Hi jcl,

I started 1.50 Z3 today and it loaded XAG/USD, SPX500, US30, and NAS100 prices, but not XAU/USD prices. Does this version of Z3 no longer trade XAU/USD? The manual says it still does...

Thanks.

Same question, anyone?

Yes, I have noticed the same.

Also worthy of note, is the 3 stock index assets have only produced long trades in the test period (2012-2016), which has been an extraordinary bull mkt, with the s&p almost doubling in that period. I wonder how it will perform in a prolonged bear market.

Silver, on the other hand in a largely declining market over the test period, trades roughly equally long and short with its p&l also fairly evenly split.

@PhilR: Are you saying the bull mkt is over?! (And a BIG bear awaits... )

@jcl: The backtest is also devoid of gold, so I guess that's how it's supposed to be in this version and it's just that the manual page hasn't been updated?

Thanks.

@DdlV: Mate, I have no idea. My market calls are so atrocious, thats why I heading down the algo route! Trying not to let my own views spoil a good trade.

Though I guess by running algo trades you are in a way taking a long view on volatility. That I am happy with. After year of central bank inspired depressed vol. We may be in for a treat.

Sorry, I somehow overlooked the question. Z3 includes gold, but whether it really trades with it depends on the WFO performance. AFAIK the current version does not trade it since its performance was below the necessary level this time.

No problem! It's not like you don't have other things to do...

So, I gather that an Asset must have at least 1 trade in order to be shown in the backtest Results? (As opposed to showing all Assets defined in the strategy, even if they're 0...)

Also, I may be reading too much into what you wrote , but I'm intrigued by the phrase "necessary level". Is there some >$0 return / performance bar that an Asset needs to hit to be included? I don't recall seeing discussion of such a thing in the manual... (But it wouldn't be the 1st time I've missed something in the manual...)

Thanks.