Zorro version 1.03 was now released to the Zorro beta forum. The following was changed in version 1.03:
- All bugs reported for 1.02 are fixed (hopefully).
- NFA compliant behavior (FIFO, no hedging, no trade closing, no price targets), as required for US based accounts, can now be activated with the NFA flag.
- The TrailLock variable can be used for locking profits of open trades, or moving the stop to break even when a certain profit level is reached.
- The Capital and Annual Return parameters are now normalized to a 3 years drawdown. This makes them mostly independent of the test period, but generates slightly worse performance figures with test periods below 3 years, f.i. in the WFO tests of workshops 5 and 6.
- The meaning of the "#" character in printf statements was reversed: Text beginning with "#" now prints to the log file only. The previous method was confusing to beginners.
- The Z1 and Z2 strategies now also trade with NZD/USD and use phantom trades for drawdown reduction. NFA compliant versions for US based accounts were included.
Zorro 1.03 is currently available for beta test. If you're interested in testing this version, please send me a PM and I'll open the Zorro beta test forum for you.