatsachen vortäuscht. Ist, soviel ich weiss auch in Deutschland nicht "gentlemen like" vorallem wenn es um Finanzprodukte geht.

Irgendwo hast du mal sinngemäss geschrieben:
Oft werden Strategien "verkauft" / angeboten, welche nur auf die "Vergangenheit" opmtimiert sind, um zu zeigen wie profitabel dies Strategie ist.
Auszug Zorro-WerbePage FAQ:
--------------------------------------------------
I've heard that almost all trading tools are scam. How honest is Zorro?

Scam is indeed a major source of income in the trading scene. Unlike all the "Forex Autopilots", "Trading Robots" or "Expert Advisors" sold on various websites, Zorro's included stategies really work - they
are based on sound math and don't fake profitability with martingale methods. Their algorithms are not 'secret', but explained in the included trading course. Anyone can test and verify them.
--------------------------------------------------
"Anyone can test and verify them"
Leider nicht möglich. Man kann Walkforward-Test nur bis zum Release Datum machen. Will man damit verstecken, dass die Zukunft doch anders aussieht als die "optimierte" Vergangenheit?
Die User würden gerne den Test bis "aktuelles" Datum machen
Du müsstest nur die Zeile "EndDate = xxxxxxxx" enfernen.

Mal schauen ob da ein vernüftiges Feedback kommt

The results on my account are currently near useless, with everything from before Jun 2 being unrelated to the Z-Systems. My own Myfxbook account only has around a week of usable data.



We can use the results to determine whether things perform as expected, whether there are any bugs, whether any particular parameters like broker cause issues.

We so far have details of one account that has issues and while that's helpful to know, we shouldn't jump to any conclusions until we have at least someone else who has similar issues. You may be an outlier.

I do expect though that if everyone who posts here has issues, jcl would do something about it. I seriously doubt that's the case though.

Would you consider adding your FXCM account to Myfxbook and giving me a link so I can add you to the list? If there are issues, being able to compare your results to anyone else who's added would be a big help.

This is speculation but is your account denominated in CHF? It may be that this contributes to your problem. Every time you trade a pair that doesn't contain CHF, you actually have to make two trades. For example if you trade EURUSD, first you have to trade CHF for EUR and only then can you trade EUR for USD. I'm not sure how brokers handle this and how it contributes to rollover but it might be worth your time to conversomeom of your funds to USD and put them in a USD denominated account. Hopefully jcl can comment on whether my speculation is insane or not.

You asked for results, you got results
lick me

Very mature.

The idea is that we can compare things in the future. If you give me a Myfxbook link, we can compare which trades we have open, what account settings we have and whether we're performing the same in the future. If you don't want to do that, it's totally okay but please don't pollute the thread with off topic discussion.

I would cut down the risk per trade to start with.

I could share my groth curve but it is at -100% since january so it is basically flat. I have been underwater since I opened the account and now it is actually going up again. This is a 1:500 mt4 account. The fcxm DD 1:200 account is going down in the same period as yours.

Now, there is risk, margin, broker, moment the trader begun the connection, the currency used, the mt4 bridge used, historiy data used for lookback, training, vps quality, api, capital invested, time the z-systems were active and so on....There are so many possible ways to explain why the Z-systems results are not reproduced that it can allways be something to explain each case.

Having said that, it has been some post about Z-systems in the past and the losses that the users got. I think the manual has changed now regarding Z-systems so that the user is more aware of the risk of using them. Because it says that Z-systems are relatively simple and not like a perfect system and I am not sure if zorro team has the intention to improve z12 by using the feedback provided by the users.
It seems like z-systems are tuned versions of the workshops in the tutorial. The question maybe how we tune a strategy so that the simple algo which has an edge becomes finally a profitable strategy? There is a post in the finantial hacker blog about it: adding stop, trailing, risk managment and so on. The point is that a good pimped version of workshop 6, as it is z12, is more than just that. There are examples of tmf trailing functions on the manual but a workshop, or a post on the blog would be helpfull, otherwise develop a strategy is like throwing a coin until one get the tmf function which works good.

But I am up to looking at different users performance. which link do you need? Even a perfect backtest without overfitting cannot garanty good results in the future and that maybe the case with z12. But at least the results of the Z12 included in the 1.34 zorro version should reproduced the DD of the beginning of january. The current z12 is different therefore there is not such a DD on january 2016, but it should be in that version so then it could be ensured that z12 simulation results are close to trading results.

All good points. There are a lot of parameters but I think it's okay to find problems first and figure out why they happen later. To start with, I think the details on the Myfxbook pages are enough (broker, leverage, deposits, withdrawals).

