Originally Posted By: Smile
PCZ , hello.
when you finish your *.t1 and *s.t1 files, during backtesting, the sell / stop sell order,
which price will be trade? is it ask(in t1 file) - spread(in assets file) ?

the *s.t1 file, how to show its useful?


Not sure if I understand the question correctly but I'll try to reply anyway (hopefully on topic) - in the latest version the name of the produced asset file is e.g. EURUSD_2016.t1 and the name of a dummy file is the same but beginning with an exclamation mark (e.g. !EURUSD_2016.t1). The first file contains ask prices (which are normally used by Zorro) and the second one contains bid prices. One of the ways how to use these files is decribed here: http://statsmage.com/zorro-on-steroids-iii-backtesting-with-variable-spread/ - then the price which is used during backtesting is the ask price and the bid price is used only to calculate the spread.