Welcome to Zorro! Getting Started

Zorro is an ecosystem for financial research and algorithmic trading. It is not a 'robot' and not a trading platform, but has some elements of both. Technically it's a frontend to a software library specialized on time series analysis, machine learning, and online trading. The frontend allows with a few button clicks to edit strategy scripts, train machine learning algorithms, optimize parameters, backtest system with several methods, and trade them live with online brokers and exchanges. This workflow is reflected in the six buttons of Zorro's control panel.

Control panel

We admit: the user interface is not particularly pretty. But you can add your own user interface for your trading tools and scripts, with as many colorful buttons as you want. The default one is designed for minimum space (~ 300x600 pixels), so several instances can run on a small notebook screen in the background. There is no menu. Entry fields and scroll boxes allow setting up the broker connection and selecting the script and assets to trade.

Broker Account Account name (Demo, Real, etc) and broker/platform connection (FXCM, IB, MT4, etc) for the selected script. For trading with multiple brokers or data sources, use special asset symbols. Login User ID, account number, password, API token, or other account credentials for the selected broker. Status Broker server time, current price, and other info in [Trade] mode. The square is green when connected, red when offline. Strategy Script Select a script, executable, or DLL from the Strategy folder. See scripts for included scripts and tutorial for writing new scripts. Asset Select the asset to trade. With multi-asset scripts, select the main asset for the log and chart. Add more assets through asset lists.  Action Select an action from the list in Zorro.ini or from the script. Run Zorro tasks, programs, or script functions with a mouse click. Period Bar period in minutes if needed; normally set up by script.  Slider1..3 Three user configurable sliders and fields for entering or displaying numerical parameters in real time. Buttons Help Open the help manual and script reference. Edit Open the selected script and asset list in the editor. Test Test the strategy with historical price data. Test modes can be set up in the script, such as single-step, tick-based, or walk-forward. Train Train the strategy by optimizing parameters, generating trade rules, or training neural networks. Trade Trade the strategy live. Connect to the broker and start earning (or losing) money. Click [Stop] to stop. Result Open the chart viewer/debugger with a plot of the trading history, and the editor with the log and the performance analysis. Result Progress Progress of the trading or backtest. Profits green, losses red. Info Current backtest, account, or trading status. Messages What Zorro has to tell you. Double click for copying.

What you need

Some traders own a desk full of PCs and monitors with an impressive show of indicators and price curves. Good for boasting on trader forums, but not for serious algo trading. You only need two machines:

• For live trading, a small Windows PC with 1-2 GB RAM and Internet access will normally do (unless you're running a HFT system). Either install Zorro on a reliable notebook with permanent Internet connection, or rent for a small fee a Windows Server 2012 or 2019 VPS from Amazon, Google, or another provider. The smallest VPS is sufficient for two or three Zorro instances. If you run it at home, use the trading machine for trading only. For setting up a VPS, look under Zorro in the Cloud.
   
• For strategy development the computer can't be fast enough, since you'll train and test your systems all the time. Get a machine with a fast processor, such as Intel i9 or AMD Ryzen, with at least 16 GB RAM and 8 cores. For deep learning algorithms, have a recent NVidia graphics card with CUDA support. If your computer at home won't do, the alternative is renting a powerful VPS in the cloud.

Getting started

• Set up Zorro: Download Zorro (it's free) from https://zorro-project.com/download.php, and install it on your PC or on a trading server. For installing Zorro under Linux or in other special ways, see Zorro in the Cloud.
   
• Let Zorro do something: Select Workshop4 under Script, select EUR/USD under Asset, then click [Test]. After clicking [Result] a chart viewer pops up and displays a chart with the equity curve. Try also all the other scripts. Some are unrelated to trading, some will require training, and some will need historical data, but they will give you an impression of what you can do with Zorro. Here's a list of included scripts.
   
• Learn strategy development:  Work through the quick tutorial, or get the Black Book for deeper understanding. If you have a question or an issue with Zorro, ask on the user forum. For individual help, subscribe a support ticket on the Zorro support page. If you need help with developing a trading strategy, contact our system development service.
      
• Earn virtual money: Open a demo account with a supported broker, such as FXCM or Oanda. Five minutes later you should have a $50,000 demo account and can log in and start trading. Start Zorro, select the broker, enter your login credentials, select a Z strategy, and click [Trade]. Wait a couple of months and observe the money accumulate on your account...
   
• Earn real money: The free Zorro version is fully functional and can trade with real money. But before investing your hard earned money in a strategy, please read the Z systems chapter from top to bottom. Open a real money account with the broker of your choice; for finding a broker, read the Brokers page. Some brokers provide a free Zorro S subscription for new accounts. Once the account is established, transfer some money onto it. Start Zorro, select the strategy and begin trading. If you don't own Zorro S, withdraw your profits regularly from the broker account, as the free Zorro version stops trading when the account balance exceeds a certain limit (see Zorro S for details).
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See also

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