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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
Newbie
JoFo  Offline OP
Newbie

Joined: Jul 2017
Posts: 25
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
User
MatPed  Offline
User
M

Joined: Feb 2015
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
Junior Member
jrath  Offline
Junior Member
J

Joined: Nov 2016
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
Newbie
JoFo  Offline OP
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Joined: Jul 2017
Posts: 25
Bangkok
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

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
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
Newbie
JoFo  Offline OP
Newbie

Joined: Jul 2017
Posts: 25
Bangkok
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
Newbie
JoFo  Offline OP
Newbie

Joined: Jul 2017
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
Junior Member
jrath  Offline
Junior Member
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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