I'm currently running an algo on a demo account as part of a final check prior to going live. However, I also wanted to make sure there were no other obvious tests I could undertake directly in Zorro before funding this with actual capital.

The strategy is based on 60 minute bars, so I have been using M1 data rather than Tick. I have tried to only optimise relevant parameters.

I've tested with both fixed lot sizes and also margin amounts. While developing, I have set NumWFOCycles to 10 and NumSampleCycles to 10. MonteCarlo to 1000.

I've trained and tested the algo using both SKIP1/2/3 settings and then DataSplit / DataSlope.

I've used various Detrend settings including CURVE, INVERT, and SHUFFLE.

I've used various start and end dates for training / testing as well as the default 6 year view.

I've updated the AssetsFix file with realistic spread, commission and roll amounts, using worst case numbers provided by my broker.

I've tried it with and without phantom trades but found it best without any equity curve trading.

Any additional points to consider?





Last edited by 1ND1G0; 03/02/18 17:48. Reason: Removing performance details