When you were asking which link I needed, did you mean which account? If you're running two, both would be helpful, as we can compare FXCM to whatever you're using for the high leverage account.

Maybe we should use FX Blue for sharing the results http://www.fxblue.com/index.aspx One Advanatge is that you can set the begin of the period that you want to publish. I have used MyFXBook before, but now I have switched.

I run the Z-Systems on an FXCM demo account and the equity is down.

If you prefer FxBlue, you can share that instead, I'm not picky. I'll try it out myself because setting the period sounds helpful.

Okay, I've updated my Z12 link to this/. You don't need to filter the dates or anything.

I've also set up FXBlue here, with pin code 314159. You'll need to filter this one since I couldn't figure out how to make FXBlue remember it.

Here is my Zorro 1.46 Z12 FXCM Demo http://www.fxblue.com/users/zorroz12

Thanks!

Apparently I can't edit the original post, which is unfortunate.

Hi, I have a question have you properly tested the z12 system?
I am asking because with the version released with 1.46.
I have a back-test draw-down that last for more than one year, at default settings. The results are even worst increasing margin settings.
I have pointed out in another post, but I have not received a lot of attention.

I guess that before trading live or demo you should properly test the system in order to benchmark properly.

Attached my "not so nice" back-test with data downloaded from scratch from Oanda and AssetsFix updated from Oanda live account with the Download.x script.

my 2 cents

Here is my Zorro 1.46 Z12 FXCM Demo Result:

Walk-Forward Test Z12 portfolio

Simulated account AssetsFix
Bar period 4 hours (avg 337 min)
Simulation period 29.04.2010-07.06.2016 (9495 bars)
Test period 24.01.2013-07.06.2016 (5223 bars)
Lookback period 500 bars (17 weeks)
WFO test cycles 11 x 475 bars (16 weeks)
Training cycles 12 x 4272 bars (147 weeks)
Monte Carlo cycles 200
Assumed slippage 10.0 sec

Gross win/loss 45537$ / -30714$ (+120197p)
Average profit 4404$/year, 367$/month, 17$/day
Max drawdown -903$ 6% (MAE -2024$ 14%)
Total down time 26% (TAE 85%)
Max down time 21 weeks from Jul 2013
Max open margin 1025$
Max open risk 43287$
Trade volume 5366949$ (1594370$/year)
Transaction costs -1171$ spr, -936$ slp, -281$ rol, -261$ com
Capital required 1877$

Number of trades 2335 (694/year, 14/week, 3/day)
Percent winning 50.3%
Max win/loss 556$ / -299$
Avg trade profit 6.35$ 51.5p (+314.5p / -214.5p)
Avg trade slippage -0.40$ -3.2p (+0.3p / -6.9p)
Avg trade bars 54 (+69 / -37)
Max trade bars 967 (33 weeks)
Time in market 2457%
Max open trades 51
Max loss streak 16 (uncorrelated 12)

Annual return 235%
Profit factor 1.48 (PRR 1.40)
Sharpe ratio 1.75
Kelly criterion 1.29
R2 coefficient 0.758
Ulcer index 3.7%
Prediction error 9%
Cycle performance 1.57 1.42 1.45 1.50

Totally different results.
Pls double check that you have updated the AssetsFix file with real costs gathered from the broker and not just used the default one.
Ulcer Index, in particular is so different... If you see the equity line in the manual you can easily identify a long draw-down period. Much longer than 5 months as reported in your test result. I do not know...

I have used FXCM and the defaults because for me it seems to match the real costs. The big problem is that spreads, swaps, ... change over time. For better backtests it is essential to have ask and bid.

You have mentioned that you use Oanda, which was a good broker when all the others were not so good. I have traded with Oanda in 2012 until I found out that the performce of my system was 10% and more less than the results with ActivTrades, LMAX, ... . During the European session ActivTrades has a nearly fixed spread of 0.7 pip for the eurusd and they don't have more slippage than others.

What I really don't understand WHY I should fix the asset info manually when everything(except the symbolname) is available via MT4?

For this you need tick history. OANDA seems to allow you to export it from fxTrade, maybe you should look at converting it to the format Zorro uses.



The reasons I can think of are:

- You need to fix the parameters so that when you develop a strategy, you can be sure that any change to the system's output is a result of you changing the code, rather than a change in the account. For example if your broker can't give you historical spreads (MT4 can't), you need to fix the spread in advance. If you use the spread from a static file, a changing spread can't affect your strategy. If you use the spread from MT4, your test might do well with a tiny spread when you test but then after you change the code, MT4's spread might be huge and kill your strategy. You'll have no way of knowing whether it was your code that did it.

