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Z 12 REALTRADING OANDA RESULTS #467027
07/12/17 19:16
07/12/17 19:16
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
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JoFo  Offline OP
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I will post here the actually results of my trials

Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #467028
07/12/17 19:26
07/12/17 19:26
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
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JoFo  Offline OP
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Posts: 25
Bangkok
2 VServer Windows Server 2016
TIME: UTC
Zorro 1.58
Z12 - Margin 100

Capital: 6 Accounts a 2000 Euro = 12000 Euro
Start: 27.06.2017
End: 12.07.2017 (Patchday MS)
TradingDays: 12

Account 1 3084.02
Account 2 2974.81
Account 3 3155.14
Account 4 3108.76
Account 5 3129.39
Account 6 3044.83
------------------
Sum 18496.95

WIN 6496.95
WIN % +54 %


Nice Return.



Last edited by JoFo; 07/12/17 19:36.
Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #467033
07/13/17 00:55
07/13/17 00:55
Joined: Nov 2013
Posts: 123
Mithrandir77 Offline
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Mithrandir77  Offline
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Posts: 123
Nice! But there is something that I don't understand. According to http://zorro-project.com/manual/en/zsystems.htm

Z12 required capital is $2600 -and moreover it is recommended to have twice the required capital- but you put $2000 in each account and with 100% margin. Isn't it risky? Or those results are from demo accounts?

Re: Z 12 REALTRADING OANDA RESULTS [Re: Mithrandir77] #467039
07/13/17 08:55
07/13/17 08:55
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
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JoFo  Offline OP
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Bangkok
Well I see and guess you never traded REAL with real money.

whatever is in the manual its mostly better to find out yourself whats function how.
same with IKEA.

It cost me around 5000 Euro REAL money to find out how to deal with Zorro and the Z Systems.

The margin is calculated from the Capital you have on the account. If you have only 1000 Euro then it is calculated from 1000. If you have 5000 its calculated from 5000. If margin is not enough for what reason trades get skipped. That's not really a problem. Higher Margin means more risk and if your capital is low its better you not trade the high margin high risk trades.

Test results like from Z Systems are mostly nothing more then a nice graphic.

For the test above:

I start the Z 12 System by purpose at 27.06.
My experience from REAL trading by hand over 5 years shows me we will enter a choppy period on the markets. Like it was till the end of the test period.

The accounts was down for 5 tradingdays up to 300 Euro. Mostly cause the system enter high margin high risk position over 200 Euro RISK.

Z 12 learned fast and stop the loss trades who was mostly the counter of the diving Stockmarkets.

The big turnaround the last days was creating the profit and like we can see if Z12 is smelling blood then it go for it.

Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #467048
07/13/17 14:53
07/13/17 14:53
Joined: Apr 2016
Posts: 27
Frankfurt, Germany
M
MIGI Offline
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Frankfurt, Germany
You are in a lucky period. I have used fxcm demo accounts since April 2016 and didn't make a dime. More or less sideways and big losses at Brexit and Trump. Since June the account has gained 25%.

Re: Z 12 REALTRADING OANDA RESULTS [Re: MIGI] #467050
07/13/17 16:49
07/13/17 16:49
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
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Sphin  Offline
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Posts: 568
Fuerth, DE
Good point, although it's said not to intervene manually in an automatic strategy I think such political events you mentioned can hardly be predicted by any strategy using rules based more or less on statistic price/volume/etc. behaviour from the past and maybe it can be useful to stop it for the moment and continue short after if you do not want to play lottery. Last personal experience was missing to close a short EUR/GBP trade before the weekend of the election in UK where May lost her majority ...

Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #467174
07/19/17 09:15
07/19/17 09:15
Joined: Dec 2016
Posts: 43
F
Fiber Offline
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Fiber  Offline
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Posts: 43
Originally Posted By: JoFo
The margin is calculated from the Capital you have on the account. If you have only 1000 Euro then it is calculated from 1000. If you have 5000 its calculated from 5000.


Let's try to clarify this. Manual page about Z strategies states, that calculations is not based on account balance.

"The Z systems do not automatically reinvest profits. The trade size can be manually controlled with a slider and is unrelated to the account balance"
http://zorro-project.com/manual/en/zsystems.htm

So, how exactly Margin and Risk sliders work?

