Z9 settings with IB

Hi guys,

I am trying to activate the Z9 system using my existing IB margin account and Zorro S version 1.66 during US trading hours.

I have modified Z.ini as follows before starting Zorro:
- NFA = 1
- Hedge = either 4 or 2

I have modified AssetsZ9.csv as follows:
- for VOO change type to '3'
- removed all 'STOOQ...' entries in column 'Symbol'

Capital settings:
- Invested margin: 5000 (capital slider setting)
- Total volume: 9523 (displayed in pop-up after clicking Trade)
- Available funds in account: >13000

Messages after confirming to modify portfolio:
ITB 0.35 0 -> 74
(ITB::L) Can't open 74@45.44 at 16:31:34
SMH 0.35 0 -> 32
(SMH::L) Can't open 32@104.96 at 16:31:34
XBI 0.29 0 -> 32
(XBI::L) Can't open 32@87.36 at 16:31:34
Next Rebalancing: Friday, February 23 2018

Has anyone experienced the same message? Did I miss something in the settings? Any help is appreciated.

Cheers,
Kris

Hi Kris,

I had something similar with a paper trading account on IB:
The initial positions were placed by zorro without any issues, but when I tried to run Z9 again to reballance, I got the same error messages.

As a workaround, you could adjust the positions manually, after reading off the sizes in Zorro. Of course this is not a good solution. Hopefully Z9 will get a fix soon.

Hi Hredot,

Thanks for your reply. I think I will spend some time now going through your dual momentum strategy instead then 🙂

Cheers,
Kris

Hi krisbaum,

While it is always a good idea to get some understanding how a script works in principle (my dual momentum script works "similar" to Z9, so could help with that), I have to say that recent Z9 improvements made it quite a bit better than my script, in my opinion.