- Not all brokers offer the same things MT4 does. The Z Systems need to support all the brokers so they can't rely too much on feature that other brokers lack.



Yes. Here's a test I did a while ago (I think this was default assets list): http://pastebin.com/2zy5JTfa

Here's a test I did just now with standard assets list: http://pastebin.com/amyQB2CU

Here's a test I did just now with IC Markets assets list from a few days ago: http://pastebin.com/0V63Br3E

I'm working on a test after retraining with the IC Markets assets list.

ok, thank you everybody.
Based on my experience I consider a proper "broker related" test if you update the AssetFix file during normal market time with the download.x script provided with Zorro and than force z strategies to use that Assets list. Check the setting into the z.ini file.
I am stressing this point because I have never been able to achieve the testing results you are showing after having done this procedure with LMAX and OANDA.

I am not an expert so I could be wrong, but 6 eyes can see better than 2

Then it seems like LMAX and OANDA are the problem.

Anyhow, this thread is intended for the sharing of Z Systems actively running against a broker's server. If you want to follow up on test results, please make a new thread.

If you don't have a Myfxbook or FX Blue Live link, your post is probably off topic for this thread.

Oh, I give up immediately.
I thought that this thread was about to benchmark "Z Systems actively running against a broker's server" with expected results...

You can do that if you want but that's not really possible at the moment since nobody has posted a system that's been running long enough to compare to tests. If you have a Z system that's been running a while and you'd like to share it so we can compare, go ahead.

Don't know if anyone's interested but Z12 has been having a really good few weeks. Equity is currently at ~$417 overall profit after the earlier drawdown.

You can compare with mine.

https://www.myfxbook.com/members/Sheffield/z12/1396113

Thanks!

It's interesting how different your account looks to the backtests I've seen. Do you have any idea why they're so different?

Mine is different because I started it with Z1, then switched to Z12. I started with higher risk settings and now have lower risk settings. Also, I manually trade the S&P500 and switched off that asset in Z12. So mine is not the best to compare with.

Here is my Zorro 1.46 Z7 FXCM Demo http://www.fxblue.com/users/zorroz7

Z12 has already 8 open GBPUSD postions, how can I check that this is OK? I run Z12 on a VPS and have only stopped it for 2 updates.

You can check my history. There are similar looking trades there.

Heres a month by month comparison between my Z12 and Veratyr's since June 2015.

It's worth noting that Z12 has been doing really well lately. It was down for a while (which angered a lot of people) but for me right now, I've recovered and it's back up ~35% on my initial investment.

Also the difference between RTG's account and mine looks like it's probably mainly down to the difference in leverage we're using. My orders are larger despite my account being much smaller.

Have you stopped trading z12?

I did not retrain neither updated my Zorro after brexit since my account had good possitions all the time. Therefore I have an equity curve from july until now.

You can see there a DD of 3k in december. If someone begin trading Z12 at that time, the whole account would be eaten. Or in August one would get a DD of 2.5k. Not funny.

Thats why I do not recommend trading these systems eventhough I do. But well, I play lotto too.

Z5 zorro team equity curve is easy show as an example at zorro blog while z12 is "secretly" hidden eventhoug it could be used as well as an example of trend and mean reversion trading strategies combined. Or at least z2 and z1 could be shown by they are not.

Be aware of these things before trading these systems.

To be honest, if I look at the shared results of the Z systems (thank you for that), none looks and reports like described in the manual. Just starting with Zorro, but their statistics are quite bad and it seems that it is not advisable to trade the Z systems at all?

Hi,
First, big thanks to the owners of Zorro System, it´s awesome!

I did set a demo account with Z12 last week :
http://www.myfxbook.com/members/toconar/miz12con4k/1944519

What amazes me is the amount of potential benefits it had loss, as you can see in the chart attached (blue line=Equity, Brown line=Balance)

Initial balance was 4000€, it has made +100€ or 2.5% gain quick, but it did not close any trade until it was too late.

Question: is this the normal / designed behavior?

You will find that is that case more often than not.

I did briefly stop trading Z12 (needed the money for other stuff for a while) but I've refunded the account and resumed it (with 75 margin).

I'll add that looking at the backtest and my Myfxbook around the same period, it does seem similar. And Z12 was well and truly profitable by the time I needed the money.

