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How to handle algo name in Simulate.c #480721
07/03/20 12:12
07/03/20 12:12
Joined: May 2020
Posts: 12
London
H
happysun Offline OP
Newbie
happysun  Offline OP
Newbie
H

Joined: May 2020
Posts: 12
London
Hello,
I am testing the new Simulate.c script by importing the testtrades.csv produced by a previous backtest. But I am unable to insert the algo name (which is the first column of testtrades.csv file) into this Simulated backtest run. I wonder if someone could advise if this is possible?

I also noticed that the simulated backtest produced very similar metrics (such as PF, Win, UI etc) but SR is noticeably different. Could this be a bug?

Thanks

Re: How to handle algo name in Simulate.c [Re: happysun] #480733
07/05/20 20:47
07/05/20 20:47
Joined: Mar 2018
Posts: 28
hast29 Offline
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hast29  Offline
Newbie

Joined: Mar 2018
Posts: 28
Hi happysun, to which new Simulate.c script do you refer ? There has been actually no Simulate.c script in the recent Zorro releases. Can you post the script here ? Perhaps reading the algo name from your testtrades.csv file is not even coded in the "new" Simulate.c and you need to add the code in order to do so ..

Re: How to handle algo name in Simulate.c [Re: hast29] #480747
07/07/20 08:56
07/07/20 08:56
Joined: May 2020
Posts: 12
London
H
happysun Offline OP
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happysun  Offline OP
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H

Joined: May 2020
Posts: 12
London
Hi, you are right - the Simulate.c is in the beta release, not live yet, can only work with the beta version of Zorro. So I guess I will just wait.


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