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Z3 (& others?) with ETFs? #483354
05/23/21 18:25
05/23/21 18:25
Joined: Jun 2013
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DdlV Offline OP
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DdlV  Offline OP
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Hi. I seem to recall there was once a post about using ETFs in place of CFDs for Z3 (& maybe other strategies?), but I can't find it. I would appreciate thoughts on this:

- Link to the post(s)?
- Best CFD<->ETF equivalences?
- If the ETF is not leveraged, set leverage to 1 in the csv?
- Or, use a Leveraged ETF? With leverage in the csv still set to 1? Or to the ETF's leverage?
- Any other thoughts?

Thanks.

Re: Z3 (& others?) with ETFs? [Re: DdlV] #483387
05/27/21 08:38
05/27/21 08:38
Joined: Jul 2000
Posts: 27,641
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,641
Frankfurt
Z3 can theoretically also work with ETFs, but is more effective with CFDs. ETFs are better for long term trades, CFDs for short term trades. They have similar price curves, but a very different leverage and cost structure.

Re: Z3 (& others?) with ETFs? [Re: DdlV] #483394
05/27/21 12:23
05/27/21 12:23
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DdlV Offline OP
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Thanks @jcl.

I (think I) understand those similarities and differences in theory, but wanted to Test to see what actually bears out. The questions above were to be able to do that:

- Rather than re-inventing the wheel, is there somewhere a list of which ETFs best match which CFDs? (Preferably the Z3 CFDs laugh )

- It seems obvious if the ETF is not leveraged to set Leverage to 1 in the csv. But if the ETF is leveraged, that happens "within the ETF" rather than "at the Broker", so should Leverage also be kept at 1 in this case?

Thanks.

Re: Z3 (& others?) with ETFs? [Re: DdlV] #484216
09/22/21 02:04
09/22/21 02:04
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DdlV Offline OP
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@jcl,

I'm finally getting back to thinking/trying/Testing this again... But it seems Z3 is hard-coded to look for CFD-named files? F.i., if I change AssetsFix.csv so the Symbol for SPX500 is SPY, Z3 still looks for SPX500.t6, not SPY.t6. How can I fix this?

Thanks.

Re: Z3 (& others?) with ETFs? [Re: DdlV] #484256
09/26/21 15:42
09/26/21 15:42
Joined: Apr 2008
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Petra Offline
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Rename SPY.t6 to SPX500.t6. And ETFs are normally leveraged 2:1 when your account is a margin account.

Re: Z3 (& others?) with ETFs? [Re: DdlV] #484265
09/28/21 06:03
09/28/21 06:03
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DdlV Offline OP
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Thanks @Petra.

Renaming History files: Will obviously work, but as a general practice would become a housekeeping nightmare! Do we really want to proliferate files whose data doesn't match their name? It would seem there has to be a better way. Shouldn't the History file be pulled based on the Symbol name, as when getting the data from the Broker?

Leverage: As always, a confusing topic. Are you talking about the Leverage the Broker may apply based on account size, type, whatever? Or are you talking about leveraged ETFs? If the former, and the latter is used, is then Leverage multiplied to 4x, 6x, whatever?

Thanks.


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