any experience with Z strategies ?

Since I am new and learn I thought it best to meanwhile "put my toes into the water" and trade a Z-strategy (first demo and later a small real account) until I can write my own.

Does anyone have experiences with them and wants to share
* how long they were running to be lucrative
* how much you did invest and how the real return was
* experiences when your system accidentally got switched of (and other dangers & benefits)

IMHO don't bother with Z systems. They are not lucrative at all, only their backtests are. People traded them live and there is no proof that their returns are consistent. Develop your own systems. At least you will have full control.

I've had Z12 running live for just over 6 months. It's doing quite well.

https://www.myfxbook.com/members/darcymac/zorro/2569912

Hi dmac
I'm a newbie for ZorroS.
I saw you have successful experience for Z12.
Could you share your Z12.ini for Global Prime?

I also have a lot of questions.
Do you have change MaxCapital?
Do you try to trade on FXCM or Onada or other ECN brokers?
I just want to find a better broker if you can share it.


Thanks

There is no Z12.ini. I think you mean assetfix.csv. The only thing I changed there was the symbol override for SPX500. It's US500 at global prime.

I modified the capital slider over time to reinvest. Initially I think I had deposited $5K and set capital to $4K. Whenever I adjust the slider to reinvest I just run a few backtests until I find a number that makes required capital match my current equity.

I've only ever tried global prime. They compare well with most other brokers. If I weren't with them I suppose I'd go with IG, they seem good too.

Don't underestimate transaction costs (spread + commission) in selecting a broker. Run a few backtests with tighter versus looser spreads and you'll see a tremendous difference over time).

Hi dmac
Do you retraning Z12? or just change Capital?
How often do you change your Capital?

When I use leverage 100 and Capital $4000 to test, the test result shows that Capital required need $4028.
When I use leverage 100 and Capital $10000 to test, the test result shows that Capital required need $9236.

When I use leverage 500 and Capital $4000 to test, the test result shows that Capital required need $10878.
When I use leverage 500 and Capital $10000 to test, the test result shows that Capital required need $26324.

It looks like if you use leverage 100, Capital required is around 1 time of test capital.
And if you use leverage 500, Capital required is around 2.5 times of test capital

Why?

I never retrain. The Z systems are retrained for you on each Zorro update.

I reinvest (adjust capital) maybe a couple times a month.



I would guess it's because Z12 doesn't necessarily use max leverage all the time. There are periods where there are not enough good trades to use all of your available leveraged capital. So increasing leverage does not linearly increase capital requirements.

I use ICMarkets but always meet "Skipped" messages for all the currency pairs.
Like this
{EUR/USD:VO:S} Skipped {Margin 387 Min 1000}
{USD/CAD:VO:S} Skipped {Margin 80 Min 1000}
But I don't know what happen?
Could you share your AssetsFix.csv to me?

In my new OANDA account (just switched from IB) I am getting the same error on a few trades. I think it's because I have too little available funds as I'm using a real account with only 1,000 to test OANDA.

My guess, account funds too small.

I've tried editing my accountFix.csv to adjust for margin but haven't noticed a change.

Hi dmac
Could you also tell us what your zorro version is?

I think I started with 1.74 and upgraded to 1.83 a while ago.

Skipped trades just means there was a trade signal but it was skipped because of insufficient margin. It's not abnormal, but it may mean your capital slider is set to high in relation to account equity.

Re: assetfix, just add symbol overrides if needed (and that is broker specific). There's no need to mess with anything else for live trading. The rest of that stuff is for backtesting.

If you want accurate backtests for your broker, use the download script to create a csv specifically for your broker with the right spreads, lot amounts, margincost, and so on. The manual has instructions for this.

I just check Log/Assets.csv and find some different between MT5 and MT4.
The leverage is wrong in MT5 but MT4 is fine.
I think MT5 bridge got some problems to make Assets.csv.

MT4
https://imgur.com/a/rfRZVRU

MT5
https://imgur.com/a/34Z4jCK