Well... I need to thoroughly RTFM. At least now it kind of seems worth it.

One more quick question - going live would still require manual data feeding or Zorro would somehow figure it out and pick up price data via Websocket?

-----------------------------

For the sake of learning, squashed together this script:

```
#include <profile.c>

function run()
{
BarPeriod = 1;
StartDate = 20210729;
EndDate = 20210809;
Verbose = 2;
LookBack = 300;
asset("MATICUSDT");
set(LOGFILE|PLOTNOW);
set(PARAMETERS);

vars Prices = series(priceClose());

int SrsiPeriod = optimize(5, 5, 60, 1, 2);

vars SRSI = series(StochRSI(Prices, SrsiPeriod, 3, 3, MAType_KAMA));

int AtrMultiplier = optimize(0.1, 0.1, 4, 0.1, 1);
int AtrPeriod = optimize(3, 3, 100, 1, 1);

Stop = AtrMultiplier*ATR(AtrPeriod);

if(crossOver(SRSI,30))
enterLong();
else if(crossUnder(SRSI,70))
enterShort();
}
```

Little SRSI cross strat that runs on KAMA just because I could feed it in.

First question would be - how come there's only 1 SRSI param for period?
So far I've seen that SRSI runs on 2 periods: 1 for RSI, 1 for stoch.

Second question would be about ridiculous results:

```
Read stoch_rsi.par
Test: stoch_rsi MATICUSDT 2021
Warning 035: MATICUSDT outlier at #7021 2021-08-01 1.0057->1.0877
Warning 035: MATICUSDT outlier at #14040 2021-08-08 1.0779->1.1966
Warning 035: MATICUSDT outlier at #14041 2021-08-08 1.1966->1.0872
Monte Carlo Analysis... Median AR 16657%
Win 1985$ MI 5492$ DD 225$ Capital 733$
Trades 1308 Win 49.5% Avg +15.2p Bars 10
AR 8989% PF 2.22 SR 0.00 UI 0% R2 1.00

Chart...
Copied to Clipboard!
```

What's an outlier? Imported price data is still invalid?

What's up with that annual return?
I guess it doesn't take fees into account but still - number looks stupid.

How would you go about debunking that?

Nevermind. Figured out what's happening. All in all - Zorro looks decent.
Hopefully live trading doesn't flop.

Time to learn.

Last edited by Lapsa; 08/09/21 20:50.