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htm report and restart trading a strategy #459761
06/03/16 10:16
06/03/16 10:16
Joined: Mar 2015
Posts: 336
Rogaland
N
nanotir Offline OP
Senior Member
nanotir  Offline OP
Senior Member
N

Joined: Mar 2015
Posts: 336
Rogaland
Hi

Is it currently possible to keep the statistical parameteres of the performance report after stopping to trade the strategy and begin to trade it again?

Re: htm report and restart trading a strategy [Re: nanotir] #459763
06/03/16 11:10
06/03/16 11:10
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
Not directly. The statstics and the daily equity curve had to be read from the log files and merged with the current session. But a script had to be written for that.

Re: htm report and restart trading a strategy [Re: jcl] #459765
06/03/16 12:11
06/03/16 12:11
Joined: Mar 2015
Posts: 336
Rogaland
N
nanotir Offline OP
Senior Member
nanotir  Offline OP
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Joined: Mar 2015
Posts: 336
Rogaland
Does it affect the equity curve trading?
Or the calculation of OptimalF parameteres? I thought that current statistics results are used to live recalculate the optimalF parameters. I maybe wrong but if so, I wonder if it would be a good idea.

Re: htm report and restart trading a strategy [Re: nanotir] #459767
06/03/16 13:16
06/03/16 13:16
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
Equity curve trading with the method used in the manual does not use statistics parameters, but equity series. So you had to store and reload those series for using the equity curves of a previous session. For recalculating OptimalF you also need to store and reload all trades from the simulation period. Both good ideas and long since on our to do list, but a little awkward to implement, and thus not yet realized so far.

Re: htm report and restart trading a strategy [Re: jcl] #459770
06/03/16 15:02
06/03/16 15:02
Joined: Mar 2015
Posts: 336
Rogaland
N
nanotir Offline OP
Senior Member
nanotir  Offline OP
Senior Member
N

Joined: Mar 2015
Posts: 336
Rogaland
Aha ok. Good to know that it can be implemented.

Actually that could explain the differences between diferent Z systems users since the Equity curve trading able or disable different algos depending on the equity curves and those are different depending on when the user begin to trade the systems or to update them. So one phanton winning trade in one account, could be a real trade in another account or one phantom lossing trade in one account could be a real lossing trade in another.
So in the future for example the Z systems could include the fac and par files and the equitySeries file so that if there is currently a DD on one algo, the trader does not trade real trades on that algo.
That makes me think about another question: Once the backtest is completed with the equitycurve function included on the script, are there already some algos which are disable at the beginning of the trade?

In my case I want to change the vps or to update the Z systems or both, but I have some algos disable and I wonder what is the risk of having those able again


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