Z12 backtest very different from the expected results

Posted By: jmlocatelli

Z12 backtest very different from the expected results - 03/29/19 03:52

Hi,
I get good results when backtesting Z1 and Z2.
But Z12 backtest just gives me losses.
As mentioned in the documentation, Z12 should perform better than the sum of Z1 and Z2.
Am I missing something?
Running on Zorro S 2.03. Default parameters.

regards,
jm
Posted By: jcl

Re: Z12 backtest very different from the expected results - 03/29/19 08:08

You can see all backtest results with default parameters in the manual. We won't release a strategy with a negative backtest.

But of course it's no problem to use an asset list or other settings that produce losses. Look in the performance report - there you'll probably see the reason.
Posted By: jmlocatelli

Re: Z12 backtest very different from the expected results - 03/29/19 15:13

Hi jcl,
Different from Z1 and Z2, I didn't figure out that Z12 refers to a specific assets list - AssetsZ12.csv.
Copied AssetsFix.csv to AssetsZ12.csv and Z12 backtest performace was close to the manual.
tks.
Posted By: jcl

Re: Z12 backtest very different from the expected results - 03/29/19 16:04

Whatever that AssetsZ12.csv is, it is not from us.
Posted By: SnoopySniff

Re: Z12 backtest very different from the expected results - 07/20/19 20:34

Check the configuration (AssetList) in the ini-file you are using with the Z12 strategy.
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