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Different performance to old versions of Zorro #430277
09/26/13 11:58
09/26/13 11:58
Joined: Oct 2012
Posts: 48
C
Chaosfreak Offline OP
Newbie
Chaosfreak  Offline OP
Newbie
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Joined: Oct 2012
Posts: 48
Hi,

I just checked out this strategy from a old post:
http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=407043#Post407043

The performance is completly different with Zorro 1.16. It isn't profitable anymore. What causes this heavy changes in the performance?

Re: Different performance to old versions of Zorro [Re: Chaosfreak] #430295
09/26/13 13:57
09/26/13 13:57
Joined: Jul 2000
Posts: 27,982
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,982
Frankfurt
The performance is still the same.

For making performances comparable, you must set up the same test period and no weekend borders, which weren't supported in old Zorro versions. The execution engine is slightly different, so not all trades are 100% identical, but this does not matter much. Also the tested account was different, it was probably a mini account with a smaller spread. If you had the old account parameters, you could probably exactly reproduce the old equity curve. With the current micro account I get this curve:


Re: Different performance to old versions of Zorro [Re: jcl] #430297
09/26/13 14:23
09/26/13 14:23
Joined: Oct 2012
Posts: 48
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Chaosfreak Offline OP
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Chaosfreak  Offline OP
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Joined: Oct 2012
Posts: 48
Thanks, jcl!

I didn't take into account these Weekend setting. Seems to have great impact on the performance of a strategy. Another puzzle in developing strategies wink

Re: Different performance to old versions of Zorro [Re: Chaosfreak] #455640
10/26/15 15:55
10/26/15 15:55
Joined: Oct 2015
Posts: 2
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RobotHood Offline
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RobotHood  Offline
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Hi, I still couldn't get similar performance. Can someone help me with a note, please? Thanks

Re: Different performance to old versions of Zorro [Re: RobotHood] #455676
10/27/15 11:11
10/27/15 11:11
Joined: Jul 2000
Posts: 27,982
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jcl Offline

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jcl  Offline

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Posts: 27,982
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This is a very old thread. What do you mean with "similar performance"?

Re: Different performance to old versions of Zorro [Re: jcl] #455718
10/28/15 09:25
10/28/15 09:25
Joined: Oct 2015
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RobotHood Offline
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RobotHood  Offline
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Thanks for the reply. I mean similar equity curve as in the attached figure.

Attached Files
Huck3_EURUSD.png (8 downloads)
Re: Different performance to old versions of Zorro [Re: RobotHood] #455721
10/28/15 10:00
10/28/15 10:00
Joined: Apr 2014
Posts: 482
Sydney, Australia
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boatman Offline
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boatman  Offline
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Impossible to give you a definitive answer without seeing your script. There are some very clever people on this forum, but no mind readers as far as I know. Having said that, you can clearly see that your script is taking very different trades and therefore something must be significantly different.


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