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#472632 - 05/09/18 04:35 Z10 Questions
DdlV Offline
Serious User

Registered: 06/10/13
Posts: 1378
Hi jcl. After playing a bit with Z10 have a few initial questions:

a) The manual says the prices come from CryptoCopy - should that be CryptoCompare? cryptocopy.me seems to be down (dead?)...

b) Z10 seems to download the entire price history for each asset all over again each new day, rather than just the change - the few latest prices. This is obviously not a big problem given this would only be done every 3 weeks, but is it as expected?

c) I am able to Test to the AR posted in the manual, but in the Zorro window the Monte Carlo AR is wrong - it is not the 50% value from the Performance Report - in fact it isn't any of those values. Is this a bug?

d) Changing the AssetsZ10.csv to (only) add USDT back in drops the CAGR by around an order of magnitude. Other asset combinations can make the system a loser, which seems to validate the manual's comments about the riskiness of Z10 and likely selection bias. How then to best proceed? Is the best choice to include as many of one's exchange's coins as possible (that have reasonable history) to minimize selection bias and therefore risk, at the expense of (Test) CAGR?

e) To clarify another manual comment, should one or the other of USDT and DGD be included, but never both? They would seem to serve different purposes, but the AR difference noted above when both are included gives pause...

f) Re. brokers, newbie question: Rather than a crypto exchange, would it be reasonable to use Shapeshift from a wallet?

Thanks.

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#472651 - 05/10/18 20:36 Re: Z10 Questions [Re: DdlV]
DdlV Offline
Serious User

Registered: 06/10/13
Posts: 1378
and...

g) Perhaps more decimal places for the Profit column in the trades csv's?

Thanks.

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#472674 - 05/13/18 10:20 Re: Z10 Questions [Re: DdlV]
Nicola Offline
Newbie

Registered: 09/06/15
Posts: 11
Loc: PR
H) How could you be anke to test z10?! Normal human beings still canít count in it....even if S user..or Am I wrong in something?! Thanks a lot.

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#472683 - 05/14/18 10:19 Re: Z10 Questions [Re: Nicola]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26529
Loc: Frankfurt
Yes, it*s Cryptocompare. From online sources, price history is normally loaded in full since many don't have a setting for limiting it anyway. Zorro cannot calculate the Montecarlo AR of reinvesting systems, therefore it is replaced by a script calculation in the performance report, but not in the window. This will be fixed, as also the number of decimals in the CSV.

When editing the asset list, do that only by fundamental criteria, not by test results, or else you'll get awful selection bias. You can add or remove what you want, but then you must stick to it no matter how bad the backtest gets. USDT is excluded because it is not traded at the exchange we're using.

I did not understand question H).

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#472688 - 05/14/18 16:20 Re: Z10 Questions [Re: jcl]
DdlV Offline
Serious User

Registered: 06/10/13
Posts: 1378
Thanks jcl.

My initial change to the asset list was to add USDT back in, since the example Test result in the manual had it and I was therefore surprised to see it commented out in the installed AssetsZ10.csv.

I understand what you're saying about asset selection, but am a bit unsure how that translates to an actual selection procedure & backtests for this risky system. If I select assets via fundamentals and heatmap, and then get a losing backtest, do I Trade it anyway because the selection was without bias?

Put another way, if a set of assets backtests profitably and then as one runs the system the backtests become losers, but one is to continue Trading the system anyway; is the converse also true? A set of assets that initially backtests as losing will at some point turn profitable due to MVO?

Also, have you used Shapeshift?

Thanks.

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#472694 - 05/14/18 22:30 Re: Z10 Questions [Re: jcl]
Nicola Offline
Newbie

Registered: 09/06/15
Posts: 11
Loc: PR
simply, How that user could test Z10 if it's not yet included in strategy portfolio included in Zorro S? or Am I missing Something?

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#472695 - 05/14/18 22:54 Re: Z10 Questions [Re: Nicola]
Petra Offline
Member

Registered: 04/04/08
Posts: 203
Z10 is in the beta version. You also need Zorro S I think.

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#472753 - 05/20/18 23:05 Re: Z10 Questions [Re: Petra]
AgentShark Offline
Guest

Registered: 05/20/18
Posts: 2
Hey jcl,

1) I have Zorro S 1.83 and still can't find Z10. When is it going to be included?

2) Since Z10 uses CryptoCompare how do I specify the specific exchange data to use and not depend on their CCCAGG formula?

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#472760 - 05/21/18 10:43 Re: Z10 Questions [Re: AgentShark]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26529
Loc: Frankfurt
Z10 will soon be included. You can specify Bittrex instead of CryproCompare in the asset list.

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#472809 - 05/24/18 18:29 Re: Z10 Questions [Re: jcl]
DdlV Offline
Serious User

Registered: 06/10/13
Posts: 1378
Hi jcl. Would appreciate your thoughts on the questions a few posts back.

Thanks.

Top
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