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 and trading strategies. 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 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 (~ 300x600 pixels), so several instances can run on a small netbook screen in the background. There is no menu, only some entry fields for setting up the broker connection and selecting the script and assets to trade.

Broker

Account
Account type (Demo, Real, or user-defined accounts) and broker / platform connection (FXCM, IB, Oanda, MT4, etc).
Login
User ID, account number, password, API token, or other account credentials.
Status
Broker server time and current price in [Trade] mode. The square is green when connected, red when offline.

Strategy

Script
Select a script 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 asset for the log and chart. Add more assets through the asset list

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
User configurable sliders for entering 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 again 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 have acquired a desk full of PCs and monitors with an impressive show of indicators and price curves for boasting on trader forums. But for serious purposes you only need to invest in two machines:

Getting started

See also

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

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