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Re: Z9 system performance 2008-2014 [Re: jcl] #470084
12/21/17 16:33
12/21/17 16:33
Joined: Dec 2017
Posts: 129
Halifax, NS
K
kujo Offline OP
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kujo  Offline OP
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K

Joined: Dec 2017
Posts: 129
Halifax, NS
I see, now it makes sense!

As to the Hredot point, about reinvesting...
With the default asset list test starts with Balance=5000. Margin is approx. the same, according to the log (=4989).
However, at the end of backtest balance = 15142 but the Margin = 7041.

I took this numbers from the log. I assumed, that with reinvesting according to pow(..., 0.9) formula, the margin will grow much faster and will be close to 15000 at the end of backtest.

I believe that's why Hredot mentioned that it's still needed to move Capital slider during live trading.

Jcl, could you please explain why margin grows so slowly while most of the profits are reinvested?

Last edited by kujo; 12/21/17 16:35.
Re: Z9 system performance 2008-2014 [Re: kujo] #470194
01/02/18 09:17
01/02/18 09:17
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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Joined: Jul 2000
Posts: 27,978
Frankfurt
Because the current beta version, as I just learned, only partially reinvested profit in the backtest. The mechanism was accidentally switched to a different formula. The next update will have the full reinvesting activated.

Re: Z9 system performance 2008-2014 [Re: jcl] #470197
01/02/18 12:20
01/02/18 12:20
Joined: Dec 2017
Posts: 129
Halifax, NS
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kujo Offline OP
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kujo  Offline OP
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Joined: Dec 2017
Posts: 129
Halifax, NS
Thank you for the update!
I (and Hredot too, as he wrote above) would appreciate if the % of profit reinvestment could be controlled with a parameter. It would make the system more flexible.

Re: Z9 system performance 2008-2014 [Re: jcl] #470441
01/15/18 06:03
01/15/18 06:03
Joined: Dec 2016
Posts: 71
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firecrest Offline
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firecrest  Offline
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Joined: Dec 2016
Posts: 71
Originally Posted By: jcl
This is the Z9 performance 2008-2017, with VOO replaced by SPY.



Within the next 2 days the new Zorro version will come out where you can set the Z9 start date with the asset list. It has also some modifications, f.i. capital is now reinvested and CAGR is displayed.


How do we change the Start Date with the asset list?

Re: Z9 system performance 2008-2014 [Re: firecrest] #470444
01/15/18 09:46
01/15/18 09:46
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,978
Frankfurt
By using assets that existed back then.

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