Re: Z 12 REALTRADING OANDA RESULTS [Re: Fiber] #467312
07/26/17 05:36
07/26/17 05:36
Joined: Jul 2017
Posts: 4
TCC Offline
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Posts: 4
Guys, it is stated on the same page about the Z-strategies. The margin slider is the amount of margin consumed per trade in account currency. The slider is also limited to 100 by the settings in Z.ini. It is not "50%" or "100%"... hence trading at a margin of 100%... crazy

And it is described as "not fixed" as the algo may alter the margin based on current market situations which means a single trade may take more margin than specified by the slider.

I think it would be better to follow the workshop before going live... Zorro is much more than a black box bot.

"Risk limit per trade in multiples of the Margin slider setting (see Risk). At the default settings of 10 and 50, the risk limit is 10 * $50 = $500. The risk limit is the maximum amount that the worst trade can lose, excluding slippage. If the risk of a trade would exceed this limit, the trade size is accordingly reduced. This is not a hard limit; slippage can increase the loss, and a trade with minimum size (1 lot) is still entered even if its risk is above the limit."

Best wishes
TCC

Last edited by TCC; 07/26/17 05:38.
Re: Z 12 REALTRADING OANDA RESULTS [Re: TCC] #467582
08/14/17 12:59
08/14/17 12:59
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
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JoFo  Offline OP
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Bangkok
NEW RESULT


2 VServer Windows Server 2016
TIME: UTC
Zorro 1.58
Z12 - Margin 100

Capital: 6 Accounts a 3000 Euro = 18000 Euro
Start: 12.07.2017
End: 10.08.2017 (Patchday MS)
TradingDays: 22

Account 1 2011,24
Account 2 1943,32
Account 3 1977,90
Account 4 1931,53
Account 5 1940,58
Account 6 1725,99
------------------
Sum 11530,56

LOST 6469.44
LOST % -36 %
Max DD up to 1300 €

in the end all profit from the last trial.

easy come easy go. Not so nice

After close all trades and stop trading there was still 4 to 6 open trades on every 6 Oanda account. This is unacceptable.

The stop loss send from Z12 Zorro to Oanda was pretty insanely far from the entry level for an 100:1 trading. Only virtual stop loss in the Zorro System is not enough when Zorro repeatenly loses control over Trades.

The next setup will be with Zorro 1.60 where every Instance of Z12 will get an own server / account and the recommended standard settings and Capital.







Last edited by JoFo; 08/14/17 13:00.
Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #467583
08/14/17 13:25
08/14/17 13:25
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline
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MatPed  Offline
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M

Joined: Feb 2015
Posts: 652
Milano, Italy
Hi JoFo,
a question are you trading z12 on the six accounts from the same Zorro instance (directory) or you have prepared an instance (separate directory) for each account?

Thank you

Re: Z 12 REALTRADING OANDA RESULTS [Re: MatPed] #467586
08/14/17 16:11
08/14/17 16:11
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
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JoFo  Offline OP
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Bangkok
1 Server with 1 Zorro installation traded 3 Instances Z12 on 3 Oanda Accounts.

I change now to 1 Server trade 1 Instance on 1 Account

Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #467588
08/14/17 16:36
08/14/17 16:36
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline
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MatPed  Offline
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M

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Posts: 652
Milano, Italy
Thank you for your reply.
So you had 6 systems writing the same logs, trade file,... I do not think is the correct way.
I had problems with missed trade when I was trading 2 different systems from the same Zorro's instance on the same oanda account now I have one Zorro instance for each TS trading on a separate Oanda sub-account. Up to now it works..

Ciao

Re: Z 12 REALTRADING OANDA RESULTS [Re: MatPed] #467613
08/17/17 02:00
08/17/17 02:00
Joined: Nov 2016
Posts: 69
USA
J
jrath Offline
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jrath  Offline
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Posts: 69
USA
Yes I agree you can't have 2 Z12s running at same time from same Zorro folder. I make a Zorro copy for each system I intend to run. Same view on the sub accounts. You run a risk with two Zorro's against the same account. Every night pretty much I check quick to make sure Zorro and account are in synch - especially loosers! Fact of trading life I think. It would be too hard if trades inter-mingled from dif systems.

Re: Z 12 REALTRADING OANDA RESULTS [Re: jrath] #467633
08/18/17 05:27
08/18/17 05:27
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
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Well like i wrote before every instance traded on own account.

Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #467648
08/18/17 16:56
08/18/17 16:56
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Posts: 27,977
Frankfurt
This won't help. You cannot have several Zorros trading with the same script. Or rather, you can, but then must know exactly what you're doing - otherwise you'll get wrong logs and lots of orphans, since the log and trade files are named after the script.

If you want to trade the same script several times, either copy it to a different name, or run it from different Zorro directories.

