I have used FXCM and the defaults because for me it seems to match the real costs. The big problem is that spreads, swaps, ... change over time. For better backtests it is essential to have ask and bid.
For this you need tick history. OANDA seems to allow you to export it from fxTrade, maybe you should look at converting it to the format Zorro uses.
What I really don't understand WHY I should fix the asset info manually when everything(except the symbolname) is available via MT4?
The reasons I can think of are:
- You need to fix the parameters so that when you develop a strategy, you can be sure that any change to the system's output is a result of you changing the code, rather than a change in the account. For example if your broker can't give you historical spreads (MT4 can't), you need to fix the spread in advance. If you use the spread from a static file, a changing spread can't affect your strategy. If you use the spread from MT4, your test might do well with a tiny spread when you test but then after you change the code, MT4's spread might be huge and kill your strategy. You'll have no way of knowing whether it was your code that did it.
- Not all brokers offer the same things MT4 does. The Z Systems need to support all the brokers so they can't rely too much on feature that other brokers lack.
Hi, I have a question have you properly tested the z12 system?
Yes. Here's a test I did a while ago (I think this was default assets list):
http://pastebin.com/2zy5JTfaHere's a test I did just now with standard assets list:
http://pastebin.com/amyQB2CUHere's a test I did just now with IC Markets assets list from a few days ago:
http://pastebin.com/0V63Br3EI'm working on a test after retraining with the IC Markets assets list.
