Hi all,
I'm playing around with the Zorro's script language and couldn't explain to myself what is going on. If I introduce a single line defining unused series variable, the test result changes from:
Annual 54% 631p to Annual +44.9% +525.3p
Is this a bug or I'm doing something totally wrong?
Test Environment: Zorro 1.83.2 / Windows 7 (32 bit)
function run() {
vars Price = series(price());
vars Trend = series(LowPass(Price,500));
// ISSUE: uncommenting the line below gives a different test result!
//vars MMI_Raw = series(MMI(Price,300));
Stop = 4*ATR(100);
if(valley(Trend))
enterLong();
else if(peak(Trend))
enterShort();
StartDate = 2010;
EndDate = 2015;
asset("EUR/USD");
}