backtesting the Z Systems

Posted By: matchristrading

backtesting the Z Systems - 12/25/20 12:35

Hi, I have a question on backtesting the Z12 strategy. I did a backtest with the datafeed that I downloaded from the Zorro website. The backtest had a certain enddate. I got the same equity curve as the one that was shown in the Zorro manual. Then I downloaded another datafeed that was a few months longer than the datafeed form the Zorro website. But still the backtest ended at the same date. Is there a block in the code of Z12 that prevents backtesting after a certain date? It looks like there is some block in the code to test after a specific Date.
Posted By: Petra

Re: backtesting the Z Systems - 01/10/21 13:55

Sure, its WFO.
Posted By: matchristrading

Re: backtesting the Z Systems - 01/23/21 10:28

But why is WFO a reason to block backtesting beyond a specific date?
© 2024 lite-C Forums