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Test results differ #426224
07/18/13 10:36
07/18/13 10:36
Joined: May 2013
Posts: 627
Bonn
Sundance Offline OP
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Sundance  Offline OP
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Hi.

When i do a test of Z3 with the standard Zorro settings and using a FXCM demo account i get a profit value of ~300% per year. When i do the same test over the MT4 bridge with a another broker demo account it shows me ~60%.

Is this difference only coming from the bad historic data MT4 delivers and what happens when i really go live with Z3 over the MT4 bridge. What can i expect? 60% or 300% ?

Re: Test results differ [Re: Sundance] #426243
07/18/13 13:15
07/18/13 13:15
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,986
Frankfurt
60%. But I think there is another reason for the difference. MT4 has no bad historic data, it has no historic data at all, so you can't have used it. How have you simulated the MT4 account? Have you created a special AssetsFix.dta?


Re: Test results differ [Re: jcl] #426248
07/18/13 14:05
07/18/13 14:05
Joined: May 2013
Posts: 627
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Sundance Offline OP
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Sundance  Offline OP
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? AssetsFix.dta. Whats that for? I think i had read the manual. Seems i haven't done it very well...


PS: Ah. I googled Zorro and AssetsFix.dta and found the part in the manual where you talk about it wink
I just 'trading' the Download. I see that GlobalPrime hasn't EUR/CHF ...
Mmmmhhh. Now it paused by: Loading EUR/CHF prices.. 8220 min.......
I will edit the AssetFix file. See how it helps...
Feels like at the beginning of the week...
Update: its still pausing. Think i will try to disable EUR/CHF.

Re: Test results differ [Re: Sundance] #426268
07/18/13 19:58
07/18/13 19:58
Joined: May 2013
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Sundance Offline OP
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So. The Download scipt seems to have read all the asset data. Now i writes:

Trade: Download portfolio 18.07.2013 ......

Does this mean the script has finished?

Re: Test results differ [Re: Sundance] #426280
07/19/13 09:25
07/19/13 09:25
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,986
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If you didn't know about AssetsFix.dta, then you most likely won't ever need it.

All price history for testing the Z systems is included in Zorro and in the archives on the Download page. You do not need to simulate your account or use the Download.c script. That is only for developing own strategies with exotic assets, or for testing very special accounts.

When you don't simulate a different account, then you can't get a different result, except of course when you set FXOnly for excluding assets. Z3 is a metal trading system - it works for FX also, but then with much lower performance.

Re: Test results differ [Re: jcl] #426289
07/19/13 11:44
07/19/13 11:44
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Sundance Offline OP
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Sundance  Offline OP
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Thanks for the explanation jcl. I had also read further parts of the manual. It seems to run now.


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