Z12 - Drawdown

Anyone else experiencing a painful drawdown on Z12 since around November.

The reason I ask is my console is full of super annoying error messages that only started to appear when the weekend flag was taken away. I'm now doubting whether I have my setup configured properly but if the community was also experiencing a draw down, maybe it's just a grin and bear it time.

For the first 8 months of running zorro I saw very positive returns but CBI of 77% and Annual return currently of -42% is not fun!

Hi chsmac85, I remember reading here on the Z strategies thread, that you can not directly compare the trades and drawdowns on two independent Z12 instances, unless you have exactly the same starting date, capital , ini setup etc.

Draw down listed in the strategy description is 4 months, so your observation may be fine.

I would be worried about the error messages you mention though. I have no error messages with Z12 . As mentioned in the manual, we need to understand what we are using, the error messages should not be omitted.

Good luck ...

Not to mention - USA residents specifically are at a disadvantage when using the Z12 system:

• Lack of fundamental diversification. From the default Z12 asset list, only foreign exchange instruments are permitted, and not CFD's.
• Leverage is capped by law. (But if you're not really diversified, maybe this is a good thing.)

Globally, each broker has its own Forex and CFD contract specifications, as they are not exchange-traded. This necessarily means that results will vary.

Finally, you have the sequential consumption of margin issue as stated before, since this is not a portfolio rotation system.

Yes, I have been testing Z12 as well and got similar results like yours.

Is there anyone else who opened Z12 in mid-February 2020 2 Germany 30 positions that were up until April but the stop loss was no longer followed. In the meantime, profits have almost been lost. I wonder if Z12 just forgot these positions?

Stop the strategy, don't close trades, start it again and check the log for the "resumed".
Verify with your open positions.

{USD/CAD:VO:s51106} - resumed (3 lots)


But I agree, it would be nice to have some helper script, that may be fed with the .trd files and reports all open trades not found within the given .trd files.
Too bad I wouldn't know how to write that quickly.


Details about Log messages:

https://zorro-trader.com/manual/en/log.htm