Different performance to old versions of Zorro

Posted By: Chaosfreak

Different performance to old versions of Zorro - 09/26/13 11:58

Hi,

I just checked out this strategy from a old post:
http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=407043#Post407043

The performance is completly different with Zorro 1.16. It isn't profitable anymore. What causes this heavy changes in the performance?
Posted By: jcl

Re: Different performance to old versions of Zorro - 09/26/13 13:57

The performance is still the same.

For making performances comparable, you must set up the same test period and no weekend borders, which weren't supported in old Zorro versions. The execution engine is slightly different, so not all trades are 100% identical, but this does not matter much. Also the tested account was different, it was probably a mini account with a smaller spread. If you had the old account parameters, you could probably exactly reproduce the old equity curve. With the current micro account I get this curve:

Posted By: Chaosfreak

Re: Different performance to old versions of Zorro - 09/26/13 14:23

Thanks, jcl!

I didn't take into account these Weekend setting. Seems to have great impact on the performance of a strategy. Another puzzle in developing strategies wink
Posted By: RobotHood

Re: Different performance to old versions of Zorro - 10/26/15 15:55

Hi, I still couldn't get similar performance. Can someone help me with a note, please? Thanks
Posted By: jcl

Re: Different performance to old versions of Zorro - 10/27/15 11:11

This is a very old thread. What do you mean with "similar performance"?
Posted By: RobotHood

Re: Different performance to old versions of Zorro - 10/28/15 09:25

Thanks for the reply. I mean similar equity curve as in the attached figure.

Attached picture Huck3_EURUSD.png
Posted By: boatman

Re: Different performance to old versions of Zorro - 10/28/15 10:00

Impossible to give you a definitive answer without seeing your script. There are some very clever people on this forum, but no mind readers as far as I know. Having said that, you can clearly see that your script is taking very different trades and therefore something must be significantly different.
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