Z Systems and CBI

Posted By: Alvin

Z Systems and CBI - 09/12/20 18:15

If we have live Z-system, and we want to adjust the capital to reinvest (following the square root rule,) does the CBI become invalid?

I suppose since the backtest will reflect the trades based on the initial unadjusted capital, we will have to generate a new *.dbl. Can this be updated without stopping a live zorro session?
Posted By: jcl

Re: Z Systems and CBI - 10/30/20 11:14

The CBI will not become invalid because capital adjustment is automatically considered. You only must make sure to run the the backtest with the same capital setting as the initial capital setting of the trading session.
Posted By: Alvin

Re: Z Systems and CBI - 11/29/20 05:56

Thanks for this @jcl!
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