Hi. I have some comments and requirements regarding Z8 and Z9.
Z8 and Z9 rebalance the portfolio every 5 weeks. It would be nice if it could be changed. 5 weeks may be optimized for the US market, but not necessary for other markets.
Market hours also could be changed. I do not trade US market.
It would be nice if short positions could be opened.
Can Z8 and Z9 be modified to support these changes?

Another point, regarding the heatmaps.
What should I look into heatmaps in order to identify which assets are better suited to the strategy?

Thanks,

The heatmap should be as blue as possible. I am using Z8 and Z9 too. It is not necessary to stick to 5 weeks. You can just run it when you want to re-balance.

Thank you for the help with heatmaps.
I´m trying with several sets of assets and Z9 seems to perform better than Z8. Is it your impression too?

Yes, you're right, but I would like to be able to backtest Z8 and Z9 changing the re-balance period.

And what about the use of stop loss to avoid any deep drawdown?

rgds,

Short positions and stops make no sense in rebalancing systems like Z8 or Z9. You would need different trading methods for them.

The market hours are not fixed, you can trade at any hour. The rebalance period is hardwired. But a forum user has uploaded a Z9-similar system to this forum, there you can certainly change the rebalancing.

Thank you jcl.
Where can I find the Z9-similar system you mentioned?

http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=469397&page=1

You will need to search the forum around. Here is the link.