The following scripts are included as examples and can be
started from the [Script] scrollbox. Please note that not all scripts will start
right away! Some will need training, some will need additional historical data,
and some will need R
or modules like DeepNet or RQuantlib. Please check out the description
in the source code.
Calculates mean, standard deviation, skew, and kurtosis of the price curve of the selected asset.
Simple RSI strategy with 10-year backtest in
TICKS resolution for speed tests.
Example strategy for binary options with 5-minute bets.
Broker arbitrage example.
Exploits price differences between two brokers. Requires Zorro S, an asset
list, and an account list with entries for the two brokers.
Example script that calculates the first 1000 digits of Pi
Opens a t1, t6, or t8
historical data file and displays its content in a chart.
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.
Strategy that exploits the relative strength of currencies and
invests in the strongest forex pair.
Short-term machine learning strategy from the article on
Financial Hacker. Requires R with Caret and
a deep learning package. Can switch between libraries Deepnet, H2O, MxNet, and
Price distribution chart, comparing the distributions of two assets.
Script for adding new assets or downloading the price history of single assets
or asset lists;
details under History.
downloading end-of-day data in Zorro .t6 format from any online source. The
source URL and the format definition can be entered as strings.
Decision tree example. In-sample backtest, so don't use this for
The system from the paper "Predictive Indicators for Effective Trading Strategies" by John Ehlers, converted to lite-C by DdlV.
With and without crossover prediction.
Test Zorro's spectral filter functions.
A simple gap trading system based on a book by David Bean as an example
of time dependent trading (not really profitable).
For your grid trading experiments. Better do not trade this system with real money!
Displays the content of .t8, .t6, and .t1
historical data files in a spreadsheet. Uses the panel funcion and thus requires
S; a separate history viewer for the free Zorro version is available on the
Demonstrates controlling another application by sending key strokes or
mouse clicks. Opens Notepad™, writes something in it, saves the text, and closes
Displays the curves of some indicators as described in the Indicators chapter.
System from a (otherwise good) trading book by Jaeckle and Tomasini.
Huge profits in the backtest period used in the book, but better don't trade it outside that period...
Example of a script using the Windows API.
For your martingale experiments. Better do not trade this one with real money!
Scalping debunker. Plots a histogram of the required win rates for a given
asset and trading cost dependent on trade duration in minutes.
Demonstrates implementing external libraries, in this case the OpenGL 3D
For calculating profit diagrams of option combinations.
R and the RQuantLib package must be installed.
Simple machine learning system with walk forward analysis.
Predicts peaks, valleys, and crossovers in a price curve several
bars in advance.
Compares the price ranges and price distributions of two assets
(EUR/CHF and EUR/USD) for finding grid-trading-worth inefficiencies.
Short script for testing the correct installation of Python.
Compares a price curve with a random curve.
Let fellow traders guess which one is which.
Displays the statistics of short-term 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.
Script for testing the response of indicators to a market regime change from cycles to trending.
Short script for testing the correct installation of R.
Connects to the Interactive Brokers TWS, downloads the SPY options
chain, and plots today's market sentiment histogram.
illustrating the use of Range, Renko, Haiken Ashi, or Point-and-Figure bars for
single-asset and multiple-asset strategies.
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
Z1 ... Z12
Zorro's included trade systems. Executable systems only (no source code).
Additional price history needed for backtesting.