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Stop Zorro on weekend - equity curve trading - Z strategies #448980
02/26/15 20:03
02/26/15 20:03
Joined: Sep 2013
Posts: 64
Spain
yosoytrader Offline OP
Junior Member
yosoytrader  Offline OP
Junior Member

Joined: Sep 2013
Posts: 64
Spain
Hi I might stop Zorro some weekends, and I read that for older versions stopping zorro should be avoided because of the Equity Curve trading feature,

is it true for newer versions / 1.28.3 ?
are there other reasons that suggest to avoid stopping Zorro on weekends?

Many thanks

Re: Stop Zorro on weekend - equity curve trading - Z strategies [Re: yosoytrader] #448986
02/27/15 10:42
02/27/15 10:42
Joined: Jul 2000
Posts: 28,142
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,142
Frankfurt
If you mean with "stopping" that you manually stop the trading session every Friday and start a new session every Monday for some reason, then yes, this is certainly not recommended when you use equity curve trading or any other mechanism that learns from previous results.

But for merely logging out during the weekend, you can just set the "Weekend" variable accordingly.

Re: Stop Zorro on weekend - equity curve trading - Z strategies [Re: jcl] #448995
02/27/15 13:40
02/27/15 13:40
Joined: Sep 2013
Posts: 64
Spain
yosoytrader Offline OP
Junior Member
yosoytrader  Offline OP
Junior Member

Joined: Sep 2013
Posts: 64
Spain
I thought that the Z strategies Equity Curve Trading was based in the premise that Zorro could read the closed trades from the demotrades.csv file in order to build EquityLong /EquityShort series,
Thanks for the answer

Last edited by yosoytrader; 02/27/15 13:51.
Re: Stop Zorro on weekend - equity curve trading - Z strategies [Re: yosoytrader] #449023
02/27/15 15:29
02/27/15 15:29
Joined: Jul 2000
Posts: 28,142
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,142
Frankfurt
No, equity curve trading is not based on closed trades, but on the open equity curve. Otherwise it were balance curve trading.

The way it is implemented in Z12 and Z3, the equity horizon is relatively short, only a couple of days. Therefore, ending the session at any Zorro update does not matter, but ending it every weekend would matter.


Moderated by  Petra 

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