Caught this podcast episode the other day.

https://robbooker.com/ep-6-scott-the-man-who-makes-1000-a-day-with-a-trading-robot/

It features a script trader who makes around $1000 AUD per day using an MT4 based strategy.

live myfxbook account here
https://www.myfxbook.com/members/Hose80/tenfortyone/1059719

They disclose the strategy in the interview, a type of divergence reversion to mean seems to be the core of it.

Now this guy is making the type of money we all would like using someones elses system.



I think its possible to emulate this system with Zorro.

RTG: avg trade length 1d, yet there are trades that have been opened for many months, currently -50000 AUD in open trades - that's quite suspicious.

It seems all wrong to me as well. Average loss is 5x average win. No stop loss it seems and small take profit. Holds onto losing trades for long durations.

Yet currently at or near new equity highs. Would like to simulate it to run it through a battery of tests Zorro offers.

SR 0.06, lots of drawdowns but running stable for years - very interesting...

Quote:
"That’s a robot that looks for short-term divergences – in other words, discrepancies between the movement of price and the momentum at which it’s moving.
and hes amount of trades is correlated with high volatility."

I've found out a little more about this approach from the website. It shouldn't be hard to code this for Zorro and test it.

THE FINCH
The Finch robot looks for divergences on a 5 minute chart. When it finds a divergence, it will take a trade. If the trade is a loser, it will look for one more trade. If that second trade is a loser, the robot will either close all the trades or stay in the trades until they come back (you can tell the robot to choose either style of trading). Most people who buy the robots run Finch on 3-5 currency pairs, and let the robot run on its own.

Found the MT4 code for what I believe is this system. Seems a bit long complex. I think it would be far shorter in Zorro.

//+------------------------------------------------------------------+
//| Trifecta Automatic.mq4 |
//| Copyright 2015, Rob Booker |
//| http://www.tfl365.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2015, Rob Booker"
#property link "http://www.tfl365.com"
#property version "ao-20160122 21.56"
#property icon "\Images\Rob-Booker_S2-64.ico"
#property description "Added code as preemptive measure to avoid trade timeout error."
#property description "Added code to deal with manually deleted second trade."
#property description "ao-20160105 20.31: with correct magic number EA regains control of"
#property description "its trades. Trade functions repeated after errors."
/*
#property description "ao-20160105 20.31: Reliability enhancement of Rollover Finch v1.9.mq4 from"
#property description "Rollover_Finch_v1.9.zip, available at TFL Membership at /tfl.mykajabi.com."
#property description "Modified init() so EA regains control of trades it made. Make sure you"
#property description "specify the correct Magic number."
#property description "Modified OpenTrade() and CloseAllTrades() so trade functions will repeat"
#property description "if errors occur. Status information and errors are printed in the Experts log"
#property description "to inform you of what's going on."
*/
#property strict

#include <stdlib.mqh>
#include <stderror.mqh>

extern string WARNING = "Using a robot carries risk, use on demo account FIRST";
extern int Slippage=5;
extern int Max_Spread_Pips=5;
extern int Magic = 12345;

extern double First_Trade_Lots=0.05;
extern double Second_Trade_Lots=0.5;

extern int Pips_To_Trade_2 = 10;

extern string Stop_Type="Default no stop loss";
extern int Stop_Loss_In_Pips=0;

extern string Profit_In_Dollars = "Profit Targets in Dollar Value format";
extern double First_Trade_Profit_In_Dollars=10.0;
extern double Second_Trade_Profit_In_Dollars=100.0;

extern bool Break_Even = false;
extern double Break_Even_At_Profit = 50.0;

extern int CandlesBack = 30;
extern int RSIPeriod = 21;
extern int MomentumPeriod = 20;
extern int FastMAPeriod=12;
extern int SlowMAPeriod=26;
extern int SignalMAPeriod=9;
extern int KPeriod=70;
extern int DPeriod=10;
extern int Slowing=10;
extern int Stochastic_Upper=70;
extern int Stochastic_Lower=30;

extern bool Mail_Alert = false;
extern bool PopUp_Alert = false;
extern bool Sound_Alert = false;
extern bool SmartPhone_Notifications=false;

double UsePoint;
int UseSlippage;

double Order_Stop;

datetime TheTime;

int LastKDB;
int LastKDS;

double Order_Profit;

string Order_Type = "BuySell";
double PriceForSecond;

bool BreakEven=false;

int TotalTrades=0;

bool BuysNotAllowed=false;
bool SellsNotAllowed=false;

int Tickets[2] = {0, 0};

int init() {
int i = 0, x;
string info = "";

if (!IsTradeAllowed() || !IsExpertEnabled())
Alert("Trading is not allowed / Expert is not enabled");

