@Sundance - Well, since the Z12 backtest is based on new optimisation periods each time, there is no way to see if the real trading resembled the simulated trading for the same period. When a new Zorro is released that has been re-optimised, the entire backtest history is re-optimised. I found this odd, given that there is mention in the tutorial of 'Retrain' and 'SelectWFO = -1;' So it is impossible to see if the sideways / drawdown is a true result or if the optimisation fails each time. That's black box trading for you!

Secondly, Acidburn's demo has been running for six months now. It is still in drawdown. I am pretty sure there is no six month period in the back test with a drawdown. The Zorro people tell me that it is probably because the demo is started and stopped so much and there is some learning that is lost. This indicates to me that it is too sensitive to this 'learning' and that makes me nervous.

I know I am not trading the Zs as a totally non-intervention robot, but you are and and the demo is. Yet we are all showing nothing impressive. And unfortunately I totally suck at creating my own stuff.

I was up $1,400 last week. Now I am up $18. I know it has ups and downs, but my margin settings are at 20 to try to reduce these wild swings (at one stage with default settings I was up $2,400 before losing $1,500 in a few days.)