Testing Z1/Z2 with difference leverage

Posted By: aelagha

Testing Z1/Z2 with difference leverage - 07/31/19 06:34

I am trying to analyze if Z1/Z2 are affected by leverage. I have tried both 100 and 0 leverage but did not see noticeable diffference. I am using Zorro (not S).

I used AssetsFXCM and renamed it AssetsFIX and set the leverage there to 0 or 100, and kept the capital to the default $2000, and backtesting.

I have two questions:
1. Are Z strats optimized for a certain leverage that I am not supposed to change, or can I optimize it?
2. Using the free Zorro, is AssetsFIX the right place to do so?

Thanks so much.
Posted By: jcl

Re: Testing Z1/Z2 with difference leverage - 07/31/19 10:27

Leverage has a strong effect on Z1 and Z2. But do not rename asset lists. Create an individual asset list for your test and then set that list in z.ini. And don't forget that Leverage and MarginCost are mutually exclusive - you can set one, but not both.
Posted By: aelagha

Re: Testing Z1/Z2 with difference leverage - 07/31/19 15:00

Ok, I will give that a try. Thanks.
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