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Different backtest results between Zorro vs Multicharts #471446
03/04/18 17:15
03/04/18 17:15
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
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tradingest  Offline OP
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Hi all,

I'm trying to understand the backtest engine of Zorro why the same strategy applied on Zorro and on Multichart get results completely different.

The strategy tried is Benchmark on Zorro and on Multicharts.

Somebody can help me to understand this?

thanks



Last edited by tradingest; 03/04/18 17:20.
Re: Different backtest results between Zorro vs Multicharts [Re: tradingest] #471457
03/05/18 12:41
03/05/18 12:41
Joined: Jul 2017
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Zheka Offline
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Zheka  Offline
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Study the log of Zorro and compare to indicator/price values in MC; search the manual for possible explanation. If smth is not clear, then ask specific questions.

Top of mind, two possible sources of difference:
- bar construction in Zorro (how are sessions set up in MC? Weekends/incomplete weeks in Zorro) and
- Zorro's RSI is based on an exponential average while MC's RSI - on a simple average.

Re: Different backtest results between Zorro vs Multicharts [Re: Zheka] #471516
03/07/18 07:24
03/07/18 07:24
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tradingest Offline OP
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But zorro if I use the barperiod = 30 the order can be executed in intrabar or only at the close bar?

Re: Different backtest results between Zorro vs Multicharts [Re: tradingest] #471517
03/07/18 10:03
03/07/18 10:03
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Zheka Offline
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Zheka  Offline
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What order?

Re: Different backtest results between Zorro vs Multicharts [Re: Zheka] #471520
03/07/18 10:55
03/07/18 10:55
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Originally Posted By: Zheka
What order?


order sent to market

Re: Different backtest results between Zorro vs Multicharts [Re: tradingest] #471521
03/07/18 11:05
03/07/18 11:05
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Zheka Offline
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Zheka  Offline
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Post code.
Market orders are executed at bar close or next bar open (or..depending on Fill mode). Stop/Limit orders - intrabar.

Re: Different backtest results between Zorro vs Multicharts [Re: Zheka] #471522
03/07/18 12:51
03/07/18 12:51
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tradingest Offline OP
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to have a more details on entry,exit or manage position is it possible to work with candle at 30min with details at 1 min?

Is it possible?

Re: Different backtest results between Zorro vs Multicharts [Re: tradingest] #471527
03/07/18 15:20
03/07/18 15:20
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Zheka Offline
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Zheka  Offline
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Yes, read the manual on TimeFrames and TMF.


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