NEW RESULTS
5 X VServer with Win Server 2016
5 X Underaccount REAL Oanda with 2800 Euro Capital
5 X Zorro 1.60
5 X Z12
5 X default settings Margin 50, Risk 10
Start: 14.08.2017
End: 29.09.2017
Invested Capital: 5 X 2800 = 14000 Euro
Account 1 = 1679,88
Account 2 = 1718,39
Account 3 = 2021,59
Account 4 = 1912,35
Account 5 = 1919,02
_____________________
Sum = 9251,23
LOST = 4748,77 !!!!!!!
Pretty disapointing
LOG Z 12 Server 1
Z12 Trading Status
System Start: 08-14 17:05 UTC (17:05 Local)
Last Update: 09-29 17:08 UTC (17:08 Local)
System State: 1681 -587 -347 2/8
Z system 12.60
EUR/USD
CY:LS +21
HP:L -5
VO: -10
USD/CHF
GBP/USD
BB:S -114
CT:S -94
CY:L +169
HP:LS -184
A2:LS -156
VO:S -21
HU:S -83
USD/CAD
CT:S -85
CY:LS -330
HP:LS -298
A2:LS -115
LP:L -52
HU:L -29
USD/JPY
VO:L +152
AUD/USD
A2:L -67
NAS100
CT: -101
HP:L +208
VO:L +11
SPX500
BB:L -5
US30
GER30
UK100
XAU/USD
VO:S -26
XAG/USD
HU:S -2
LOG Z12 Server 2
Z12 Trading Status
System Start: 08-14 18:43 UTC (18:43 Local)
Last Update: 09-29 17:09 UTC (17:09 Local)
System State: 1716 -590 -416 3/7
Z system 12.60
EUR/USD
CY:LS +24
HP:L -1
VO: -11
USD/CHF
GBP/USD
BB:S -114
CT:S -98
CY:L +382
HP:LS -216
A2:LS -158
VO:S -53
HU:S -83
ES:LS +1
USD/CAD
CT:S -96
CY:LS -330
HP:LS -295
A2:LS -57
VO:L -73
LP:L -27
HU:L -29
USD/JPY
VO:L +131
AUD/USD
A2:L -67
NAS100
CT:S -79
HP:L +224
VO:L +4
SPX500
BB:L -7
US30
GER30
UK100
XAU/USD
VO:S -21
XAG/USD
HU:S -1
LOG Z12 Server 3
Z12 Trading Status
System Start: 08-14 18:43 UTC (18:43 Local)
Last Update: 09-29 17:09 UTC (17:09 Local)
System State: 1716 -590 -416 3/7
Z system 12.60
EUR/USD
CY:LS +24
HP:L -1
VO: -11
USD/CHF
GBP/USD
BB:S -114
CT:S -98
CY:L +382
HP:LS -216
A2:LS -158
VO:S -53
HU:S -83
ES:LS +1
USD/CAD
CT:S -96
CY:LS -330
HP:LS -295
A2:LS -57
VO:L -73
LP:L -27
HU:L -29
USD/JPY
VO:L +131
AUD/USD
A2:L -67
NAS100
CT:S -79
HP:L +224
VO:L +4
SPX500
BB:L -7
US30
GER30
UK100
XAU/USD
VO:S -21
XAG/USD
HU:S -1
LOG Z12 Server 4
Z12 Trading Status
System Start: 08-14 20:07 UTC (20:07 Local)
Last Update: 09-29 17:10 UTC (17:10 Local)
System State: 1912 -375 -419 3/7
Z system 12.60
EUR/USD
CY:LS +18
HP:L -3
VO: -14
USD/CHF
GBP/USD
BB:S -114
CT:S -94
CY:L +382
HP:LS -152
A2:LS -157
VO:S -46
HU:S -85
USD/CAD
CT:S -94
CY:LS -333
HP:LS -292
A2:LS -56
VO:L -35
LP:L -27
HU:L -29
USD/JPY
VO:L +165
AUD/USD
A2:L -68
NAS100
CT: -111
HP:L +220
VO:L +19
SPX500
BB:L -6
US30
GER30
UK100
XAU/USD
VO:S +6
XAG/USD
HU:S -4
LOG Z12 Server 5
Z12 Trading Status
System Start: 08-14 20:09 UTC (20:09 Local)
Last Update: 09-29 17:11 UTC (17:11 Local)
System State: 1917 -361 -428 3/8
Z system 12.60
EUR/USD
CY:LS +22
HP:L +3
VO: -10
USD/CHF
GBP/USD
BB:S -113
CT:S -97
CY:L +379
HP:LS -214
A2:LS -157
VO:S -45
HU:S -84
USD/CAD
CT:S -92
CY:LS -332
HP:LS -295
A2:LS -57
VO:L -36
LP:L -27
HU:L -29
USD/JPY
VO:L +152
AUD/USD
A2:L -68
NAS100
CT:S -77
HP:L +222
VO: +63
SPX500
BB:L -7
US30
GER30
UK100
XAU/USD
VO:S -28
XAG/USD
HU:S -1
Its now clear why there is Non positive and mainly negative Posts in this forum about Z12 System. Some even called it something like s...
I quote someone who posted over Z12 in another forum:
"The system is taking positions that are WAY too large
The system is a black box - so it isn't possible to tell what it's supposed to be doing
People are reporting execution problem which makes point 2 a huge issue as you have no way of correcting / overriding the system if you don't know what it's trying to do.
There's significant data snooping bias introduce into the backtests via the Optimal F algo. (The Zorro manual states: "OptimalF factors are calculated over the whole test period, even when WFO is enabled. This slightly violates the out-of-sample test philosophy." This is very misleading. It hugely violates the out-of-sample test philosophy.
Instrument selection seems to have introduced data snooping bias to back tests too.
Whilst there's evidence that currencies have tended to trend over the timescales traded by the system, the effect is nowhere near that justified by the amount of leverage used by the system.
I see no evidence that currencies price series move in "cycles" and can be exploited by trading based on mean reverting cyclical indicators.
It's not taking advantage of any structural bias that would cause you to think it would be likely to make money. It's trading FX / CFDs long/short - there's no positive expectation / drift if the active trading strategy happens to be rubbish (and I think it probably is.)"
I THINKS SO NOW
The risk Z12 entered according to the LOG was up to 8000 Euro. Pretty insane.
following the trades i could see Z12 for example opening a long position holding it to a loss of 350 Euro and sold that position later with a loss of 300 Euro when the underlying market goes CLEARLY up, only to take another position short loosing again money.
Most trades maked no sence at all controlling the behaviour on the Price Chart.
There is clearly 2 Zorros. One is the myth and the other is the business (Owner) who only benefit.
