Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
5 registered members (AndrewAMD, monk12, TipmyPip, Quad, aliswee), 1,029 guests, and 6 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 1 of 3 1 2 3
What's new in Z5 1.26? #446376
10/13/14 09:49
10/13/14 09:49
Joined: Apr 2014
Posts: 18
molloy Offline OP
Newbie
molloy  Offline OP
Newbie

Joined: Apr 2014
Posts: 18
Hi,

I have updated to 1.26 about a week ago. The new z5 worked fine for some days but suddenly it opened a huge long position with a very close stop. And today it lost a lot of money with that positon. The situation is similar to what can be seen here: http://www.zulutrade.com/trader/166398 (date open: 2014-10-10 12:01:08) but in my case it was 11x bigger amount than the typical trade. (116K where the typical trade was 9-11K before this).

I bought the concept of grid trading EUR/CHF as a relative safe way of doing forex. Now I cannot find any info about the new strategy component but I think that opening huge positions with close stop is not part of classical grid trading!

Re: What's new in Z5 1.26? [Re: molloy] #446380
10/13/14 12:44
10/13/14 12:44
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,609
Hi molloy. Please see this thread: http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=443932#Post443932

While it doesn't detail the exact changes made, it explains the rationale for the change.

HTH.

Re: What's new in Z5 1.26? [Re: DdlV] #446383
10/13/14 15:57
10/13/14 15:57
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
I face similar strange trades. Normally my Z5 (50/3500) operates with 1-10 lots but there are 3 trades since switching to Z5_1.26 with 60 Lots. Is this intentionally?

Re: What's new in Z5 1.26? [Re: Sphin] #446388
10/13/14 18:05
10/13/14 18:05
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
Quote:
I bought the concept of grid trading EUR/CHF as a relative safe way of doing forex. Now I cannot find any info about the new strategy component[...]

Just the way I think. I asked already for information about the new component in another thread in here and got more or better less directly the answer, that it won't be revealed. I am not interested in details, an info about the kind of algorithm would be totally sufficient. Especially if it explains those uncommon trades that happen since 1.26.

Re: What's new in Z5 1.26? [Re: Sphin] #446393
10/13/14 19:44
10/13/14 19:44
Joined: May 2013
Posts: 627
Bonn
Sundance Offline
User
Sundance  Offline
User

Joined: May 2013
Posts: 627
Bonn
Just for ten minutes I saw also a trade with 0.22 lots. Ten times more then before. If jcl can confirm that its part of the new strategy then its okay. Sphin: You did the answer that those trades are part of the strategy?

Re: What's new in Z5 1.26? [Re: Sundance] #446400
10/13/14 21:51
10/13/14 21:51
Joined: Dec 2013
Posts: 568
Fuerth, DE
Sphin Offline
User
Sphin  Offline
User

Joined: Dec 2013
Posts: 568
Fuerth, DE
No, I didn't get an answer concerning the strange trades, but I also asked for only in this thread. Before I asked for the use of any other algorithm than grid trading. But I got no answer, too. laugh

Re: What's new in Z5 1.26? [Re: Sphin] #446414
10/14/14 14:07
10/14/14 14:07
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Yes, those trades are part of the strategy. You can see them in the backtest. Z4/Z5 has two types of trades: Grid trades with high number and low volume, and short-distance trades with low number and high volume.

Re: What's new in Z5 1.26? [Re: jcl] #446415
10/14/14 14:50
10/14/14 14:50
Joined: Jun 2013
Posts: 1,609
D
DdlV Offline
Serious User
DdlV  Offline
Serious User
D

Joined: Jun 2013
Posts: 1,609
Hi jcl. Thanks for the additional information re. the new trades in Z4/Z5.

Can you give any more insight into what is meant by "short-distance" trades? I don't find that phrase searching in the manual. Is it in a newer Workshop entry somewhere?

Thanks.

Re: What's new in Z5 1.26? [Re: DdlV] #446422
10/15/14 07:09
10/15/14 07:09
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
The trades do not go over a large price distance - they have tight stop and profit limits.

Re: What's new in Z5 1.26? [Re: jcl] #446804
11/01/14 09:21
11/01/14 09:21
Joined: Apr 2014
Posts: 18
molloy Offline OP
Newbie
molloy  Offline OP
Newbie

Joined: Apr 2014
Posts: 18
Hi jcl,

thank you for the info!

I suspect that the new component tries to make money from the low-volatility state of the market. Is there any cause of not being clear about the new component?

Z5 is the low-risk part of my forex portfolio because it was clear how it works and what are the constraints it needs. Unfortunately starting with 1.26 it is over, I don't understand what it does, and it is not clear why the risk of it is lower than usual.

It would also be nice to update the documentation because it fails to say anything about the new component and it is wrong when it states that Z5 is a grid tader.

Thank you for your answer in advance!

Last edited by molloy; 11/01/14 09:52.
Page 1 of 3 1 2 3

Moderated by  Petra 

Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de

Powered by UBB.threads™ PHP Forum Software 7.7.1