Hi all

I have been trying to get Z3 up and running today, however am having trouble getting it match stated performance in backtests, and produce meaningful .fac files.

Initially, I couldn't get Z3 to take any trades at all in testing, and the .fac file only referenced EUR/USD. No mention of the metals.

I had some .bar files in my history folder that clearly contained no data (having a size of 1kb) so I deleted those. After doing that, Z3 took some XAU/USD trades, but no XAG/USD at all, and it clearly wasn't performing as expected.

Interestingly, I trained Z12 on the same data and it seemed to recognise XAG/USD but not XAU/USD.

I plotted up from my data the XAU/USD and XAG/USD price charts - nothing strange that I could see.

I am at a loss as to what could be causing this behaviour. Anyone got any ideas?

Thanks

It's caused by your removing or overwriting files. Just install Zorro again in the same folder - this will fix the problem. Do not attempt to train Z strategies - they are already trained - and do never delete files from Zorro's folder.

Thanks for the response. Good to know that we shouldn't delete the existing history. I assume its OK to add to it though?

Just out of curiosity, why would it be best to keep empty .bar files (such as XAUUSD 2009)? If we could obtain that data and get it into the proper format, wouldn't it be better to have that at our disposal?

Cheers

The reason of the empty files is that we have no license to distribute XAU/USD files for those years. If the files were not empty, you'd get error messages about missing files. Replacing them by real files would change the WFO periods of Z12 and Z3 and cause wrong test results. If that is acceptable, you can replace them. It has no effect on trading.

OK, thanks for clarifying.