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Re: New Zorro version 1.66 [Re: Cheulmen] #469352
11/12/17 03:57
11/12/17 03:57
Joined: Sep 2017
Posts: 235
H
Hredot Offline
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Hredot  Offline
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H

Joined: Sep 2017
Posts: 235
Is there a reason why Z9 uses leverage = 2 instead of e.g. = 10 ? Is the amount of leverage predetermined by broker / etf or is it really a variable one can set?

Re: New Zorro version 1.66 [Re: Hredot] #469354
11/12/17 08:17
11/12/17 08:17
Joined: Nov 2017
Posts: 34
C
Cheulmen Offline
Newbie
Cheulmen  Offline
Newbie
C

Joined: Nov 2017
Posts: 34
@Hredot I guess that leverage=10 in a long-term strategy would be more-or-less suicidal laugh There is a very interesting paper ("Leverage for the long run", https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2741701) that talks about that, 1.5x or 2x is ok, but even using 3x seems very dangerous in drawdowns.

(Anyway, indeed would be interesting to be able to set the leverage in Z9, the only Z strategy that I'm confident to run with real money..)

Last edited by Cheulmen; 11/12/17 12:14. Reason: style correction
Re: New Zorro version 1.66 [Re: Cheulmen] #469359
11/12/17 13:37
11/12/17 13:37
Joined: Sep 2003
Posts: 929
Spirit Offline

Moderator
Spirit  Offline

Moderator

Joined: Sep 2003
Posts: 929
IB has leverage 4 but I know no broker with leverage 10 for etfs

Re: New Zorro version 1.66 [Re: Spirit] #469362
11/12/17 17:09
11/12/17 17:09
Joined: Sep 2017
Posts: 235
H
Hredot Offline
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Hredot  Offline
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Joined: Sep 2017
Posts: 235
Interesting! Actually, the leverage flag is set in AssetsZ9.csv, so one can at least back-test Z9 with any amount of leveraging. I tried x6 and the shape of the equity curve just got multiplied (got congruently higher), which suggests that higher leverage is fine with it!

With IB, does one set the AssetsZ9.csv flag to 4 and that automatically performs all trades leveraged 4 times, or does one have to set this property somehow on the broker platform?

Re: New Zorro version 1.66 [Re: Hredot] #469481
11/17/17 14:56
11/17/17 14:56
Joined: Sep 2017
Posts: 235
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Hredot Offline
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Hredot  Offline
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H

Joined: Sep 2017
Posts: 235
In the test log, all strategies with daily bars submit all trades at midnight 00:00:00. Is it possible to somehow shift this time to e.g. 10am in Zorro?

Last edited by Hredot; 11/17/17 14:57.
Re: New Zorro version 1.66 [Re: Cheulmen] #469486
11/17/17 23:32
11/17/17 23:32
Joined: Nov 2017
Posts: 4
nsw
M
matty019 Offline
Guest
matty019  Offline
Guest
M

Joined: Nov 2017
Posts: 4
nsw
hos to i install the beta version as i'm keen to fix the step wise issue ?

do Simply copy beta files into existing zero folders ?

Re: New Zorro version 1.66 [Re: matty019] #469487
11/17/17 23:47
11/17/17 23:47
Joined: Sep 2017
Posts: 235
H
Hredot Offline
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Hredot  Offline
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Joined: Sep 2017
Posts: 235
@matty019:

I'm suspecting that it is futile to ask, since the devs and mods here only tend to help people who bought a Zorro S license.

Sensible people however only invest in something that actually works in their hands. So helping them figure out their issues would directly increase Zorro S sales as a result. Alas, the mods and devs do not seem to realize that. Or they just don't care about selling more Zorro S licenses, since Zorro is sponsored anyways.

Last edited by Hredot; 11/17/17 23:48.
Re: New Zorro version 1.66 [Re: Hredot] #469491
11/18/17 09:23
11/18/17 09:23
Joined: Sep 2003
Posts: 929
Spirit Offline

Moderator
Spirit  Offline

Moderator

Joined: Sep 2003
Posts: 929
I always copy the beta version in a new folder, not the existing Zorro folder, so I have still the old version if the beta version does not work.

Re: New Zorro version 1.66 [Re: Spirit] #469500
11/18/17 14:15
11/18/17 14:15
Joined: Mar 2017
Posts: 15
edu Offline
Newbie
edu  Offline
Newbie

Joined: Mar 2017
Posts: 15
Hi
Is there no command help in the Notepad script editor?
If not, is it possible to continue using SED with Zorro1.66?

Re: New Zorro version 1.66 [Re: edu] #469508
11/18/17 18:33
11/18/17 18:33
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Take a look at http://zorro-project.com/manual/en/npp.htm concerning notepad++. SED works on if I copied SED.exe, cKeywords.db, dagocmd.db, Keywords.db from a previous version to the root directory of Zorro and changed zorro.ini accordingly. The downside of course: the keyword database won't be adjusted to new commands and represents only the status of the version were copied from.

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