Re: Z 12 REALTRADING OANDA RESULTS [Re: jcl] #467654
08/19/17 07:53
08/19/17 07:53
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
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The new set up for a trial have for every Z 12 an own installation on an own server and own sub account.

Let's see.

Last edited by JoFo; 08/19/17 07:55.
Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #468452
10/05/17 08:29
10/05/17 08:29
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
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JoFo  Offline OP
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Posts: 25
Bangkok
NEW RESULTS

5 X VServer with Win Server 2016
5 X Underaccount REAL Oanda with 2800 Euro Capital
5 X Zorro 1.60
5 X Z12
5 X default settings Margin 50, Risk 10

Start: 14.08.2017
End: 29.09.2017


Invested Capital: 5 X 2800 = 14000 Euro

Account 1 = 1679,88
Account 2 = 1718,39
Account 3 = 2021,59
Account 4 = 1912,35
Account 5 = 1919,02
_____________________

Sum = 9251,23

LOST = 4748,77 !!!!!!!

Pretty disapointing



LOG Z 12 Server 1

Z12 Trading Status
System Start: 08-14 17:05 UTC (17:05 Local)
Last Update: 09-29 17:08 UTC (17:08 Local)
System State: 1681 -587 -347 2/8

Z system 12.60
EUR/USD
CY:LS +21
HP:L -5
VO: -10
USD/CHF
GBP/USD
BB:S -114
CT:S -94
CY:L +169
HP:LS -184
A2:LS -156
VO:S -21
HU:S -83
USD/CAD
CT:S -85
CY:LS -330
HP:LS -298
A2:LS -115
LP:L -52
HU:L -29
USD/JPY
VO:L +152
AUD/USD
A2:L -67
NAS100
CT: -101
HP:L +208
VO:L +11
SPX500
BB:L -5
US30
GER30
UK100
XAU/USD
VO:S -26
XAG/USD
HU:S -2


LOG Z12 Server 2

Z12 Trading Status
System Start: 08-14 18:43 UTC (18:43 Local)
Last Update: 09-29 17:09 UTC (17:09 Local)
System State: 1716 -590 -416 3/7

Z system 12.60
EUR/USD
CY:LS +24
HP:L -1
VO: -11
USD/CHF
GBP/USD
BB:S -114
CT:S -98
CY:L +382
HP:LS -216
A2:LS -158
VO:S -53
HU:S -83
ES:LS +1
USD/CAD
CT:S -96
CY:LS -330
HP:LS -295
A2:LS -57
VO:L -73
LP:L -27
HU:L -29
USD/JPY
VO:L +131
AUD/USD
A2:L -67
NAS100
CT:S -79
HP:L +224
VO:L +4
SPX500
BB:L -7
US30
GER30
UK100
XAU/USD
VO:S -21
XAG/USD
HU:S -1


LOG Z12 Server 3

Z12 Trading Status
System Start: 08-14 18:43 UTC (18:43 Local)
Last Update: 09-29 17:09 UTC (17:09 Local)
System State: 1716 -590 -416 3/7

Z system 12.60
EUR/USD
CY:LS +24
HP:L -1
VO: -11
USD/CHF
GBP/USD
BB:S -114
CT:S -98
CY:L +382
HP:LS -216
A2:LS -158
VO:S -53
HU:S -83
ES:LS +1
USD/CAD
CT:S -96
CY:LS -330
HP:LS -295
A2:LS -57
VO:L -73
LP:L -27
HU:L -29
USD/JPY
VO:L +131
AUD/USD
A2:L -67
NAS100
CT:S -79
HP:L +224
VO:L +4
SPX500
BB:L -7
US30
GER30
UK100
XAU/USD
VO:S -21
XAG/USD
HU:S -1


LOG Z12 Server 4

Z12 Trading Status
System Start: 08-14 20:07 UTC (20:07 Local)
Last Update: 09-29 17:10 UTC (17:10 Local)
System State: 1912 -375 -419 3/7

Z system 12.60
EUR/USD
CY:LS +18
HP:L -3
VO: -14
USD/CHF
GBP/USD
BB:S -114
CT:S -94
CY:L +382
HP:LS -152
A2:LS -157
VO:S -46
HU:S -85
USD/CAD
CT:S -94
CY:LS -333
HP:LS -292
A2:LS -56
VO:L -35
LP:L -27
HU:L -29
USD/JPY
VO:L +165
AUD/USD
A2:L -68
NAS100
CT: -111
HP:L +220
VO:L +19
SPX500
BB:L -6
US30
GER30
UK100
XAU/USD
VO:S +6
XAG/USD
HU:S -4


