All combinations were profitable and made tens of trades a day.
I made similar experiences with test runs, esp. if using static spreads and commissions but using spread=marketVal() and
recorded ticks or
downloaded tick prices (assetHistory) from FXCM result in realistic appearing scenarios (I didn't try assetHistory via MT4 so far because its history seems to be very short). But nevertheless the differences to live trading still persist.
I then filled a couple of small accounts and had the script run live.
I think this is the only way to get realistic results, esp. because the important time component (both signals generating and execution speed) of this strategy can hardly be simulated even if the tick material is valid and fine. And I fear that at last Zorro wasn't built to simulate strategies that are at least anywhere on the border to high frequency trading.
