Testing Z systems with variable leverage

Posted By: dmac

Testing Z systems with variable leverage - 02/23/18 16:33

So I'm trying to test the effect of different leverage amounts on the Z systems. If I go with my current account at IB Canada, I'm going to get reduced leverage, and if that has a very negative impact on performance, then I'll have to go with an international broker (I'd rather not).

So I have modified the leverage column in the AssetFix file (changing it from 100 to 33), but there is virtually no difference in test runs with Z12. I think I may possibly need to modify the MarginCost column as well, but I cannot clearly sort of the exact purpose of each, even after having read the manual repeatedly.

Any hints?
Posted By: kujo

Re: Testing Z systems with variable leverage - 02/23/18 17:45

Margin cost could be defined in 2 ways: with MarginCost and with Leverage. In case of you are using Leverage parameter then MarginCost should be 0. If MarginCost isn't 0 then Leverage is ignored.

See more details: http://zorro-trader.com/manual/en/account.htm
Posted By: dmac

Re: Testing Z systems with variable leverage - 02/23/18 21:05

Ah, that was it, thanks.
© 2024 lite-C Forums