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.


Calculates the mean, standard deviation, skew, and kurtosis of the price curve of the selected asset.


Opens a t1, t6, or t8 file and displays its content in a chart.


Example script that calculates the first 1000 digits of Pi.


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.  


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.


Short term machine learning strategy from the article on Financial Hacker. Requires R with Caret and Deepnet packages.


Price distribution chart, comparing the distributions of two assets.


Script for adding new assets or updating the price history of selected assets; details under History.


The system from the paper "Predictive Indicators for Effective Trading Strategies" by John Ehlers, converted to lite-C by DdlV.


Test Zorro's frequency filter functions.


A simple gap trading system based on a publication by David Bean as an example of time dependent trading.


For your grid trading experiments. Better do not trade this system with real money!


Displays the content of .t8, .t6, and .t1 files in a panel (Zorro S required).


Displays the curves of some indicators as described in the Indicators chapter.


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.


Example of a script using the Windows API.


For your martingale experiments. Better do not trade this one with real money!


For calculating profit diagrams of option combinations. R and the RQuantLib package must be installed.


Predict peaks, valleys, and crossovers in a price curve.


Compares a price curve with a random curve.


Displays the statistics of price movements in the same direction.


Records prices of the current asset to a .t1 file in [Trade] mode. A click on [Save] stores the file. 


Short script for testing the correct installation of R.


Spectral analysis chart.


Lists the ratio of spread to daily volatility of the main assets. Find out which assests are least expensive to trade.


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.


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:


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