How does Zorro handle new strategy/asset?

Posted By: Seymour

How does Zorro handle new strategy/asset? - 12/13/18 14:29

Hi folks,

I have a question regarding the resuming mechanism of Zorro. I am still not entirely clear after reading the manual.

Let's say I have a trading system named "A" which consists of multiple strategies trading on multiple assets. Each strategy/asset combination has its OptimalF factor properly trained. "A" system is running for several months now.

In the meantime, I have developed several new strategies that trade on several assets and maybe on some other new assets that were not included previously in system "A". Now I want to merge these strategy/asset combinations into "A" system without interfering current trades. The old strategies in system "A" are still valid and not changed.

How should I go about it? If I just train my new system "Merged" (A + new strategies), and then stop "A", and replace parameter files and the factor file with newly trained files respectively, and resume Zorro with "Merged" system, will this do?
Or I have to run parallel Zorro sessions and stop "A" when all positions from the old Zorro session are cleared. (Just like sometimes when we upgrade major Zorro versions where different versions are not compatible)
Posted By: jcl

Re: How does Zorro handle new strategy/asset? - 12/14/18 16:09

Adding new assets and algos is no problem for the resume mechanism, but removing is - those trades must then be closed manually. As long as the old assets and algos are still included in the strategy, no merging is needed because the new parameters will then also work for old trades.
Posted By: Seymour

Re: How does Zorro handle new strategy/asset? - 12/15/18 02:57

I see. Thanks for the clarification.
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