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?
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.
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.