UsePoint = PipPoint(Symbol());
UseSlippage = GetSlippage(Symbol(),Slippage);

for(x = 0; x < OrdersTotal(); x++)
if (OrderSelect(x, SELECT_BY_POS, MODE_TRADES))
if (OrderSymbol() == Symbol() && OrderMagicNumber() == Magic) {
Tickets[i++] = OrderTicket();
info += ", #" + IntegerToString(OrderTicket());
if (OrderType() == OP_BUY) {
Order_Type = "Buy";
if (i == 1) {
PriceForSecond = OrderOpenPrice() - (Pips_To_Trade_2 * UsePoint);
Order_Stop = OrderOpenPrice() - (Stop_Loss_In_Pips * UsePoint);
}
}
else {
Order_Type = "Sell";
if (i == 1) {
PriceForSecond = OrderOpenPrice() + (Pips_To_Trade_2 * UsePoint);
Order_Stop = OrderOpenPrice() + (Stop_Loss_In_Pips * UsePoint);
}
}
}
TotalTrades = i;
Print("Init: Total " + Order_Type + " Trades = " + IntegerToString(TotalTrades) + info);

return(0);
}

int deinit()
{
return(0);
}

int start() {
if (TotalTrades) {
CheckProfit();
Comment(Order_Type + " Trades: " + IntegerToString(TotalTrades));
}
else
Comment("");

if (TotalTrades == 2)
return(0);

if(TheTime<Time[1])
{
if(!BuysNotAllowed && ((Order_Type=="BuySell" && TotalTrades==0) || (Order_Type=="Buy" && TotalTrades==1 && Bid<=PriceForSecond)) && RSIBuyCheck(1)) OpenTrade("Buy");

if(!SellsNotAllowed && ((Order_Type=="BuySell" && TotalTrades==0) || (Order_Type=="Sell" && TotalTrades==1 && Bid>=PriceForSecond)) && RSISellCheck(1)) OpenTrade("Sell");

TheTime=Time[1];
}
return(0);
}

void CheckProfit() {
double Profits=0.0;

for (int x = 0; x < TotalTrades; x++)
if (OrderSelect(Tickets[x], SELECT_BY_TICKET) && OrderCloseTime() == 0)
Profits += OrderProfit();
else if (x == 1) { // second trade closed manually
Tickets[x] = 0;
TotalTrades--;
}

if ((TotalTrades == 1 && Profits >= First_Trade_Profit_In_Dollars) ||
(TotalTrades == 2 && Profits >= Second_Trade_Profit_In_Dollars) ||
(Stop_Loss_In_Pips > 0 && TotalTrades > 0 && Order_Type == "Buy" && Ask <= Order_Stop) ||
(Stop_Loss_In_Pips > 0 && TotalTrades > 0 && Order_Type == "Sell" && Bid >= Order_Stop)) {
Print("Profit is " + DoubleToString(Profits, 2));
CloseAllTrades();
return;
}

if (Break_Even && !BreakEven && Profits >= Break_Even_At_Profit) {
Print("Rollover Finch Break Even Begin");
BreakEven = true;
}
if (Break_Even && BreakEven && Profits <= 0)
CloseAllTrades();

return;
}

void CloseAllTrades() {
int i, TT = TotalTrades, GLE;
string info;

if (!IsConnected()) {
Print("CloseAllTrades(: " + TimeToString(TimeCurrent(), TIME_DATE | TIME_SECONDS) + " IsConnected() is false");
return;
}
if (IsTradeContextBusy()) {
Print("CloseAllTrades(: " + TimeToString(TimeCurrent(), TIME_DATE | TIME_SECONDS) + " IsTradeContextBusy() is true");
return;
}

