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Re: Z8 & Z9 questions
[Re: DdlV]
#481396
09/07/20 23:00
09/07/20 23:00
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Joined: Jun 2013
Posts: 1,609
DdlV
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OP
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Joined: Jun 2013
Posts: 1,609
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Thanks jcl.
So mathematically, if one starts with $1,000 and it grows to $2,000 after the 1st cycle,
- the square root rule would give reinvest of $1,414
- the ".9 rule" gives a reinvest of $1,866, with $134 maintained on account for safety.
Is this the recommended way to trade Z8/Z9? In the example above, the next Trade should be with $1,866 capital, not the account's $2,000 balance?
Or is this just to add a bit of conservatism to the backtest and in Trading one should use $2,000?
Thanks.
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Re: Z8 & Z9 questions
[Re: DdlV]
#481565
09/29/20 20:16
09/29/20 20:16
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Joined: Jun 2013
Posts: 1,609
DdlV
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OP
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Joined: Jun 2013
Posts: 1,609
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Hi jcl,
I've run some further Tests of Z9, and have these remaining questions:
a) When Trading live, is it recommended to follow the ".9 rule" for reinvesting, as described above?
b) Various Tests have shown Z9 invest in nothing, only Bonds, or both Bonds and other assets in the list. When in all Bonds, it is (so far) never in equal proportions across the Bond assets, so presumably by the OptF. There are no messages in the Test Log that say "nothing's good - going all bonds", so I wonder about the manual's description: In what way are Bonds treated differently? Or are all 3 asset classes (0, 1, & 2) in reality treated the same?
c) When a class 3 asset is specified, it is traded. I.e., it isn't exclusively used to detect a market crash. There is also no message in the Log like "market crash! doing <whatever>", but having an asset of class 3 obviously affects results since it's traded. So, how can we tell when the class 3 asset sees a crash and what happens specifically because of that? As opposed to Z9 just investing in the class 3 asset as it does all the others?
Thanks.
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