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Trade multiple strategies and instruments from a single instance #454894
09/28/15 00:15
09/28/15 00:15
Joined: Sep 2015
Posts: 6
California
K
kiranb Offline OP
Newbie
kiranb  Offline OP
Newbie
K

Joined: Sep 2015
Posts: 6
California
I've setup a VPS for live trading and would like to trade multiple strategies (e.g. Z1, Z12, Z2 etc) against multiple instruments (e.g. AUDUSD, EURUSD etc) in the same FXCM demo account.

1) How do i setup Zorro to do so (couldn't find in the documentation)? Also, would the performance for each strategy and instrument be reported in the Console so it's easily visible and monitored (without having to open the Results file for each)?

2) Since Z2, Z1 etc are only trading 1 instrument (e.g. EURUSD), why does the performance go down when I set FXONLY=1 and NFA=1 in Strategies\Z.ini ? The strategy should not be trading non-forex securities even when i set FXONLY=0, rather the same EURUSD that i've specified.

3) The AR (e.g. 106%) is calculated on Initial Capital. What is the Initial Capital set to how do i modify it for each Test? I see "Capital required = 669$" but i guess that's the Margin Capital required, not the initial capital that the AR is based on, correct?

thx
Kiran

Last edited by kiranb; 09/28/15 00:25.
Re: Trade multiple strategies and instruments from a single instance [Re: kiranb] #454936
09/29/15 22:15
09/29/15 22:15
Joined: Apr 2014
Posts: 482
Sydney, Australia
B
boatman Offline
Senior Member
boatman  Offline
Senior Member
B

Joined: Apr 2014
Posts: 482
Sydney, Australia
Each instance of Zorro is capable of compiling and running one script at a time. Since you don't have access to the source code of the Z's, you can't combine them into one script and need to trade them separately, each from their own Zorro instance. As far as I know, Z1, Z2 trade multiple currency pairs. You set up the initial capital with the sliders on the Zorro GUI.

HTH


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