Zorro's Scripts
The following scripts are included as examples and can be
started from the scrollbox. Please note that not all scripts will start
right away! Some will need additional historical data, some will need R
or modules like DeepNet or RQuantlib. Please check out the description
in the source code.
Analysis
Calculates the mean, standard deviation, skew, and kurtosis of the price curve of the selected asset.Chart
Opens a t1, t6, or t8 file and displays its content in a chart.
CalculatePi
Example script that calculates the first 1000 digits of Pi.Combine
Example script that combines the parameter and factor files from two strategies into one. The strategies must have the same number of WFO cycles. The names can be edited in the script.
CSVtoHistory
Small script for converting price history in some .csv formats to Zorro's .t6 format, optionally split into separate year files. The input/output file names and the format definition can be edited in the script.Deeplearn
Short term machine learning strategy from the article on
Financial Hacker. Requires R with Caret and Deepnet packages.
Distribution
Price distribution chart, comparing the distributions of two assets.Download
Script for adding new assets or updating the price history of selected assets;
details under History.
Ehlers
The system from the paper "Predictive Indicators for Effective Trading Strategies" by John Ehlers, converted to lite-C by DdlV.
Filter
Test Zorro's frequency filter functions.
Gap
A simple gap trading system based on a publication by David Bean as an example of time dependent trading.
Grid
For your grid trading experiments. Better do not trade this system with real money!
History
Displays the content of .t8, .t6, and .t1 files in a panel (Zorro
S required).
Indicatortest
Displays the curves of some indicators as described in the Indicators chapter.
Luxor
System from a trading book by Jaeckle and Tomasini. Textbook example
of a curve fitted system: produces huge profits in the backtest period used in the book, but
behaves not as impressive outside that period. Aside from that, the book is
good.
Mandelbrot
Example of a script using the Windows API.
Martingale
For your martingale experiments. Better do not trade this one with real money!
OptionsCurve
For calculating profit diagrams of option combinations.
R and the RQuantLib package must be installed.
Predict
Predict peaks, valleys, and crossovers in a price curve.
RandomPrice
Compares a price curve with a random curve.
RandomWalk
Displays the statistics of price movements in the same direction.RecordT1
Records prices of the current asset to a .t1 file
in [Trade] mode. A click on [Save]
stores the file. Rtest
Short script for testing the correct installation of R.
Spectrum
Spectral analysis chart.
TradeCosts
Lists the ratio of spread to daily volatility of the main assets. Find out which assests are least expensive to trade.
TradeTest
A script that opens a panel with buttons for manually opening and closing positions
in different modes. Useful for testing broker/account features, f.i. if it's a
NFA account, if it is FIFO compliant or if partial closing is supported.
Description under Broker Plugin.
TradeOptions
A script that opens a panel with buttons for manually opening and
closing SPY options.
Workshop1 .. Workshop8
Scripts containing the code examples from the workshops.
Additional price / options historical data for workshops 6 and 8 available on
the download
page.
Z1 ... Z12
Zorro's included trade systems. Executable systems only (no source code).
Additional price history needed for backtesting.See also:
Workshops
► latest
version online