It can affect backtesting when MMI is used in a trade condition, filter, optimizer, or ML feature, because the changed MMI value can change whether a signal is true or false.

The original MMI code calculates a median over TimePeriod and then counts rising/falling behavior around that median. Zorro’s indicator source shows the old version using TimePeriod = Min(TimePeriod,g->nBar-1); and Median(Data,TimePeriod). The Median function sorts the data and returns the middle value within the given period.

When the backtest can change
1. When TimePeriod is even

Old:

var m = Median(Data,TimePeriod);

New:

var m = Median(Data,TimePeriod|1);

If TimePeriod = 100, then:

TimePeriod|1 = 101

So the median is calculated from 101 values instead of 100.

That can shift the median slightly. Since MMI compares every value against the median:

if(Data[i] > m && Data[i] > Data[i-1])
nl++;
else if(Data[i] < m && Data[i] < Data[i-1])
nh++;

a small median shift can change nl or nh, which changes the returned MMI value.

This matters if your strategy does something like:

if(MMI(Price,100) > 75)
enterLong();

A value changing from 74.9 to 75.2 can create a trade in one version but not the other.

2. Near the beginning of the backtest or WFO cycle

Old:

TimePeriod = Min(TimePeriod,g->nBar-1);

New:

TimePeriod = Min(TimePeriod,g->nBar-2);

The new version uses one less available bar when history is short.

This can affect the first valid bars after LookBack, or the beginning of a walk-forward cycle, especially if TimePeriod is close to the available history length.

Zorro uses LookBack to execute bars before trading begins so indicators have enough history. The manual says the first bar where trades can be entered is greater than or equal to LookBack, and LookBack should cover the longest period of all used indicators, assets, and time frames.

So this change can affect backtesting mostly when:

LookBack ? MMI period

or when TimePeriod is optimized and sometimes becomes large.

3. When MMI is used as a filter

Example:

vars Price = series(priceClose());
var MeanState = MMI(Price,100);

if(MeanState > 75)
enterLong();

If the old version gives:

MMI_old = 74.8

and the new version gives:

MMI_new = 75.3

then the trade only happens with the new version.

That can change:

entry timing, number of trades, profit factor, drawdown, optimized parameters, WFO results

The Zorro manual notes that indicators often become buy/sell signals when they reach thresholds, cross each other, or cross the price curve.

4. When MMI period is optimized

This is a big one.

Example:

int MMIPeriod = optimize(100,50,300,10);
var M = MMI(Price,MMIPeriod);

If some optimized values are even, the new version internally turns the median length odd:

100 -> 101
120 -> 121
200 -> 201

So the optimizer may find a different best parameter than before.

Zorro’s documentation specifically warns that when optimizing an indicator time period, LookBack should be set to at least the maximum period, otherwise the backtest period can change with the optimized value and affect results unexpectedly.

This Zorro lite-C script plots a EUR/USD daily chart that combines a traditional SMA indicator with an external ARIMA forecast. It imports selected functions from AutoAri32.dll and defines a minimal AUTO_ARIMA_RESULT structure so the DLL can return the selected ARIMA order, convergence state, forecast value, and AICc score. During each run, the script loads EUR/USD closing prices, calculates a 20-period simple moving average, and skips execution until the LookBack period is complete. The ARIMA model uses the previous 120 completed closing prices to generate a one-step forecast. Before forecasting, the price series is validated, and the result is checked for convergence, invalid values, and a realistic EUR/USD range. If ARIMA fails, the script safely falls back to the previous close. It then plots price, SMA20, ARIMA forecast, and forecast error in pips, while printing diagnostic model statistics to the log.

Hello Zorro forum, problem solved. Indeed, I just fixed naming of tickers in the assetlist. IC Markets have different naming for indexes as compared to Afterprime or other brokers. There is obviosly no relevance to USD/CAA or A2_87 strategy. The program was blocked or confused by resolving data from the broker due to missmatsch of ticker names (GER30 vs DE40, NAS100 vs. USTEC, etc.)

If my post is confusing or irrelevant, please admin just erase it or whatever.

Cheers !!

I ordered the pro version last week. Payment was executed over PAYGLOBAL. Today I received the A8 Pro Key file. So everything was o.k. I allow myself to confirm that the order link is safe.

NeoDumont

Still love 3Gamestudio. Now that I have everything for a bigger game I will start to create the Game I was dreaming of for a long time.

Sir, I am also going to publish a book... :-) will you buy my book? please...

No, the lite-C compiler output is not directed to a file.