Spread = RollLong = RollShort = Commission = Slippage = 0;
Of all the variables, only slippage works, only it affects the result, but does not solve the problem.
The manual is your friend!
"Compare historical price data. Print out several candles with the same time stamps and check. Have they the same OHLC prices? Are they from ask, bid, or trade prices? Is the timestamp from the open, the center, or the close of the bar? UTC or a local time zone? When using tick data, does it contain the same quotes? Candles with different price types or time zones will produce different results."
Earlier I found this explanation in the reference book, it is clear that the result depends on the time zone and prices, the question is how to get Zorro to adapt to this.
So far, after rereading the entire manual and still trying to achieve the same (or at least with an average error) result similar to tv - I can't do anything.
The result I get is not even close to what is on tradingview.
For the purity of the experiment, I did the following:
1. From the reference book in the "migration" section, I took the given SMA code of the function for zorro and tv.
2. Set the same parameters, set the same time frame and the same conditions for entry.
3. Compared the charts and additionally set the same time zone.
Result:
Tradingview:
Trades: 232
Win: 48.7%
Zorro:
Trades: 15
Win: 40%
How to solve it?
