The following scripts are included as examples and
utilites and can be started from the [Script] scrollbox.
Please note that not all scripts will start right away. Some are for Zorro S, some
need training first, many need historical data, and some need Python, 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
Simple RSI strategy with 10-year backtest for speed tests and comparisons.
Example strategy for binary options with 5-minute bets.
Broker arbitrage example. Exploits forex price differences between two brokers.
Requires Zorro S 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
in the History folder and displays its content in a chart.
Example script for the ZorroControl integration toolkit (Zorro S required).
Small example 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.
Small example script for converting options EOD history in .csv format
to Zorro's .t8 format. The symbol and CSV format definition can
be edited in the script.
Strategy that exploits the relative strength of currencies
and invests in the strongest forex pair.
Requires forex history.
Displays the Windows date and the Unix date for a given calendar date that can
be set with the sliders. Click [Stop]
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
Displays the effect of detrending or shuffling price curves.
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.
Script for downloading end-of-day data in Zorro .t6 format from any arbitrary online
source that delivers CSV or JSON data. The source URL and the format definition
can be entered as strings.
Multi-asset decision tree example. Demonstrates why out-of-sample
tests for machine learning are mandatory.
Requires forex history.
The system from the paper "Predictive Indicators for Effective Trading Strategies"
by John Ehlers, converted to lite-C by DdlV. With and without
Test Zorro's spectral filter and cycle detection functions
with a sine chirp.
A simple gap trading system based on a book by David Bean as an example of time
dependent trading (not really profitable).
Finds gaps in historical data and displays them with a red line.
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 function and thus requires
Zorro S; a history viewer for the free Zorro
version is available on the download page.
Test the impulse response of moving averages, smoothing filters, and lowpass filters.
Calculates the investment from initial capital and accumulated profit with the square
root rule. The exponent can be set with the slider from 1.000 (linear investment)
up to 2.000 (square root investment). Click [Stop] to terminate.
Demonstrates controlling other applications by sending key strokes
or mouse clicks to them. Opens Windows Notepad, writes something in it, saves the
text, and closes Notepad.
Displays the curves of popular indicators.
System from a trading book by Jaeckle and Tomasini.
Textbook example of an overfitted strategy: better don't trade it outside the
backtest period used in the book.
GBP/USD history required.
Example script that uses the Windows API for producing Mandelbrot fractals.
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.
Example of training both rules and parameters.
Strategy template generated by clicking on [New Script].
Rename it afterwards. Source in Source\Template.c.
Example script that demonstrates using external libraries, in this case the OpenGL
3D graphics library.
Walk-forward optimization of a 12 parameters portfolio strategy with the ascent,
brute force, or genetic optimizer. Useful for
comparing optimization speed and methods. Forex history required.
Calculates the value and delta of call and put options with the Black-Scholes
formula. Underlying price, strike distance to the price, and expiration can be set with the sliders,
other parameters can be set up in the script. Click [Stop] to terminate.
Example script that demonstrates a complex spreadsheet-defined strategy
control panel (Zorro S required).
Display payoff diagrams of arbitrary 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.
EUR/CHF history required.
Example of two interacting Zorro processes. Move the
"Other" slider and see the effect on the other Zorro (Zorro S
Short script for testing the correct installation of Python.
Plots a price curve together with a random curve. Let fellow traders guess which
one is which.
Displays a histogram of short-term price movements by random and by real prices.
Records live prices of the current asset to a .t1 file in [Trade]
mode. A click on [Save] stores the file.
Zorro S required.
Script for testing the response of indicators to a market regime change from cycles
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.
Zorro S required.
Script illustrating the use of Range, Renko, Haiken Ashi, or Point-and-Figure
bars for single-asset and multiple-asset strategies.
Spectral analysis chart example.
SPX500 history required.
Lists the ratio of spread to daily volatility of the main assets. Find out which
assests are least expensive to trade.
Forex and CFD history required.
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 options
with IB. Set strike and life time, select a combo, then click [Buy] or [Sell].
A simple market sentiment system as described in the "Mechanical Turk"
article. Not very profitable, but demonstrates the principle. SPY options history
Workshop1 .. Workshop8
Scripts containing the code examples from the workshops.
Forex and SPY history required for workshops 6 and 8.
Z1 ... Z13
Zorro's included trade systems. Executable systems only
(no source code). Forex and CFD history required. Zorro S required for some
of the sytems.
latest version online