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.
Calculates the mean, standard deviation, skew, and kurtosis of the price curve of the selected asset.
Example script that calculates the first 1000 digits of Pi.
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.
Small script for exporting the price history of the selected asset to a .csv file.
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.
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.
Short term machine learning strategy from the article on
Financial Hacker. Requires R with Caret and Deepnet packages.
Price distribution chart, comparing the distributions of two assets.
Script for adding new assets or updating the price history of selected assets;
details under History.
The system from the paper "Predictive Indicators for Effective Trading Strategies" by John Ehlers, converted to lite-C by DdlV.
Test Zorro's frequency filter functions.
A simple gap trading system based on a publication by David Bean as an example of time dependent trading.
For your grid trading experiments. Better do not trade this system with real money!
Displays the curves of some indicators as described in the Indicators chapter.
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
Example of a script using the Windows API.
For your martingale experiments. Better do not trade this one with real money!
For calculating profit diagrams of option combinations.
R and the RQuantLib package must be installed.
The options trading script from
Financial Hacker. For running it,
artificial SPY options data is available on the
A script that just plots a price curve with the selected asset and bar period.
Predict peaks, valleys, and crossovers in a price curve.
Compares a price curve with a random curve.
Displays the statistics of price movements in the same direction.
Records prices of the current asset to a .t1 file
in [Trade] mode. A click on [Save]
stores the file.
Short script for testing the correct installation of R.
Script for simulating a trade system by importing a trade list from a Zorro-generated .csv file. Demonstrates how to import data from a spreadsheet. Generates a chart and a performance report. The script can be modifid for importing other trade lists in different file formats.
Spectral analysis chart.
Lists the ratio of spread to daily volatility of the main assets. Find out which assests are least expensive to trade.
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.
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.