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Z systems with broker asset info #478893
01/07/20 02:18
01/07/20 02:18
Joined: Apr 2019
Posts: 15
Canada
A
aelagha Offline OP
Newbie
aelagha  Offline OP
Newbie
A

Joined: Apr 2019
Posts: 15
Canada
Hi,

I am trying to run backtests on Z1/Z2 on an FXCM account. From the manual, my understading is the AssetFXCM.csv file should be referenced in the z.ini file. The details in AssetFXCM.csv shoud be updated to reflect the broker specific info including symbols, spread, leverage, pipcost, etc. One way to get this info is to run a live trading session where an asset.csv will capture this info from the broker and is stored in the log dir. My questions:
1. is my understanding correct?
2. Will backtesting take into account the info in the AssetFXCM file, i.e. spread, leverage, etc?
3. Should I retrain given the AssetFXCM info, or is training not sensistive to that.

Thanks so much.
-Alaa

Re: Z systems with broker asset info [Re: aelagha] #478899
01/08/20 17:41
01/08/20 17:41
Joined: Jul 2000
Posts: 27,219
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,219
Frankfurt
You need not retrain the systems. For FXCM, Assets.csv can be mostly directly taken over in the asset list. But check manually if the data contains no outliers for spread and rollover. That happens sometimes. Also you need to manually et up the commission, it is not retrieved from the broker.

Re: Z systems with broker asset info [Re: aelagha] #478900
01/09/20 04:23
01/09/20 04:23
Joined: Apr 2019
Posts: 15
Canada
A
aelagha Offline OP
Newbie
aelagha  Offline OP
Newbie
A

Joined: Apr 2019
Posts: 15
Canada
Cool. Thank you


Moderated by  Petra 

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