for (int x = 0; x < TT; x++) {
if (OrderSelect(Tickets[x], SELECT_BY_TICKET)) {
if (OrderType() == OP_BUY) {
for (i = 0; i < 10 && !OrderClose(OrderTicket(), OrderLots(), Bid, UseSlippage, clrRed); i++) {
GLE = GetLastError();
info = TimeToString(TimeCurrent(), TIME_DATE | TIME_SECONDS) + " OrderClose(#" +
IntegerToString(OrderTicket()) + ", " + DoubleToString(OrderLots(), 2) +
", " + DoubleToString(Bid, Digits) + " (Bid), " + IntegerToString(UseSlippage) +
"): " + DescribeError(GLE);
Print(info);
if (GLE && IsFatalTradeError(GLE))
break;
Sleep(3000);
RefreshRates();
}
if (i < 10) {
Tickets[x] = 0;
TotalTrades--;
}
}
else if (OrderType()==OP_SELL) {
for (i = 0; i < 10 && !OrderClose(OrderTicket(), OrderLots(), Ask, UseSlippage, clrGreen); i++) {
GLE = GetLastError();
info = TimeToString(TimeCurrent(), TIME_DATE | TIME_SECONDS) + " OrderClose(#" +
IntegerToString(OrderTicket()) + ", " + DoubleToString(OrderLots(), 2) +
", " + DoubleToString(Ask, Digits) + " (Ask), " + IntegerToString(UseSlippage) +
"): " + DescribeError(GetLastError());
Print(info);
if (GLE && IsFatalTradeError(GLE))
break;
Sleep(3000);
RefreshRates();
}
if (i < 10) {
Tickets[x] = 0;
TotalTrades--;
}
}
}
}
if (TotalTrades == 0) {
BreakEven = false;
Order_Type = "BuySell";
TheTime = Time[1];
Tickets[0] = 0;
Tickets[1] = 0;
}

return;
}

double PipPoint(string Currency) {
double CalcPoint = 0.0001;
int CalcDigits = (int)MarketInfo(Currency, MODE_DIGITS);

if (CalcDigits == 2 || CalcDigits == 3)
CalcPoint = 0.01;

return CalcPoint;
}

int GetSlippage(string Currency, int SlippagePips) {
int CalcSlippage = SlippagePips * 10;
int CalcDigits = (int)MarketInfo(Currency, MODE_DIGITS);

if (CalcDigits == 2 || CalcDigits == 4)
CalcSlippage = SlippagePips;

return CalcSlippage;
}

void OpenTrade(string Type) {
int i, GLE;
string info;
double TheSpread = MarketInfo(Symbol(), MODE_SPREAD) / 10.0;
double Lots = First_Trade_Lots;

if (!IsConnected()) {
Print("OpenTrade: " + TimeToString(TimeCurrent(), TIME_DATE | TIME_SECONDS) + " IsConnected() is false");
return;
}
if (IsTradeContextBusy()) {
Print("OpenTrade: " + TimeToString(TimeCurrent(), TIME_DATE | TIME_SECONDS) + " IsTradeContextBusy() is true");
return;
}

if(Digits==2 || Digits==4)
TheSpread = MarketInfo(Symbol(),MODE_SPREAD);

if (TheSpread > Max_Spread_Pips) {
Print("Spread too large, can't place trade");
return;
}

if (TotalTrades == 1)
Lots = Second_Trade_Lots;

if (Type == "Buy") {
for (i = 0; i < 10 && (Tickets[TotalTrades] = OrderSend(Symbol(), OP_BUY, Lots, Ask, UseSlippage, 0, 0,
"Buy Finch Trade: " + Symbol(), Magic, 0, clrGreen)) == -1; i++) {
GLE = GetLastError();
info = "OpenTrade: " + TimeToString(TimeCurrent(), TIME_DATE | TIME_SECONDS) + ": Buy OrderSend #"
+ IntegerToString(TotalTrades + 1) + ": " + DescribeError(GLE);
Print(info);
if (GLE && IsFatalTradeError(GLE))
return;
Sleep(3000);
RefreshRates();
}
if (i == 10)
return;

if(GetLastError()==4110) {BuysNotAllowed=true;return;}

if (OrderSelect(Tickets[TotalTrades], SELECT_BY_TICKET)) {
if (Stop_Loss_In_Pips > 0 && TotalTrades == 0)
Order_Stop = OrderOpenPrice() - (Stop_Loss_In_Pips * UsePoint);
PriceForSecond = OrderOpenPrice() - (Pips_To_Trade_2 * UsePoint);
}

TotalTrades++;
Order_Type="Buy";

SendAlert("New Trifecta Rollover Finch Buy Trade on the "+Symbol());
}
else if (Type == "Sell") {
for (i = 0; i < 10 && (Tickets[TotalTrades] = OrderSend(Symbol(), OP_SELL, Lots, Bid, UseSlippage, 0, 0,
"Sell Finch Trade: "+Symbol(), Magic, 0, clrRed)) == -1; i++) {
GLE = GetLastError();
info = "OpenTrade: " + TimeToString(TimeCurrent(), TIME_DATE | TIME_SECONDS) + ": Sell OrderSend #"
+ IntegerToString(TotalTrades + 1) + ": " + DescribeError(GLE);
Print(info);
if (GLE && IsFatalTradeError(GLE))
return;
Sleep(3000);
RefreshRates();
}
if (i == 10)
return;

if(GetLastError()==4111) {SellsNotAllowed=true;return;}

if (OrderSelect(Tickets[TotalTrades], SELECT_BY_TICKET)) {
if (Stop_Loss_In_Pips > 0 && TotalTrades == 0)
Order_Stop = OrderOpenPrice() + (Stop_Loss_In_Pips * UsePoint);
PriceForSecond = OrderOpenPrice() + (Pips_To_Trade_2 * UsePoint);
}

