Hi, I got very different AR% results from Z3 test with zorro's default assetfix and my broker's.
The major difference between the two assetfix were the decimal position of PIP and PIPCost.(I set spread, r/o and commission of both assetfix to 0 for simpler test comparison, see attatched file) e.g. XAGUSD got PIP 0.01 and PIPCost 0.43547 in zorro' default assetfix XAGUSD got PIP 0.0001 and PIPCost 0.0043547 in my broker's These happened aomng XAGUSD, US30, NAS100 and SPX500
Another difference is the LotAmount of SPX500 It's 1 in zorro's default assetfix, but 0.1 in my broker's. So the PIPCost of SPX500 was adjusted accordingly.
The AR% with zorro's default assetfix is 100%. The AR% with my broker's assetfix is 39%.
Why are the results so different? What can I do? Thanks.
Last edited by ytc; 12/04/1622:13.
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PIP and PIPCost setting issues lead to poor Z3 AR%