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Z Systems and CBI #481423
09/12/20 18:15
09/12/20 18:15
Joined: May 2020
Posts: 6
A
Alvin Offline OP
Newbie
Alvin  Offline OP
Newbie
A

Joined: May 2020
Posts: 6
If we have live Z-system, and we want to adjust the capital to reinvest (following the square root rule,) does the CBI become invalid?

I suppose since the backtest will reflect the trades based on the initial unadjusted capital, we will have to generate a new *.dbl. Can this be updated without stopping a live zorro session?

Re: Z Systems and CBI [Re: Alvin] #481775
10/30/20 11:14
10/30/20 11:14
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
The CBI will not become invalid because capital adjustment is automatically considered. You only must make sure to run the the backtest with the same capital setting as the initial capital setting of the trading session.

Re: Z Systems and CBI [Re: jcl] #481971
11/29/20 05:56
11/29/20 05:56
Joined: May 2020
Posts: 6
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Alvin Offline OP
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Alvin  Offline OP
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A

Joined: May 2020
Posts: 6
Thanks for this @jcl!


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