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Re: Zorro is returning Astronomical Numbers when testing Z12 [Re: Lozoteva] #479678
04/17/20 11:31
04/17/20 11:31
Joined: Jul 2000
Posts: 27,978
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,978
Frankfurt
I believe the default asset list has CFDs with leverage 100. So you should get similar values as in the manual for a 1:100 account.

If you get wrong profit values, check especially PIPCost and MarginCost. When they are wrong, the profit is also wrong.

Re: Zorro is returning Astronomical Numbers when testing Z12 [Re: jcl] #479717
04/20/20 01:47
04/20/20 01:47
Joined: Mar 2020
Posts: 21
Lozoteva Offline OP
Newbie
Lozoteva  Offline OP
Newbie

Joined: Mar 2020
Posts: 21
Thanks Johann.

Re: Zorro is returning Astronomical Numbers when testing Z12 [Re: Lozoteva] #479761
04/23/20 14:19
04/23/20 14:19
Joined: Mar 2018
Posts: 62
hast29 Offline
Junior Member
hast29  Offline
Junior Member

Joined: Mar 2018
Posts: 62
Hi Lozoteva,

What I meant was the z.ini file, the one in the strategy folder. This configuration file has some very useful parameters to modify Z Strategies behavior. But it is irrelevant to the problem you face.

I took your Asset file and ran the backtest on my system, with my history data. Results are also astronomical, basically identical to yours. So, you are right the key is hidden in the asset file.

The next result is from the default AssetFix - leverage 100 on all assets . These results are basically what you expect. The same results you get with your Asset file, with leverage set to 100 for all assets .

I have rechecked PIPCosts in all used Asset files, and no matter what lot size etc., the values are correct. My conclusion is, that the difference is indeed just due to the 500 leverage.

Concerning the way out, you have more options. If you keep your premium leverage account, then just adjust the capital slider to scale the back-test results to the 100 reference results.

Last edited by hast29; 04/23/20 14:21.
Re: Zorro is returning Astronomical Numbers when testing Z12 [Re: hast29] #479765
04/23/20 22:54
04/23/20 22:54
Joined: Mar 2020
Posts: 21
Lozoteva Offline OP
Newbie
Lozoteva  Offline OP
Newbie

Joined: Mar 2020
Posts: 21
Thank you so much hast29.... yes it's all about the leverage.
I also touched base with Zorro Support and they reassured me that the .csv file looks good and the results depend on the leverage and the initial investment.
And yes the capital slider as you said needs to be tunes as well.
Now I have all the picture way clearer than before.
Again thank you so much for your help, I really appreciate it.
Have a nice day

Re: Zorro is returning Astronomical Numbers when testing Z12 [Re: Lozoteva] #479978
05/11/20 07:54
05/11/20 07:54
Joined: May 2020
Posts: 6
A
Alvin Offline
Newbie
Alvin  Offline
Newbie
A

Joined: May 2020
Posts: 6
Another thing that probably contributes to this is your commission values. I read on the manual that commission is calculated per 10000 contracts. So I suppose the proper commission value would be $7*1000 /10000 = $0.7. (I'm assuming we have the same case of $7 commission per trade)

I tested this by using a demo account by comparing the status window of Zorro and MT4 (since I'm using Global Prime) and tradetest and they match.

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