Zorro's Scripts

The following scripts are included as examples and can be started from the scrollbox. Please note that not all scripts will start right away! Some will need additional historical data, some will need R or modules like DeepNet or RQuantlib. Please check out the description in the source code.

Analysis

Calculates the mean, standard deviation, skew, and kurtosis of the price curve of the selected asset.

CalculatePi

Example script that calculates the first 1000 digits of Pi.

Combine

Example script that combines the parameter and factor files from two strategies into one. The strategies must have the same number of WFO cycles. The names can be edited in the script.

CSVExport

Small script for exporting the price history of the selected asset to a .csv file.

CSVfromHistory

Small script for converting a .t6 price history file to a .csv file, f.i. for using it in R. The input/output file names can be edited in the script.

CSVtoHistory

Small script for converting price history in arbitrary .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.

Deeplearn

Short term machine learning strategy from the article on Financial Hacker. Requires R with Caret and Deepnet packages.

Distribution

Price distribution chart, comparing the distributions of two assets.

Download

Script for adding new assets or updating the price history of selected assets; details under History.

Ehlers

The system from the paper "Predictive Indicators for Effective Trading Strategies" by John Ehlers, converted to lite-C by DdlV.

Filter

Test Zorro's frequency filter functions.

Gap

A simple gap trading system based on a publication by David Bean as an example of time dependent trading.

Grid

For your grid trading experiments. Better do not trade this system with real money!

History

Displays the content of .t8, .t6, and .t1 files in a panel (Zorro S required).

Indicatortest

Displays the curves of some indicators as described in the Indicators chapter.

Luxor

System from a trading book by Jaeckle and Tomasini. Textbook example of a curve fitted system: produces huge profits in the backtest period used in the book, but behaves not as impressive outside that period. Aside from that, the book is good.

Mandelbrot

Example of a script using the Windows API.

Martingale

For your martingale experiments. Better do not trade this one with real money!

OptionsCurve

For calculating profit diagrams of option combinations. R and the RQuantLib package must be installed.

OptionsSimple

The options trading script from Financial Hacker. For running it, artificial SPY options data is available on the Download page.

PlotCurve

A script that just plots a price curve with the selected asset and bar period.

Predict

Predict peaks, valleys, and crossovers in a price curve.

RandomPrice

Compares a price curve with a random curve.

RandomWalk

Displays the statistics of price movements in the same direction.

RecordT1

Records prices of the current asset to a .t1 file in [Trade] mode. A click on [Save] stores the file. 

Rtest

Short script for testing the correct installation of R.

Spectrum

Spectral analysis chart.

TradeCosts

Lists the ratio of spread to daily volatility of the main assets. Find out which assests are least expensive to trade.

TradeTest

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.

TradeOptions

A script that opens a panel with buttons for manually opening and closing SPY options.

Workshop1 .. Workshop7

Scripts containing the code examples from the workshops. Additional price history needed for workshop 6.

Z1 ... Z12

Zorro's included trade systems. Executable systems only (no source code). Additional price history needed for backtesting.

See also:/h3> Workshops

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