Welcome to Algorithmic Trading in C/C++! 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. While trading platforms are normally specialized on manual trading, Zorro is mainly for algorithmic trading in automated or semi-automated mode. Technically it's a front end to an on-the-fly C and C++ compiler with a set of modules for time series analysis, machine learning, optimization, and online API connection. It allows with a few button clicks to edit algo trading strategies, train machine learning algorithms, optimize and backtest systems with several methods, and deploy them for live trading. This workflow is reflected in the six buttons of Zorro's control panel.

Everything you're doing with Zorro is based on a script. There are many included scripts for all possible tasks, usually with a set of parameters that can be edited for adapting them to particular needs. In order to use Zorro effectively, you need to know how to edit and write scripts in the lite-C or C++ language. There are books, online courses, and also a short tutorial in this manual.

Control panel

We admit: the user interface is not particularly pretty. But you can add your own user interface for your algo trading tools and scripts, with as many colorful buttons as you want. The default one is designed for minimum space (~ 300x600 pixels), so several Zorro 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.


Primary account (Demo, Real, etc) and broker connection (FXCM, IB, MT4, etc) for live trading.
User ID, account number, password, API token, or other credentials for the selected account.
Server time and market state in live trading mode. Green when connected, red when offline.


Select a script from the Strategy folder. See scripts for included scripts and the tutorial for writing your own scripts.

Select the primary asset. You can add any asset - crypto, stocks, futures, options - to this scrollbox through asset lists


Run predefined Zorro tasks, programs, or script functions with a mouse click.


Bar period in minutes; normally set up by script. 

User configurable, to modify script parameters. 


Open the help manual and script reference.
Open the selected script in the editor.
Test the strategy with historical price data in single-step, tick-based, or walk-forward mode.
Train Train the strategy by optimizing parameters, generating trade rules, or training neural networks.

Trade the strategy live. Connect to the broker and start earning (or losing) money.

Open the chart viewer and the editor with the log and performance analysis.


Trading or test status. Profits green, losses red.
Info Numerical status display. 
Messages What Zorro has to tell. Double click to copy.

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 useless for serious algo trading. You only need two machines:

Getting started

See also

Zorro Home, Content, What's New, Algo Trading Principles, Tutorial, Z Strategies

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