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 software development system specialized on analyzing financial data, creating trading strategies, training their machine learning algorithms, optimizing their parameters, backtesting them with several methods, and trading them automated with online brokers. This workflow is reflected in the buttons of Zorro's control panel.

Control panel

We admit: the user interface is not particularly pretty. But you can define 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 (less than 600 pixels), so several instances can run on any small netbook screen in the background. There is no menu, only a few buttons, scrollboxes, and entry fields for setting up the broker connection and selecting the script and assets to trade.

L

Broker

Account
Account type (Demo, Real, or user-specific accounts) and broker connection (f.i. FXCM, IB, Oanda, MTR4, MTR5).
Login
User ID, account number, password, API token, or other account credentials.
Status
Broker server status; displays the current server time and asset price in [Trade] mode. The square is green when logged in, and red when the connection was interrupted.

Strategy

Script
The strategy script, or [Change] for changing the folder, or [New] for writing a new script. Scripts are located in the Strategy subfolder. See scripts for what's included, and the tutorial for writing own scripts.
Asset

Select the asset for trading or testing. With multi-asset scripts, select the asset to be displayed in the log, chart, and server window. Add more assets by editing the asset list

Action

General purpose scrollbox that can be set up in Zorro.ini or in the script. Run Zorro tasks, external programs, or script functions with a mouse click

Period

Bar period in minutes; the basic heartbeat of the strategy.

Slider1..3
General purpose sliders for strategy parameters.

Buttons

Help
Open the help manual and script reference.
Edit
Open the selected script in the editor. If a special asset list was loaded, open it too.
Test
Test the strategy with historical price data. Several test modes can be set up in the script, such as single-step, in-sample, out-of-sample, or walk-forward tests.
Train Train the strategy by optimizing parameters and/or by generating trade rules or training neural networks.
Trade

Trade the strategy live. Zorro will connect to the broker and start earning (or losing) money. Click the button again to stop trading or close open positions.

Result
Open the chart viewer with a plot of the strategy performance, and the editor with the log and the performance analysis.

Result

Progress
State of the trading or backtest. Profits are green, losses red.
Info Current account and trade situation, or the result of the backtest.
Messages Displays all that Zorro has to tell you. A double click copies it to the clipboard.

What you need

Some traders have a desk full of monitors for an impressive show of indicators and price curves. Good for boasting on trader forums - but for serious trading, only invest in two PCs:

Getting started

See also

Content, What's New, Strategy Principles, Tutorial, Z Strategies

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