Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
5 registered members (TipmyPip, AndrewAMD, Quad, aliswee, degenerate_762), 970 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Different versions - very different binary backtest results #465476
04/29/17 23:16
04/29/17 23:16
Joined: Aug 2016
Posts: 27
M
MaskOfZorro Offline OP
Newbie
MaskOfZorro  Offline OP
Newbie
M

Joined: Aug 2016
Posts: 27
I've just tested code developed in Zorro 1.46 on Zorro S 1.54: history data is the same, code is identical. In 1.46 it has a win rate of over 60%. In 1.54 with the code unchanged it drops to below 55%, which is not even break-even on an 80% win payout.

In the results .txt, there is a difference in
1.46: Simulation mode assumed slippage 10.0 sec
1.54: Simulation mode Realistic (slippage 5.0 sec)

If I change the slippage in 1.54 to 10, I get even worse results. Changing it to 0 and I only bring the win rate up to around 57%.

What gives? Has something changed in the way Zorro backtests binaries to cause such a significant difference? Is it just default settings I'm overlooking or some significant change? I have been running this code live for a few months and been making profits from it, but now I'm not even sure what to think.

Re: Different versions - very different binary backtest results [Re: MaskOfZorro] #465478
04/30/17 07:14
04/30/17 07:14
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Check the bug list when you see a different result with an old version. For binary trading with slippage simulation, use 1.54 or above. Old versions had a slippage bug that affected especially binary mode.

Re: Different versions - very different binary backtest results [Re: jcl] #465479
04/30/17 08:01
04/30/17 08:01
Joined: Aug 2016
Posts: 27
M
MaskOfZorro Offline OP
Newbie
MaskOfZorro  Offline OP
Newbie
M

Joined: Aug 2016
Posts: 27
Thanks. So this "Slippage, rollover, and commission are ignored for binary trades" isn't true by default anymore? THis is why I never bothered setting slippage.

Re: Different versions - very different binary backtest results [Re: MaskOfZorro] #465523
05/02/17 16:09
05/02/17 16:09
Joined: Sep 2003
Posts: 929
Spirit Offline

Moderator
Spirit  Offline

Moderator

Joined: Sep 2003
Posts: 929
Binary trades have no rollover and commission but they have slippage.

Re: Different versions - very different binary backtest results [Re: Spirit] #465598
05/05/17 13:42
05/05/17 13:42
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
That's true, slippage is not ignored. The manual was wrong in that regard.


Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1