Hi,

I am trying to either a) switch between IB accounts programmatically, or b) make a fixed selection of account in the script by e.g. a #define literal.

Currently I have set up an Accounts.csv with distinct names, account ids, and renamed copies of the IB DLL. And then I try:

#define SELECTED_ACCOUNT "IB-ACCT2"
#define ACCOUNT_ID "U1234567"

DLLFUNC void main()
{
Account = SELECTED_ACCOUNT; // with or without this
var *pBalance, *pTradeVal, *pMarginVal;
brokerAccount (SELECTED_ACCOUNT, ACCOUNT_ID, pBalance, pTradeVal, pMarginVal);
printf("Selected account %s, id %s\n", SELECTED_ACCOUNT, ACCOUNT_ID);
...
}

The above executes, but the value shown in the Zorro window corresponds to the default account instead of the selected account, and I get some warning/error messages depending on exactly what variation I'm trying ("BrokerAccount: No Data!" or from IB, "!Unable to subscribe to account as the following clients are subscribed to a different account....")

Declaring a string variable = SELECTED_ACCOUNT and passing in the variable name doesn't work either.

How should this be done? Using Zorro S, by the way.

Thanks very much for any insights!

Hi there

I have been running Z12 live with RoboForex through MT4 since May 4, 2026. After 80 closed trades, the results are:

Net result: -$1,736.59
Win rate: 30%
Profit factor: 0.287
Maximum closed-trade drawdown: about -$1,744
I compared the live result with every overlapping 80-trade window in the backtest. About 0.72% of historical windows performed as badly or worse, so this appears possible but unusually poor.

The losses were concentrated in indices and metals:
XAU/USD: -$811
US30: -$702
NAS100: -$183
GER30: -$169
FX total: approximately +$128

I also had 15 Skipped (Margin ... Min 2) messages, all on EUR/USD. They involved CT_75 shorts and HP_59 longs. These directions have very small OptimalF values:
CT_75 short: 0.002 versus 0.309 long
HP_59 long: 0.013 versus 0.557 short
The live and backtest EUR/USD contract parameters match, so these skips appear to be normal minimum-size/ACCUMULATE behavior rather than insufficient account margin so I have trouble seeing how this could affect the performance too much.

I also got this
Warning 054: US30 LotAmount 0.10 -> 0.010
Warning 054: US30 MarginCost 48 -> 5.0
Warning 054: US30 PIPCost 0.1000 -> 0.001000
Warning 054: US30 PIP 1.000 -> 0.1000
After normalizing Lots × PIPCost / PIP, average US30 exposure was approximately $0.216 per index point live versus $0.284 in the backtest. So the live exposure was about 24% lower which means I'm at least not taking on more risk than the system in backtest

Does this analysis suggest an ordinary but rare bad Z12 period? It seems like the phantom trading should step in a some point?

I mean I have been reading the news lately so I know we've had a rather spicy time in the markets. I just wanted to say this is money I can afford to lose but I'm just curious if anyone else has had a rough patch with this one?