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CBIScale #471748
03/18/18 17:12
03/18/18 17:12
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline OP
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MatPed  Offline OP
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Joined: Feb 2015
Posts: 652
Milano, Italy
Hi,
double check:
if my back-test in the DATA folder is obtained with margin 500, but I trade the strategy with margin 50, CBIScale = 50/500.
Am I correct?

For a long time running trading live TS, will it make sense to update the pnl file in the DATA folder?

Thank You

Last edited by MatPed; 03/18/18 17:15.
Re: CBIScale [Re: MatPed] #471751
03/18/18 19:06
03/18/18 19:06
Joined: Jun 2013
Posts: 1,609
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DdlV Offline
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DdlV  Offline
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Posts: 1,609
Hi MatPed.

For the 1st question, why wouldn't you skip CBIScale and just run a Test with Margin=50 and use that .pnl file?

For the 2nd question, what does "TS" stand for? And does long time running mean across different Zorro versions?

Regards.

Re: CBIScale [Re: DdlV] #471753
03/18/18 21:22
03/18/18 21:22
Joined: Feb 2015
Posts: 652
Milano, Italy
M
MatPed Offline OP
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MatPed  Offline OP
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Joined: Feb 2015
Posts: 652
Milano, Italy
Ciao,
well the margin will change if you reinvest the profit. If you use the CBIScale the TS (trading system) will adapt the CBI calculation automatically.

More than 6-8 months with no interruptions, same Zorro version. The question was linked with your observation. If CBI will use the last .pnl found, obviously use CBIScale will not be so relevant.
The reason of my questions was to fully understand how the CBI "world" works.


Last edited by MatPed; 03/18/18 21:33.
Re: CBIScale [Re: MatPed] #471772
03/19/18 16:09
03/19/18 16:09
Joined: Jun 2013
Posts: 1,609
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DdlV Offline
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Hi MatPed.

If I correctly understand what jcl's written elsewhere, the CBI automatically handles reinvestment - but I could certainly have misunderstood. Hopefully jcl can help clarify for your situation.

As to which .pnl file is used, you're talking about the Z systems? Since they check the CBI once per trading day, my assumption is they re-read the .pnl file each time (rather than keeping it open all the time) so they would automatically pick up a new .pnl file. But this is just an assumption - hopefully jcl can clarify this too.

Regards.

Re: CBIScale [Re: DdlV] #471802
03/19/18 22:27
03/19/18 22:27
Joined: Feb 2015
Posts: 652
Milano, Italy
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MatPed Offline OP
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MatPed  Offline OP
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Joined: Feb 2015
Posts: 652
Milano, Italy
Hi DdleV,
Yes I'd alike to double check if I have correctly understood the use of CBIScale as stated in the manual.

No, I am not trading Z system. I am talking about my own TS.

Hopefully somebody from the staff can help me on this


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