Hi all,

While I'm just getting started Zorro looks like a great tool. I'm running Zorro S.

I've read most of the docs and now I'm going through the Workshops.

In Workshop4 I've run the Test and don't get even close results shown in the Workshop4 docs. Trying to find out why.

My results:
[36290: Fri 17-12-29 22:00] 0.50 0 91/308 (1.20092)
Monte Carlo Analysis... Median AR 40%
Win 0.50$ MI 0.0069577$ DD 0.34$ Capital 0.33$
Trades 399 Win 22.8% Avg +12.4p Bars 106
AR 25% PF 1.51 SR 0.63 UI 19% R2 0.00

Something is wrong with the $ amounts but I'm not sure what.


I'm using an Oanda demo account with the following asset settings;
Name EUR/USD
Price 1.14174
Spread 0.00005
RollLong -0.0977
RollShort -0.1095
PIP 0.0001
PIPCost 0.0001
MarginCost 0
Leverage 50
LotAmount 1
Commission 0
Symbol EUR/USD


I tried changing the LotAmount to 10 and 1000 but that just made it worse.


Thanks in advance for help understanding this.

~eric

You can try to correct your assets.csv from the broker data.
Also the Workshop is a trendsystem, therefore, if you change the period, result changes, cause EUR/USD did change too (after 2018).

But actually I don't really see that big of a difference.

//Update Log - Asset.csv//

function run()
{
BarPeriod = 1;
LookBack = 0;


while(asset(loop("EUR/USD")));
{
printf("\nLast close: %.5f", priceClose());
}

}

With Oanda 1 lot is 1 EUR. So your $ amonts look ok. Trade more lots to win more dollars.

Okay, I changed the LotAmount (in AssetsOanda.csv) to 1000, ostensibly .01 lots in Oanda's unit based world.

Results are completely different than when testing with LotAmount = 1

[36344: Fri 16-12-30 23:00] -25.79 0 9/385 (1.05295)
Loss -25.79$ MI -0.36$ DD 25.80$ Capital 18.41$
Trades 394 Win 2.3% Avg -654.6p Bars 106
AR -24% PF 0.00 SR -9.73 UI 0% R2 0.99

Update 05/03/20 1353 EDT: Removing the Oanda login and then running the test returned the correct results. Still don't know why it doesn't work with Oanda...

I don't really understand it, there must be something wrong, maybe with your sim data.
For me it works fine, I wouldn't even hesitate to trade it live.

Somewhere something is wrong.

Try this and don't use Oanda, download the Data from Zorro website.
EUR/USD,1.11235,0.000030000,-0.1400,0.0600,0.00010,0.091290,10.0000,100.005,1000.00,0.600,EUR/USD

Then maybe check with Oanda once you got it working without.

What's wrong was that you changed the lot amount in an asset list that was made for LotAmount =1. That can of course not work.

Look here how to set up parameters correctly: https://manual.zorro-project.com/account.htm