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Z12 backtest very different from the expected results #476750
03/29/19 03:52
03/29/19 03:52
Joined: Oct 2017
Posts: 41
Brazil
J
jmlocatelli Offline OP
Newbie
jmlocatelli  Offline OP
Newbie
J

Joined: Oct 2017
Posts: 41
Brazil
Hi,
I get good results when backtesting Z1 and Z2.
But Z12 backtest just gives me losses.
As mentioned in the documentation, Z12 should perform better than the sum of Z1 and Z2.
Am I missing something?
Running on Zorro S 2.03. Default parameters.

regards,
jm

Re: Z12 backtest very different from the expected results [Re: jmlocatelli] #476753
03/29/19 08:08
03/29/19 08:08
Joined: Jul 2000
Posts: 27,212
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,212
Frankfurt
You can see all backtest results with default parameters in the manual. We won't release a strategy with a negative backtest.

But of course it's no problem to use an asset list or other settings that produce losses. Look in the performance report - there you'll probably see the reason.

Re: Z12 backtest very different from the expected results [Re: jcl] #476761
03/29/19 15:13
03/29/19 15:13
Joined: Oct 2017
Posts: 41
Brazil
J
jmlocatelli Offline OP
Newbie
jmlocatelli  Offline OP
Newbie
J

Joined: Oct 2017
Posts: 41
Brazil
Hi jcl,
Different from Z1 and Z2, I didn't figure out that Z12 refers to a specific assets list - AssetsZ12.csv.
Copied AssetsFix.csv to AssetsZ12.csv and Z12 backtest performace was close to the manual.
tks.

Re: Z12 backtest very different from the expected results [Re: jmlocatelli] #476765
03/29/19 16:04
03/29/19 16:04
Joined: Jul 2000
Posts: 27,212
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,212
Frankfurt
Whatever that AssetsZ12.csv is, it is not from us.

Re: Z12 backtest very different from the expected results [Re: jmlocatelli] #477669
07/20/19 20:34
07/20/19 20:34
Joined: Oct 2018
Posts: 77
S
SnoopySniff Offline
Junior Member
SnoopySniff  Offline
Junior Member
S

Joined: Oct 2018
Posts: 77
Check the configuration (AssetList) in the ini-file you are using with the Z12 strategy.


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