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Testing Z1/Z2 with difference leverage #477815
07/31/19 06:34
07/31/19 06:34
Joined: Apr 2019
Posts: 15
Canada
A
aelagha Offline OP
Newbie
aelagha  Offline OP
Newbie
A

Joined: Apr 2019
Posts: 15
Canada
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.
Re: Testing Z1/Z2 with difference leverage [Re: aelagha] #477816
07/31/19 10:27
07/31/19 10:27
Joined: Jul 2000
Posts: 27,219
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,219
Frankfurt
Leverage has a strong effect on Z1 and Z2. But do not rename asset lists. Create an individual asset list for your test and then set that list in z.ini. And don't forget that Leverage and MarginCost are mutually exclusive - you can set one, but not both.

Re: Testing Z1/Z2 with difference leverage [Re: aelagha] #477820
07/31/19 15:00
07/31/19 15:00
Joined: Apr 2019
Posts: 15
Canada
A
aelagha Offline OP
Newbie
aelagha  Offline OP
Newbie
A

Joined: Apr 2019
Posts: 15
Canada
Ok, I will give that a try. Thanks.


Moderated by  Petra 

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