TotalTrades++;
Order_Type="Sell";

SendAlert("New Trifecta Rollover Finch Sell Trade on the "+Symbol());
}
return;
}

bool RSISellCheck(int Loc)
{
double RSIMain = iRSI(Symbol(),0,RSIPeriod,PRICE_CLOSE,Loc);
if(RSIMain < 50) return(false);
for(int x=Loc;x<=Loc+2;x++)
{
if(High[x]>High[Loc])return(false);
}
for(int y=Loc+4;y<(Loc+CandlesBack);y++)
{
if(High[y]>High[Loc]) break;
int s=y;
for(int z=y-2;z<=y+2;z++)
{
if(High[z]>High[y]){y++; break;}
}
if(s!=y){y--; continue;}
bool OB=false;
for(int k=Loc;k<=y;k++)
{
double RSIOB = iRSI(Symbol(),0,RSIPeriod,PRICE_CLOSE,k);
if(RSIOB>70) {OB=true; break;}
}
if(OB==false) continue;
double Mom1=iMomentum(Symbol(),0,MomentumPeriod,PRICE_CLOSE,Loc);
double Mom2=iMomentum(Symbol(),0,MomentumPeriod,PRICE_CLOSE,y);
if(Mom1>Mom2) continue;
LastKDS=y;
return(true);
}
return(false);
}
bool RSIBuyCheck(int Loc)
{
double RSIMain = iRSI(Symbol(),0,RSIPeriod,PRICE_CLOSE,Loc);
if(RSIMain > 50) return(false);
for(int x=Loc;x<=Loc+2;x++)
{
if(Low[x]<Low[Loc])return(false);
}
for(int y=Loc+4;y<(Loc+CandlesBack);y++)
{
if(Low[y]<Low[Loc]) break;
int s=y;
for(int z=y-2;z<=y+2;z++)
{
if(Low[z]<Low[y]){y++; break;}
}
if(s!=y){y--; continue;}
bool OB=false;
for(int k=Loc;k<=y;k++)
{
double RSIOB = iRSI(Symbol(),0,RSIPeriod,PRICE_CLOSE,k);
if(RSIOB<30) {OB=true; break;}
}
if(OB==false) continue;
double Mom1=iMomentum(Symbol(),0,MomentumPeriod,PRICE_CLOSE,Loc);
double Mom2=iMomentum(Symbol(),0,MomentumPeriod,PRICE_CLOSE,y);
if(Mom1<Mom2) continue;
LastKDB=y;
return(true);
}
return(false);
}
void SendAlert(string Message)
{
if(Mail_Alert) SendMail("New Rollover Finch Alert",Message);
if(PopUp_Alert) Alert(Message);
if(Sound_Alert) PlaySound("alert.wav");
if(SmartPhone_Notifications) SendNotification(Message);
return;
}

string DescribeError(int ErrorNum) {
return IntegerToString(ErrorNum) + "-" + ErrorDescription(ErrorNum);
}

bool IsFatalTradeError(int GLE) {
return GLE == ERR_INVALID_TRADE_PARAMETERS ||
GLE == ERR_NO_CONNECTION ||
GLE == ERR_MALFUNCTIONAL_TRADE ||
GLE == ERR_TRADE_TIMEOUT ||
GLE == ERR_INVALID_STOPS ||
GLE == ERR_TRADE_DISABLED ||
GLE == ERR_NOT_ENOUGH_MONEY ||
GLE == ERR_TRADE_NOT_ALLOWED ||
GLE == ERR_LONGS_NOT_ALLOWED ||
GLE == ERR_SHORTS_NOT_ALLOWED;
}

Happy coding!

Going through the code, it does seems overly complex compared to zorro's built in functions.

Hi RTG,
Could you do the porting of the MT4 EA?

No I didn't convert. I am running it directly through MT4.

Hello RTG,

how is the startegy doing?
did you create a myfxbook page concerning this strategy?

I traded the Z7 and Z 12 Systems live on Oanda Account for 4 Weeks on 10 different accounts.
so far I can say if you start 10 times Z7 and 10 times Z12 Systems even on same time you will get slightly different results. The number of trades will differ after a while and also sometimes the traded asset. The results also differ in a range up to 30 % in a month period.
it look like it depend on to much random ! if you get started with a more profitable system.

