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Re: New Zorro version 1.66 [Re: jcl] #468441
10/04/17 15:01
10/04/17 15:01
Joined: Feb 2017
Posts: 369
D
Dalla Offline
Senior Member
Dalla  Offline
Senior Member
D

Joined: Feb 2017
Posts: 369
Originally Posted By: jcl
Maybe the profit factors are less than 0.01, but that would be strange. I'd like to have a look at that script. Can you post it or send it to Support?


OK, will send to support

Re: New Zorro version 1.66 [Re: jcl] #468453
10/05/17 08:34
10/05/17 08:34
Joined: Nov 2016
Posts: 66
GreenBoat Offline
Junior Member
GreenBoat  Offline
Junior Member

Joined: Nov 2016
Posts: 66
I just installed this version and I can't change the strategy folder frown
My folder is outside the Zorro folder.
When I choose the file, the folder field is left blank.

Re: New Zorro version 1.66 [Re: GreenBoat] #468455
10/05/17 10:00
10/05/17 10:00
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
Thanks, but we can not confirm this problem. Do you have some special characters in the path name? If not, can you post here the Zorro path and the new folder path?

Re: New Zorro version 1.66 [Re: jcl] #468590
10/11/17 10:59
10/11/17 10:59
Joined: Jul 2016
Posts: 51
H
hatten Offline
Junior Member
hatten  Offline
Junior Member
H

Joined: Jul 2016
Posts: 51
I downloaded zorro 1.66.3. The zorro panel can no longer be resized. With the initial 1.66 version I was able to use this feature??!

Re: New Zorro version 1.66 [Re: hatten] #468595
10/11/17 14:39
10/11/17 14:39
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
1.66 was officially released some days ago, the latest version is 1.66.4. Make sure that you got that version. The link is http://opserver.de/down/Zorro_setup.exe.

Re: New Zorro version 1.66 [Re: firecrest] #468634
10/12/17 00:36
10/12/17 00:36
Joined: Sep 2017
Posts: 235
H
Hredot Offline
Member
Hredot  Offline
Member
H

Joined: Sep 2017
Posts: 235
It was a very poor decision to add VOO to the asset list in Z9 system, for two reasons:

1) It is in perfect correlation with XLI so it does not bring anything new to the table in terms of diversification.
2) Its data starts in 2010, pushing the backtest entirely into our most recent bullysh period. But who cares about investing strategy performance tests during a time of record growth?

A much better change would have been to keep the old asset selection with data starting in 2007 and showing how the Z9 system performs at the end of the last big market crash. Would have been much more convincing that the strategy works well! Or, maybe this was done on purpose to hide some weaknesses of Z9 and people need to be scared of using it as a consequence?

Re: New Zorro version 1.66 [Re: Hredot] #468636
10/12/17 05:00
10/12/17 05:00
Joined: Dec 2012
Posts: 34
New York
K
kandlekid Offline
Newbie
kandlekid  Offline
Newbie
K

Joined: Dec 2012
Posts: 34
New York
Hello,

My upgrade to 1.66.4 does not appear to be resuming open trades. Here is the timeline ...

1) I upgraded from 1.58 to 1.66.4, and the trades did not appear to be resumed.
2) Then I upgraded from 1.58 to 1.60 and they did appear to be resumed (maybe can only upgrade one version).
3) So I upgraded from 1.60 to 1.66.4 and again they did not appear to be resumed.
4) Fell back to 1.60.

The 1.60 message window output clearly states the trades have been resumed, whereas the 1.66.4 output does not.

Regards,

Curtis Smith

Last edited by kandlekid; 10/12/17 05:06.
Re: New Zorro version 1.66 [Re: kandlekid] #468637
10/12/17 07:08
10/12/17 07:08
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
How to resume trades is described under "Trading". Trades are stored in a .trd file in the Data folder, so they are not resumed when you delete that file.

Re: New Zorro version 1.66 [Re: kandlekid] #468639
10/12/17 07:16
10/12/17 07:16
Joined: Jul 2016
Posts: 51
H
hatten Offline
Junior Member
hatten  Offline
Junior Member
H

Joined: Jul 2016
Posts: 51
I fully agree with HRedot that there is value to making sure that existing customers as well as potential new customers are offered the opportunity to convince themselves using the default asset list or a personally compiled asset
list going even further back in history about the viability of the strategy across at least one or a more complete economic cycle.

As a matter of fact, the zorro founders persistenly stress the importance of backtesting over a sufficiently large period. It is against their own advice to not offer the opportunity to backtest before 2009 on the Z strategies. This is indeed a bit disappointing and certainly raises suspicion for those with a critical mind.

On top of it all, it would be relatively straightforward to implement a slider that allows the user to adjust the total length of the testing period. The fact that this hasn't been done indeed suggests that the period prior to 2009 suffers from a bigger drawdown. What is the point in hiding this and trying to embellish a strategy?

Re: New Zorro version 1.66 [Re: hatten] #468640
10/12/17 07:30
10/12/17 07:30
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline OP

Chief Engineer
jcl  Offline OP

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
I haven't made the Z9 asset list, but believe VOO replaced SPY due to lower cost. Aside from that, the argument about going back in history as far as possible is entirely correct, especially for Z8 and Z9. I'll check if we can use different assets in the next update that go back further.

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