LOG Z12 Server 5

Z12 Trading Status
System Start: 08-14 20:09 UTC (20:09 Local)
Last Update: 09-29 17:11 UTC (17:11 Local)
System State: 1917 -361 -428 3/8

Z system 12.60
EUR/USD
CY:LS +22
HP:L +3
VO: -10
USD/CHF
GBP/USD
BB:S -113
CT:S -97
CY:L +379
HP:LS -214
A2:LS -157
VO:S -45
HU:S -84
USD/CAD
CT:S -92
CY:LS -332
HP:LS -295
A2:LS -57
VO:L -36
LP:L -27
HU:L -29
USD/JPY
VO:L +152
AUD/USD
A2:L -68
NAS100
CT:S -77
HP:L +222
VO: +63
SPX500
BB:L -7
US30
GER30
UK100
XAU/USD
VO:S -28
XAG/USD
HU:S -1


Its now clear why there is Non positive and mainly negative Posts in this forum about Z12 System. Some even called it something like s...


I quote someone who posted over Z12 in another forum:

"The system is taking positions that are WAY too large
The system is a black box - so it isn't possible to tell what it's supposed to be doing
People are reporting execution problem which makes point 2 a huge issue as you have no way of correcting / overriding the system if you don't know what it's trying to do.
There's significant data snooping bias introduce into the backtests via the Optimal F algo. (The Zorro manual states: "OptimalF factors are calculated over the whole test period, even when WFO is enabled. This slightly violates the out-of-sample test philosophy." This is very misleading. It hugely violates the out-of-sample test philosophy.
Instrument selection seems to have introduced data snooping bias to back tests too.
Whilst there's evidence that currencies have tended to trend over the timescales traded by the system, the effect is nowhere near that justified by the amount of leverage used by the system.
I see no evidence that currencies price series move in "cycles" and can be exploited by trading based on mean reverting cyclical indicators.
It's not taking advantage of any structural bias that would cause you to think it would be likely to make money. It's trading FX / CFDs long/short - there's no positive expectation / drift if the active trading strategy happens to be rubbish (and I think it probably is.)"

I THINKS SO NOW

The risk Z12 entered according to the LOG was up to 8000 Euro. Pretty insane.

following the trades i could see Z12 for example opening a long position holding it to a loss of 350 Euro and sold that position later with a loss of 300 Euro when the underlying market goes CLEARLY up, only to take another position short loosing again money.
Most trades maked no sence at all controlling the behaviour on the Price Chart.


There is clearly 2 Zorros. One is the myth and the other is the business (Owner) who only benefit.

Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #468474
10/06/17 11:28
10/06/17 11:28
Joined: Jul 2017
Posts: 25
Bangkok
JoFo Offline OP
Newbie
JoFo  Offline OP
Newbie

Joined: Jul 2017
Posts: 25
Bangkok
I install today Zorro 1.58, 1.60 and 1.66 in different folder and keep the standard Installation without changing anything like Assetsfix.csv or Accounts.csv and kept also the delivered datas for EUR/USD.
I run different scripts on the diffferent Versions.

I get significant different results after training and test !!!!

Can please someone confirm ?

Re: Z 12 REALTRADING OANDA RESULTS [Re: JoFo] #468486
10/06/17 20:55
10/06/17 20:55
Joined: Nov 2016
Posts: 69
USA
J
jrath Offline
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jrath  Offline
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J

Joined: Nov 2016
Posts: 69
USA
One difference between Zorro versions is that the test date range is fixed in the script and is only updated in subsequent versions by the zorro team. For this reason when you test the same Z script in different versions of Zorro you are testing over a different time period that you can't change. So the results must be different. Note you can't retrain a Z script yourself as the dates are fixed and you will always get same params. You can't change anything to change the params.

Thanks for posting your results. I wanted to look straight at your USD/CAD as my Z12 has also misplayed this pair recently. Z was long the way down from 1.38 and then short the recent bounce from 1.20 to 1.25. It suffered big losses. So I can confirm same results from my side.

Furthermore I foresee the downside of Zorro's WF optimization. A subsequent release of Zorro Z12 will re-optimize usd/cad over this time period and find params that were profitable. Hense this drubbing won't show up in reported back-tests. It would be nice to take an old version of Zorro Z12 like 160 and test it on data that came after it was released. But unless I am mistaken about the above you can't do that.

All this said I don't see this Zorro's fault per se. Zorro was optimized on the past and then market did its own thing. To be expected frankly and what the game is about. We should be developing our own scripts then we know exactly what has happened and what could be done for a better result.

later

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