Z7 was a headache. Allways loosing money.

Z 12 was much better even when the results differ. Best single result was 35 % profit in one month. So far my Favorit.

i set up the Accounts on 2 Server. Keep in mind that also your server needs updates and sometimes must be restarted. Then you have to switch of your trading systems, closing your trades and restart after Update is done on your Server. So you will anyway have to stop and restart your systems every couple weeks.


If you setup a trading system for live trading:

Set timezone on your server on UTC !

Load up the newest Zorro Version on your server !

Add all necessary Assets to the AssetFix List by Download Script

Create Accounts.csv with your Account data

With Oanda you will have a primary account and can have up to 19 under accounts
create underaccountsV20 hedging enable ! After creating all underacounts you need you can create your V20 token on Oanda website for your Account.csv

Upload all t6 files from the Zorro download Site

start Download Script and choise ALL ASSETS

set Load M 1 Data on 2005-2017 and start by clicking.

after download start training. You can see if all Assets are in and all necessary datas are in the history folder.

If there was no problem and the test results are positive like expected you are ready for trading.

update and reboot your servers and you are ready for trading.


NOW SOME THINGS TO KEEP IN MIND

Never ever rename Z Systems !!!

Allways use a fresh OS System on the server and a fresh Zorro Installation

Never play around on the Z System

Never run a System with an Error message while training or/and when you start TRADE !

make sure you have AssetsFix and not Assetsfix in your Historyfiles


If everything is fine sit back relax and watch the systems trading
 

JoFo

This is a really good list of dos and don'ts. The one I fell foul of is

My Z12 didn't do well until I did a complete uninstall and reinstall. Then I simply launched the system, and the results have been much better.

I'd add that it seems to be best to run the Z systems separately in their own discreet, separate subdirectories.

Yes a used Zorro System is changed in the important parameter datas specially in the Z System.

Also every Instance of Z Systems delay the calculation and exicution of the trading signal for 1 minute.

Amazingly it shows that not even the exact timeframe is Necessary to produce the best Result

Only the tradetimeframe seems to be important

Another Parameter that could be optimized !!

I have 2 questions:

1. one can stop trading z systems (for example during a weekend break) updating zorro and the environment / platform. Zorro enables the user to stop the system without termination of the trades. However, I have not come across experience on subject matter. I have read that one should not start the system on a weekend. Now I am asking myself, if a restart is also considered by the advice given in the manual.

2. I am considering to you use a virtual platform to enable greater flexibility in my life. Has some done so? I have tried Amazon, but failed. Any experience in this group?

Re question 2, I'm using AWS and never really experienced any issues.

Q1 ... I've had no problems restarting Zorro on a weekend. But that is Zorro only, I have not tried restarting w/the MT4 bridge for example. Q2 ... A VPS is a great way to trade with Zorro, generally cost effective and hastle free. I've been running Zorro on a Windows Server VPS for about 2 years now with no issues.

I have another questions, since it's working so well at the moment. Has anyone tried stopping z12 when it is going really well. I know it is not meant to but ...

Background: I have noticed large short term equity swings for example last night 2950 euros 24 h later 3400 euros meaning more than a 10% increase in equity over a day. When taking 180% cagr into account devided by the amount of trading days (round about 250), I end up at 0,6% which is more than one magnitude lower. I understand that I am comparing apples and plums, but I wonder if anyone acts in a certain manner / has had similar experience. Last time I had an increase in equity like such, I had a huge drawback right afterwards.

Thx for the answers

I stopped Zorro 1.58 multiple times, with open trades either being in drawdown or being profitable.

It worked like a charm. Zorro stopped trading, I was able to close the application and fire it up again with trades being picked up again.

Brigde was Oanda V2.0.

Best regards
TCC

I've been running Z1 and Z2.

I've been running Z1 in real mode for about 2 years and 10 months now, and it's been essentially flat all that time, except for a slight "bump" during the SNB fiasco (in 2015 ?). I'm running in the US, so I can't do more than 50:1 leverage.

I've been running Z2 in demo mode for about 4 1/2 months, and it is a different story. At the moment it's up about 1000 USD. Working exactly like the manual states, takes lots of trades, and lets the winners run. I'm guessing Z2 is doing so well due to the lack of volatility in the markets (no real trends for Z1 to exploit ?). Anyway, I'm hoping to move Z2 to real mode when I feel I have the capital required (my real account is about 2240 USD).