Posted By: hast29
Z3 BarOffset "collapse" - 02/18/21 14:03
Hi, with the new release, I have backtested the Z3 strategy and I have got extremely different results using BarOffset 0 vs. BarOffset 960 in the Z3.ini file. The results in the appendix.
Could it be, that the strategy is trained for trading at 0:00, ant when changing to 16:00 (bar Offset 960), the performance becomes so much worse?
The backtest is on the Zorro CFD data.
I prefer using ETF with Z3, not CFDs due to high rolling SWAT costs. But ETF have the best trading conditions at NYC trading hours. So that is why performance with BarOffset 960 is important for me.
Thank you for any hint ...
Could it be, that the strategy is trained for trading at 0:00, ant when changing to 16:00 (bar Offset 960), the performance becomes so much worse?
The backtest is on the Zorro CFD data.
I prefer using ETF with Z3, not CFDs due to high rolling SWAT costs. But ETF have the best trading conditions at NYC trading hours. So that is why performance with BarOffset 960 is important for me.
Thank you for any hint ...