~~~ Zorro / Zorro S Features ~~~

Script

  • Integrated C environment or Visual C++. Tutorials included.
  • Direct support 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.
  • 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

  • Level I, level 2, or option histories in CSV, JSON, Nanotick formats.
  • Live data, market depth, contract chains from brokers and exchanges.
  • Supplementary data (COT, yield, earnings, blockchains, news. . .).
  • Content import from HTML websites ("web scraping").
  • Online sources: Stooq, Yahoo, Google, IEX, AlphaVantage, Quandl,
    NxCore, Bittrex, CryptoCompare.+
  • Broker / exchange API connections: Oanda, IEX, FXCM, IB, IG,
    Dukascopy, Ally Invest, Bittrex, Bitfinex, Binance, Coinigy.+
  • Broker connection via platform: MT4, MT5, Sierra Chart.+
  • Easy plugin interface for connecting to brokers, exchanges,
    signal feeds, or trading platforms via API, REST, or FIX.

Trading engine

  • Supports forex, CFDs, stocks, bonds, ETFs, futures, cryptocurrencies.
  • Binary and real options/combos with calculation of IV, Delta, Greeks.
  • Multiple assets, timeframes, feeds, brokers per strategy.
  • All usual order types (market, limit, adaptive, IOC, FOK, GTC, OCO, ...).
  • Tick-by-tick or bar-by-bar modes. Time frames from milliseconds to weeks.
  • Range, Renko, Point-and-Figure, Haiken Ashi, and user-defined bar types.
  • Account/asset lists with symbol mapping and individual parameters.
  • 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").

Test & optimization

  • World's fastest WFO 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, swaps, 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.
  • Optimal capital allocation by MVO or OptimalF algorithms.
  • Rolling and anchored walk forward analysis.
  • Automated re-training for permanent adaption to the market.

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/Iron Condor options trading system.

+ Brands and trademarks are property of their owners and not affiliated with oP group Germany. Some broker / platform API plugins are submitted by users and not subject to Zorro support.
* 4 seconds for backtesting the RSI strategy example in ticks mode with 10 years M1 data. 20 seconds for walk-forward optimizing a 12-parameter multi-asset strategy on 4-hour bars with 8 years M1 data. Zorro S on 2.6 Ghz Intel i7 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 ms
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. 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.