There's a lot of ways to do this.

One way is to place a symbolic link to the header (or header directory) in the Strategy folder. So you can do this in your script:

or this:
For this, you will need Microsoft's mklink command, which is documented here:
https://learn.microsoft.com/en-us/windows-server/administration/windows-commands/mklink

Outstanding tutorial

INFINITE PROFIT FACTOR!!!111111ELEVEN

Monte Carlo Analysis... Median AR 54%
Win 3763$ MI 6055$ DD 30.29$ Capital 28094$
Trades 519 Win 99.8% Avg +26.1p Bars 33
CAGR 1228591501148160.00% PF inf SR 25.75 UI 1% R2 0.48

Thanks, that explains the change.

For my setup, IBKR should remain the execution broker, while EODHD should provide both the current price and historical data.

Is this the correct Symbol syntax for AssetsZ9.csv?

*-STK-SMART-USD!EOD:*.US!EOD:*.US

For example:

AGG-STK-SMART-USD!EOD:AGG.US!EOD:AGG.US

Or does the EODHD source require a different prefix?

My goal is to preserve the previous Z9 Trade workflow: Z9 calculates and executes the rebalance through TWS/IBKR, but does not request US equity market data from IBKR.

thanks

Hi JCL!

I'm testing the Monte Carlo Reality Check in the Evaluation Shell with
Workshop6c and would like to confirm whether the behavior below is expected.

My MRC configuration is essentially:

Command,MRC
Method,Train
Cycles,10

Workshop6c uses WFO training and NumCores = -2.

I repeated the same Step 5 MRC command in separate Zorro processes and observed:

First experiment:
- 10 completed runs
- 8 runs: P-Value 0.0%, Result is significant
- 2 runs: P-Value 10.0%, Result insignificant
- no non-empty Errors.txt

Second experiment:
- 20 completed runs
- 17 runs: P-Value 0.0%, Result is significant
- 3 runs: P-Value 10.0%, Result insignificant
- no non-empty Errors.txt

I did not observe intermediate p-values. All results were either 0.0% or
10.0%.

After inspecting the Evaluation Shell MRC path, my current interpretation is
that the p-value is incremented in steps equivalent to:

100 / NumTotalCycles

Therefore, with Cycles=10, the p-value resolution is 10 percentage points:

- zero randomized exceedances -> P-Value 0.0%
- one randomized exceedance -> P-Value 10.0%

At a 5% significance threshold, one randomized exceedance therefore changes
the classification from significant to insignificant. This seems consistent
with ordinary Monte Carlo sampling variability rather than necessarily an
Evaluation Shell defect.

Could you please confirm the following?

1. Is alternating between 0.0% and 10.0% expected with Cycles=10?

2. Does the Cycles value include the original/reference cycle, or does it
represent only randomized cycles?

3. Is Cycles=10 intended only as a quick diagnostic setting?

4. What number of cycles is recommended for evaluating a 5% significance
threshold? Would 100 cycles be a reasonable minimum?

5. With Method=Train, is it expected that the MRC retraining overwrites the
normal WFO parameter and factor files, such as Workshop6c.par,
Workshop6c_1.par, etc.?

6. Is there a supported way to set or record the random seed used by the MRC?

7. Can NumCores=-2 change the random sequence or reproducibility of the MRC?
Should a reproducibility diagnostic use a single core?

Each invocation starts a new Zorro process. The strategy, data, MRC
configuration, and Step 1-4 prerequisite artifacts remain the same, but
Method=Train regenerates the normal WFO outputs during every MRC run.

I am using a locally adapted headless dispatcher around the Evaluation Shell.

Thanks.

When I buy an Infinite license, when does the Support clock start?
We get 4 weeks, but is that from the time I post my first question or from the day I buy the license? Or some other demarc?

Thanks,

Yes, the free historical data does no longer exist. To get the old workflow, you need to subscribe data from a vendor, and enter that source in the symbol in your z9 asset list.

It will be in the next beta version, 3.12.

Hi JCL!

I'm testing the Monte Carlo Reality Check in the Evaluation Shell with
Workshop6c and would like to confirm whether the behavior below is expected.

My MRC configuration is essentially:

Command,MRC
Method,Train
Cycles,10

Workshop6c uses WFO training and NumCores = -2.

I repeated the same Step 5 MRC command in separate Zorro processes and observed:

First experiment:
- 10 completed runs
- 8 runs: P-Value 0.0%, Result is significant
- 2 runs: P-Value 10.0%, Result insignificant
- no non-empty Errors.txt

Second experiment:
- 20 completed runs
- 17 runs: P-Value 0.0%, Result is significant
- 3 runs: P-Value 10.0%, Result insignificant
- no non-empty Errors.txt

I did not observe intermediate p-values. All results were either 0.0% or
10.0%.

After inspecting the Evaluation Shell MRC path, my current interpretation is
that the p-value is incremented in steps equivalent to:

100 / NumTotalCycles

Therefore, with Cycles=10, the p-value resolution is 10 percentage points:

- zero randomized exceedances -> P-Value 0.0%
- one randomized exceedance -> P-Value 10.0%

At a 5% significance threshold, one randomized exceedance therefore changes
the classification from significant to insignificant. This seems consistent
with ordinary Monte Carlo sampling variability rather than necessarily an
Evaluation Shell defect.

Could you please confirm the following?

1. Is alternating between 0.0% and 10.0% expected with Cycles=10?

2. Does the Cycles value include the original/reference cycle, or does it
represent only randomized cycles?

3. Is Cycles=10 intended only as a quick diagnostic setting?

4. What number of cycles is recommended for evaluating a 5% significance
threshold? Would 100 cycles be a reasonable minimum?

5. With Method=Train, is it expected that the MRC retraining overwrites the
normal WFO parameter and factor files, such as Workshop6c.par,
Workshop6c_1.par, etc.?

6. Is there a supported way to set or record the random seed used by the MRC?

7. Can NumCores=-2 change the random sequence or reproducibility of the MRC?
Should a reproducibility diagnostic use a single core?

Each invocation starts a new Zorro process. The strategy, data, MRC
configuration, and Step 1-4 prerequisite artifacts remain the same, but
Method=Train regenerates the normal WFO outputs during every MRC run.

I am using a locally adapted headless dispatcher around the Evaluation Shell.

Thanks.

Thanks a lot, JCL! Really appreciate the quick follow-up fix.

I downloaded the latest Zorro version and installed it over my existing installation.

Then I:

- updated the historical data for all assets in `AssetsZ9.csv`
- started TWS
- ran Z9 in Trade mode

Z9 now appears to load the correct list:

NY time 15:22
Loading 17 assets..

However, startup is very slow, and the run stops with the following output:

--------------------------------------------------

NY time 15:22
Loading 17 assets..
!Requested market data requires additional subscription for API. See link in 'Market Data Connections' dialog for more details.AGG ARCA/TOP/ALL AGG-STK--0.00--SMART/--USD
!The contract description specified for AGG is ambiguous;
you must specify the currency. AGG-STK--0.00--SMART/--
!Requested market data requires additional subscription for API. See link in 'Market Data Connections' dialog for more details.DIA ARCA/TOP/ALL DIA-STK--0.00--SMART/--USD
!The contract description specified for DIA is ambiguous;
you must specify the currency. DIA-STK--0.00--SMART/--
!Requested market data requires additional subscription for API. See link in 'Market Data Connections' dialog for more details.FDN ARCA/TOP/ALL FDN-STK--0.00--SMART/--USD
Error 047: No bars generated
Logout..
!Logout complete ok

--------------------------------------------------