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Re: Z 12 REALTRADING OANDA RESULTS
[Re: JoFo]
#467028
07/12/17 19:26
07/12/17 19:26
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Joined: Jul 2017
Posts: 25 Bangkok
JoFo
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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.
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Re: Z 12 REALTRADING OANDA RESULTS
[Re: JoFo]
#467033
07/13/17 00:55
07/13/17 00:55
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Joined: Nov 2013
Posts: 123
Mithrandir77
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Nice! But there is something that I don't understand. According to http://zorro-project.com/manual/en/zsystems.htmZ12 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?
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Re: Z 12 REALTRADING OANDA RESULTS
[Re: JoFo]
#467174
07/19/17 09:15
07/19/17 09:15
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Joined: Dec 2016
Posts: 43
Fiber
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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.htmSo, how exactly Margin and Risk sliders work?
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Re: Z 12 REALTRADING OANDA RESULTS
[Re: Fiber]
#467312
07/26/17 05:36
07/26/17 05:36
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Joined: Jul 2017
Posts: 4
TCC
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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%... 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.
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Re: Z 12 REALTRADING OANDA RESULTS
[Re: TCC]
#467582
08/14/17 12:59
08/14/17 12:59
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Posts: 25 Bangkok
JoFo
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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.
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Re: Z 12 REALTRADING OANDA RESULTS
[Re: jcl]
#467654
08/19/17 07:53
08/19/17 07:53
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Joined: Jul 2017
Posts: 25 Bangkok
JoFo
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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.
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Re: Z 12 REALTRADING OANDA RESULTS
[Re: JoFo]
#468452
10/05/17 08:29
10/05/17 08:29
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Joined: Jul 2017
Posts: 25 Bangkok
JoFo
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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.
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