Hi jcl.
2 things about 1.83:
1) I see above that it's released, however I didn't receive the normal release announcement email - was it sent?
2) I have downloaded and installed 1.832 (via Zorro_Setup) and the latest 2010 and 2016 History files. All Z Systems Test to the results in the manual, EXCEPT Z3 - it only Tests to 33% AR, not ~90%. It seems something like this happened once before, but I can't find that thread. If the Zorro version and History files are correct per the above, and all the other Systems Test fine, where else should I look to fix Z3 Test?
FYI, here is the Z3.txt file I get:
WFA Test Z3 (TICKS)
Simulated account AssetsFix
Bar period 24 hours (avg 2027 min)
Simulation period 2010-05-24..2018-05-12 (2067 bars)
Test period 2012-07-23..2018-05-12 (1504 bars)
Lookback period 100 bars (20 weeks)
WFO test cycles 8 x 188 bars (38 weeks)
Training cycles 9 x 563 bars (116 weeks)
Montecarlo cycles 200
Simulation mode Realistic ticks (slippage 5.0 sec)
Gross win/loss 32111$ / -23282$ (+4997p)
Average profit 1522$/year, 127$/month, 5.85$/day
Max drawdown -5970$ 67.6% (MAE -5970$ 67.6%)
Total down time 86% (TAE 68%)
Max down time 47 weeks from Nov 2014
Max open margin 266$
Max open risk 3036$
Trade volume 3788968$ (653101$/year)
Transaction costs -1393$ spr, -983$ slp, -2491$ rol
Capital required 4559$
Number of trades 245 (43/year, 1/week, 1/day)
Percent winning 47.3%
Max win/loss 2052$ / -812$
Avg trade profit 36.04$ 20.4p (+156.7p / -102.1p)
Avg trade slippage -4.01$ -2.3p (+0.5p / -4.8p)
Avg trade bars 6 (+8 / -5)
Max trade bars 37 (7 weeks)
Time in market 108%
Max open trades 4
Max loss streak 11 (uncorrelated 9)
Annual return 33%
Profit factor 1.38 (PRR 1.15)
Sharpe ratio 0.64
Kelly criterion 1.24
R2 coefficient 0.015
Ulcer index 21.2%
Confidence level AR DDMax Capital
10% 38% 5244 4037$
20% 34% 5905 4513$
30% 31% 6523 4957$
40% 28% 7102 5373$
50% 26% 7681 5789$
60% 24% 8524 6395$
70% 22% 9260 6925$
80% 20% 10472 7796$
90% 15% 13502 9975$
95% 13% 15586 11474$
100% 9% 22342 16332$
Portfolio analysis OptF ProF Win/Loss Wgt% Cycles
NAS100 avg .001 1.04 27/38 3.0 /\\//
SPX500 avg .000 0.82 26/32 -7.3 /\..//
US30 avg .042 2.08 39/34 58.8 ////////
XAG/USD avg .014 1.52 24/25 45.5 /XX///.
NAS100 .003 1.04 27/38 3.0 /\\//
NAS100:L .003 1.04 27/38 3.0 /\\//
NAS100:S .000 ---- 0/0 0.0 ........
SPX500 .000 0.82 26/32 -7.3 /\..//
SPX500:L .000 0.82 26/32 -7.3 /\..//
SPX500:S .000 ---- 0/0 0.0 ........
US30 .084 2.08 39/34 58.8 ////////
US30:L .084 2.08 39/34 58.8 ////////
US30:S .000 ---- 0/0 0.0 ........
XAG/USD .014 1.52 24/25 45.5 /XX///.
XAG/USD:L .007 1.31 8/13 14.6 //./..
XAG/USD:S .021 1.75 16/12 30.9 //\///.
Thanks.