Hi,

Z12 performance is very bad in the past few days which I think due to the USD getting weaker and not return to mean (which I think Z12 strategy is based on). There are so much money in the market now that can afford to make the mean reversion system stop out, just wonder if Zorro team coming out a new param for Z12 to this current situation.

Hi, I have a question on backtesting the Z12 strategy. I did a backtest with the datafeed that I downloaded from the Zorro website. The backtest had a certain enddate. I got the same equity curve as the one that was shown in the Zorro manual. Then I downloaded another datafeed that was a few month longer than the datafeed form the Zorro website. But still the backtest ended at the same date. Is there a block in the code of Z12 that prevents backtesting after a certain date?

I have the same question! It seems to be impossible to compare live trading results with backtesting results. Backtesting stops at the release date. This is a problem, especially when live trading results are not in line with historical results published in the manual. Any help would be appreciated, thank you.