I am trying to analyze if Z1/Z2 are affected by leverage. I have tried both 100 and 0 leverage but did not see noticeable diffference. I am using Zorro (not S).
I used AssetsFXCM and renamed it AssetsFIX and set the leverage there to 0 or 100, and kept the capital to the default $2000, and backtesting.
I have two questions:
1. Are Z strats optimized for a certain leverage that I am not supposed to change, or can I optimize it?
2. Using the free Zorro, is AssetsFIX the right place to do so?
Thanks so much.
Last edited by aelagha; 07/31/19 06:36.