Welcome to Zorro! Getting started

Zorro is a platform for financial statistics and algorithmic trading. Technically it's a frontend to a script language with special libraries for trading and data analysis functions. It can train strategies for optimal robustness, test them with walk-forward methods, and trade them in real time. These basic steps are reflected in Zorro's control panel.

Control panel

We admit that the user interface is not particularly pretty. But you can define your own user interface for your trading scripts, with as many colorful buttons as you want. The default one is designed for minimum space (less than 600 pixels), so several instances can run on any small netbook screen in the background.

Broker

User
Your user ID and password from the broker; or your MT4 account number.
Account
Select your account type (Demo, Real, or additional user-specific accounts) and the broker plugin (f.i. FXCM, IB, Oanda, or MT4).
Server
Server operation; shows the current server time and asset price in [Trade] mode. The square is green when logged in, and red when the connection was lost.

Strategy

Script
Select the strategy script, or [Change] for changing the folder, or [New] for writing a new script. Scripts are located in the Strategy subfolder. See Scripts for what's included, and Script for how it works.
Asset

Select the asset for trading or testing. On multi-asset scripts, select the asset to be displayed in the result chart. Add more assets by editing History\AssetsFix.csv.

Period

Bar period in minutes; can be pre-set from one minute to one day (1440 minutes). This is the frequency with which your strategy makes trade decisions.

Slider1..3
General purpose sliders for manually adjusting strategy parameters or for displaying values. More control functions are available through a user-defined panel.

Buttons

Help
Open this manual on your local PC.
Edit
Edit the selected strategy script in the script editor.
Test
Test the strategy with historical price data. Several test modes can be set up in the script, such as single-step, in-sample, out-of-sample, or walk-forward tests.
Train Train the strategy by optimizing parameters and/or by generating trade rules through a trade simulation with historical price data.
Trade

Trade the strategy live. Zorro will log in to the broker and start earning (or losing) money with the selected script. Click the button again to stop trading.

Result
Trigger a user function in the script. Normally opens a chart window with a plot of the strategy performance, and a text panel with the performance analysis.

Result

Progress
State of the trading or backtest. Profits are green, losses red.
Info Current account and trade situation, or the result of the backtest.
Messages Displays anything that Zorro has to tell you. A double click copies the content into the clipboard

What you need

Some traders have a desk full of monitors for an impressive show of indicators and price curves. Good for boasting on trader forums, but for nothing else. Don't buy racks of monitors, but invest in two PCs:

Your Windows PC can be set up in a way that scripts - such as trade strategies - can neither be edited nor executed. These 'features' are called the Windows UAC (User Access Control) and the Windows DEP (Data Execution Prevention). Normally, Zorro is installed in your user directory (Users/ YourName/Zorro) for stepping around those restrictions. If you want to install it in the Program Files directory instead, it is recommended to disable the UAC first. Otherwise it will create shadow copies of your strategies in your user folder (normally under Users/YourName/AppData/Local/VirtualStore/Program Files), and redirect all file access to the shadow copy. The purpose is to prevent users from directly editing application data. For disabling the UAC, select the UAC control panel from "Settings", then drag the UAC slider all the way to the bottom. For setting up Zorro on a VPS, look under Brokers.

Getting started

See also

What's New, Strategies, Regular Income

 

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