~~~ Zorro Features ~~~

Script

  • Integrated C environment or Visual C++. Tutorials included.
  • Direct integration of R and Python functions.
  • Time series, dataset, vector, matrix, and fuzzy logic support.
  • Full access to the Windows API and external DLLs.
  • Multi-core support for optimizing and machine learning.
  • Individual spreadsheet-based user interfaces.
  • Single-step visual debugger for analyzing strategies.

Data analysis

  • 270 indicators and time series analysis functions, with source code.
  • Frechet pattern detection, signal processing, spectral analysis.
  • Price curve extrapolation with peak, valley, crossover prediction.
  • Market sentiment, currency strength, seasonal strength.

Machine learning

  • Included perceptron, decision tree, and candle pattern algorithms.
  • Generated algorithms can be exported in C code to other platforms.
  • Access to all analysis and neural network packages for R.
  • Deep Learning with Keras/Tensorflow, MxNet, H2O, Deepnet.

Data import

  • Import historical prices, market depth, options in CSV, JSON, Nanotick formats.
  • Live ticks, order book, option chains from brokers and exchanges.
  • Data download from online sources (Stooq, Quandl, CryptoCompare, ....).
  • API and REST interfaces for easy connection to any broker API or data source.
  • Live content import from HTML websites ("web scraping").

Trading engine

  • Supports forex, CFDs, stocks, bonds, ETFs, futures, cryptocurrencies.
  • Supports options and option combos with IV, Delta, Greeks.
  • Multiple assets, timeframes, feeds, and brokers per strategy.
  • Tick-by-tick or bar-by-bar modes. Bar periods from milliseconds to weeks.
  • Range, Renko, Point-and-Figure, Haiken Ashi, and user-defined bar types.
  • Account and asset spreadsheets with symbol mapping.
  • Capital allocation with momentum, MVO, and OptimalF algorithms.
  • NFA and FIFO compliance. Virtual hedging for concurrent long/short positions.
  • Automated background training and optimizing while live trading.
  • Phantom trades for skipping drawdown periods ("equity curve trading").

Optimizer and backtest engine

  • World's fastest optimizer (20 seconds for 12 parameters***)
  • World's fastest tick-level backtester (4 seconds for 10 years***).
  • Ascent, brute force, or genetic optimization with user-defined objective.
  • Precise broker simulation with fees, margin, spread, swap, slippage.
  • Oversampling and detrending on price, signal, or trade level.
  • Individual parameter optimization for portfolio components.
  • Decision tree, perceptron, or pattern based trading rules generator.
  • Rolling or anchored walk forward analysis (WFA).

Report generation

  • Detailed performance report with portfolio and Monte Carlo analysis.
  • Interactive chart viewer with zoom and replay functions.
  • MAE/MFE, profit, season, option payoff, parameter histograms.
  • Reality check with randomized price or equity curves.
  • Indicator and trade export to spreadsheets.
  • Live trading status reports on web page and by email.

Ready-to-run strategies*

  • Z1: Trend detecting forex/CFD trading system.
  • Z2: Mean reversion forex/CFD system with spectral analysis.
  • Z3: Price cluster based commodities trading system.
  • Z7: Price action forex system with machine learning algorithm.
  • Z8: Long-term MVO-based stock/ETF portfolio rotation.
  • Z9: Long-term momentum based sector ETF portfolio rotation.
  • Z10: MVO cryptocurrency trading system.
  • Z12: Anticorrelation based trend/countertrend system.
  • Z13: Strangle/condor options trading system.

* Algorithmic trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in algorithmic strategies. Don't trade with money you can't afford to lose. The past performance of any trading system or methodology is not necessarily indicative of future results.

 

 ~~~ Features Comparison Table ~~~
 

Zorro
Zorro S **
Trade Station™
MultiCharts™
MetaTrader™
First release
Zorro
2013
Zorro S **
2014
Trade Station
1991
MultiCharts™
2005
MetaTrader™
2002
Manual trading
Zorro
-
Zorro S **
-
Trade Station
MultiCharts™
MetaTrader™
Script languages
Zorro
C, R,
Python
Zorro S **
C, C++,
R, Python
Trade Station
Easy
Language
MultiCharts™
C#, Easy
Language
MetaTrader™
MQ4, C++
Backtest time ***
Zorro
~ 4 sec
Zorro S **
~ 4 sec
Trade Station
~ 71 sec
MultiCharts™
~ 155 sec
MetaTrader™
~ 110 sec
Timeframe resolution
Zorro
1 min
Zorro S **
1 mms
Trade Station
1 sec
MultiCharts™
1 sec
MetaTrader™
1 min
Tick-level backtest
Zorro
-
Zorro S **
Trade Station
MultiCharts™
MetaTrader™
-
Zorro
Zorro S **
Trade Station
-
MultiCharts™
-
MetaTrader™
-
Zorro
-
Zorro S **
Trade Station
MultiCharts™
MetaTrader™
-
Zorro
-
Zorro S **
Trade Station
MultiCharts™
MetaTrader™
-
Zorro
Zorro S **
Trade Station
-
MultiCharts™
-
MetaTrader™
-
Zorro
Zorro S **
Trade Station
MultiCharts™
MetaTrader™
-
Zorro
-
Zorro S **
Trade Station
-
MultiCharts™
-
MetaTrader™
-
Zorro
Zorro S **
Trade Station
MultiCharts™
-
MetaTrader™
-
Zorro
~270
Zorro S **
~270
Trade Station
~270
MultiCharts™
~280
MetaTrader™
~30
Zorro
Zorro S **
Trade Station
-
MultiCharts™
-
MetaTrader™
-
Zorro
-
Zorro S **
Trade Station
-
MultiCharts™
-
MetaTrader™
-
Zorro
-
Zorro S **
Trade Station
-
MultiCharts™
-
MetaTrader™
-
Price
Zorro
free
Zorro S **
€35 / month
Trade Station
$250 / month
MultiCharts™
$1497
MetaTrader™
free

** More details: Zorro / Zorro S comparison.
*** 4 seconds for backtesting the RSI strategy example with test period 10 years, M1 data, ticks resolution.  20 seconds for walk-forward optimizing a 12-parameter intraday portfolio system with 8 years historical data. System 2.6 Ghz i7 with 8 cores.

Features table based on manufacturer's documentations as of October 2018. No responsibility accepted for correctness. If you find something incorrect, please notify info@opgroup.de. All content on this website may be subject to change at any time without notice, and is neither a solicitation nor an offer to buy/sell financial instruments.