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Z12 - Drawdown #479145
02/24/20 01:33
02/24/20 01:33
Joined: Oct 2018
Posts: 70
AZ
C
chsmac85 Offline OP
Junior Member
chsmac85  Offline OP
Junior Member
C

Joined: Oct 2018
Posts: 70
AZ
Anyone else experiencing a painful drawdown on Z12 since around November.

The reason I ask is my console is full of super annoying error messages that only started to appear when the weekend flag was taken away. I'm now doubting whether I have my setup configured properly but if the community was also experiencing a draw down, maybe it's just a grin and bear it time.

For the first 8 months of running zorro I saw very positive returns but CBI of 77% and Annual return currently of -42% is not fun!

Re: Z12 - Drawdown [Re: chsmac85] #479153
02/25/20 11:05
02/25/20 11:05
Joined: Mar 2018
Posts: 18
hast29 Offline
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hast29  Offline
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Posts: 18
Hi chsmac85, I remember reading here on the Z strategies thread, that you can not directly compare the trades and drawdowns on two independent Z12 instances, unless you have exactly the same starting date, capital , ini setup etc.

Draw down listed in the strategy description is 4 months, so your observation may be fine.

I would be worried about the error messages you mention though. I have no error messages with Z12 . As mentioned in the manual, we need to understand what we are using, the error messages should not be omitted.

Good luck ...

Re: Z12 - Drawdown [Re: chsmac85] #479156
02/25/20 18:50
02/25/20 18:50
Joined: Feb 2017
Posts: 981
Chicago
AndrewAMD Online
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AndrewAMD  Online
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Joined: Feb 2017
Posts: 981
Chicago
Not to mention - USA residents specifically are at a disadvantage when using the Z12 system:
  • Lack of fundamental diversification. From the default Z12 asset list, only foreign exchange instruments are permitted, and not CFD's.
  • Leverage is capped by law. (But if you're not really diversified, maybe this is a good thing.)

Globally, each broker has its own Forex and CFD contract specifications, as they are not exchange-traded. This necessarily means that results will vary.

Finally, you have the sequential consumption of margin issue as stated before, since this is not a portfolio rotation system.

Re: Z12 - Drawdown [Re: chsmac85] #479234
03/05/20 07:13
03/05/20 07:13
Joined: Oct 2017
Posts: 24
S
Seymour Offline
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Seymour  Offline
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Posts: 24
Yes, I have been testing Z12 as well and got similar results like yours.

Re: Z12 - Drawdown [Re: chsmac85] #480237
05/27/20 12:54
05/27/20 12:54
Joined: May 2020
Posts: 1
H
Hardi01 Offline
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Hardi01  Offline
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Joined: May 2020
Posts: 1
Is there anyone else who opened Z12 in mid-February 2020 2 Germany 30 positions that were up until April but the stop loss was no longer followed. In the meantime, profits have almost been lost. I wonder if Z12 just forgot these positions?

Re: Z12 - Drawdown [Re: chsmac85] #480242
05/27/20 18:28
05/27/20 18:28
Joined: Mar 2019
Posts: 135
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danatrader Online
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danatrader  Online
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Joined: Mar 2019
Posts: 135
Stop the strategy, don't close trades, start it again and check the log for the "resumed".
Verify with your open positions.

{USD/CAD:VO:s51106} - resumed (3 lots)


But I agree, it would be nice to have some helper script, that may be fed with the .trd files and reports all open trades not found within the given .trd files.
Too bad I wouldn't know how to write that quickly.


Details about Log messages:

https://zorro-trader.com/manual/en/log.htm

Last edited by danatrader; 05/27/20 18:54.

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