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Training Z strategy with different AssetsFix.csv
#469326
11/10/17 23:44
11/10/17 23:44
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Joined: Jun 2013
Posts: 1,609
DdlV
OP
Serious User
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OP
Serious User
Joined: Jun 2013
Posts: 1,609
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Hi all, I'm probably not remembering something right, so would appreciate help/clarification! Using Z3 since it Tests faster. I install 1.66.5, and Test Z3. Results are per the manual. I replace AssetsFix.csv with my own Broker's parameters and reTest. Results are different, as expected - unacceptably worse, in fact. I Train Z3 and it downloads data and creates a new Z3.par. I reTest expecting better results, as presumably Z3 has now been Trained to my AssetsFix.csv. However, the Test results are exactly the same as before Training. What am I missing? Why did the Train not improve the Test results? Is there no way to Train to my AssetsFix.csv? Thanks.
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Re: Training Z strategy with different AssetsFix.csv
[Re: MatPed]
#469343
11/11/17 19:22
11/11/17 19:22
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Joined: Jun 2013
Posts: 1,609
DdlV
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OP
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Joined: Jun 2013
Posts: 1,609
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Thanks all! @jcl: Thanks for the clarification. Is this in the manual somewhere? Sorry if I missed it. Followups: Do I understand correctly that there is therefore no way to verify the results produced by the Train? I.e., what Trade results would be expected using the new Z3.par and my Broker's values? My AssetsFix.csv came from the Download script without any changes - are Roll values still suspect in that case? @MatPed: Agreed. The Z Systems have yet to completely satisfy my Proof-Of_Concept perspective. But (aside from Z5 ) they haven't completely crashed and burned yet either... How long have you been on Oanda? Has it been an OK/good experience? Thanks again all.
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Re: Training Z strategy with different AssetsFix.csv
[Re: DdlV]
#469361
11/12/17 14:24
11/12/17 14:24
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Joined: Feb 2015
Posts: 652 Milano, Italy
MatPed
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Posts: 652
Milano, Italy
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Thanks all!
How long have you been on Oanda? Has it been an OK/good experience?
Thanks again all. One year, mor or less. So far so good, but tts a MM broker not the best... No ETFs, Stocks, Futures and Options are the real downside...
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