is the first institutional-grade development suite for financial
research tools and serious algorithmic trading
statistics, signal processing, and machine learning
functions analyze the markets and determine when to buy or sell.
Any imaginable tool or strategy can be realized with a relatively simple C script.
Python and R are also supported. Zorro offers extreme flexibility and features otherwise not found in consumer trading software.
A multitude of markets.
Zorro supports options, futures, stocks, bonds, ETFs, CFDs, forex,
and digital coins. It has access to a large number of online sources,
feeds, brokers, and exchanges.
All trading methods are available. Use 1-second bars for fast scalping systems. Or
HFT tests in millisecond resolution. Arbitrage between brokers or asset classes. Rotate
stock portfolios. Exploit seasonal or currency
strengths. Analyze, backtest, and trade option combos.
Human and artificial intelligence.
Define a neural network architecture and apply it like a simple indicator.
Zorro can utilize R and Python libraries with thousands of machine
learning, data analysis, or charting packages.
Add human intelligence from market sentiment data.
Determine the market's
view by analyzing option chains. Retrieve forecasts from curve patterns, market
depth, order flow, news sources, or online contents.
Zorro's walk-forward optimizer needs less than 20
seconds for optimizing a 12-parameters intraday
portfolio system. Histograms show the
effect of any parameter on the strategy. Other
optimizer modules generate trading rules in C code and calculate optimal
factors for capital allocation. A palette of optimization and
rules generation algorithms is at your disposal.
Test your strategies with the world's fastest tick-level backtester (4 seconds
for 10 years) in high accuracy including
commissions, swaps, spreads, slippage, margins, and interest. Step into details with the visual debugger. Validate results with
anchored or rolling walk forward analysis, Montecarlo
analysis, and various reality check methods.
not only with tons of example scripts, but also
with ready-to-run automated strategies for forex, CFDs, ETFs,
stocks, options, and Bitcoin. They allow you to already
experience a live system before developing your own strategies. Still, be
aware that all trading strategies are risky, all backtest results are
hypothetical, and never risk money you can't afford to lose.
All is customizable.
If Zorro's minimalistic user interface won't do, design another one. Define buttons, lists, displays, sliders, entry fields, charts,
and reports by script or with a simple spreadsheet.
Automate Zorro jobs with batch
processes. Control web platforms by sending key strokes and mouse
clicks. Implement new broker or feed connections with a lean DLL
interface. Define special bars - Renko, Point-and-Figure,
or bars of your own design - with a simple formula. Control the trading
status with individualized
Easy-going or full-scale.
Zorro's C language allows an easy approach to
strategy coding with very short and simple scripts. Learn coding with the included tutorial, and
write, test, and deploy strategies in a few minutes with the integrated
enviroment and on-the-fly compiler.
Or utilize a full-scale
C++ platform such as Microsoft Visual Studio™ with
its advanced debugging
and profiling features. Zorro accepts projects as C scripts, as compiled executables,
or as C++ DLLs.
Zorro is not limited to trading systems.
Use it to solve all sorts of statistical,
mathematical, or not-so-mathematical tasks, and create all sorts of
small or large programs. Even computer games.
is available in a free version for private traders because its development was
partially donated. Our sponsor believed that all people, especially in developing countries,
should understand the financial markets and participate in their profits.
Small, but regular trading incomes for anyone can take liquidity out of
the financial system and inject it back into the production cycle. This
can boost demand worldwide, reduce the divide between rich and poor, and
soften the world's economical and social problems.
In this way, Zorro is meant as an incentive to
understand, analyze, experiment with, and exploit the financial markets
with many different ideas and methods. Zorro's development is ongoing, meanwhile
funded by the user community through sponsor licenses, development
contracts, and trading returns. New Zorro versions with new features come
out every 3-4 months.