is the first development suite for financial research and algorithmic trading
systems - serious systems that really work. For this, advanced
statistics and machine learning
functions are available to analyze the markets and determine when to buy or sell.
Zorro allows to realize any imaginable analysis tool or trading system with a relatively simple script.
It offers extreme flexibility and features otherwise not found in consumer trading software.
Easy or full-scale - your choice.
Start with the step-by-step programming tutorial. Zorro's C-based
script offers a quick and elegant approach to strategy coding. It allows
easy handling of time series, datasets, vectors, or matrix operations.
Write, test, and deploy simple strategies in a few minutes with
a minimum of code. Use the included script editor and on-the-fly compiler
for quick tasks. Or create your systems and tools with full-scale development
platforms such as Microsoft Visual Studio™ with their advanced debugging
and profiling features. It's your choice. Zorro accepts projects as scripts
in C, or as compiled C++ DLLs.
If Zorro's minimalistic user interface won't do for your strategy, design your own. Define buttons, lists, displays, sliders, entry fields, charts,
and reports by script or with an Excel™ spreadsheet. Automate Zorro jobs with batch
processes. Control web platforms by sending key strokes and mouse
clicks. Implement broker or feed connections with a simple DLL
interface. Set up account
and asset lists. Define special bars - Renko, Range, Point-and-Figure,
whatever - with a simple formula. Check live trading with individual
online report pages. Import or export data in binary, CSV,
or JSON formats for easy integration in other software packages.
A multitude of markets.
options, futures, stocks, bonds, ETFs, CFDs, Forex,
and cryptocurrencies. Retrieve live and historical data from online
sources, feeds, brokers, or exchanges. Use 1-second bars
for high-speed scalping systems. Create arbitrage strategies
that exploit price differences between brokers or asset classes. Test
HFT systems in 1-millisecond resolution. Rotate stock portfolios with
Markowitz- or momentum-algorithms. Analyze and trade option combos based on Black-Scholes values, implied volatilities, or greeks.
Human and artificial intelligence.
Evaluate the markets with top-end neural network libraries such as Keras/Tensorflow™.
Network architectures can be defined with a short R script and integrated
in the strategy as a simple indicator that can be trained,
validated, backtested, and live traded. Zorro can execute R and Python
code and use external machine
learning or data analysis packages in this way.
Add human intelligence. Feed Zorro with market sentiment data from a
multitude of sources. Process option chains for detecting the market's
opinion about the future price trend. Analyze candle patterns, market
depth, and order flow.
Check and optimize strategy performance with the world's fastest tick-level backtester (4 seconds
for 10 years). Verify historical returns in high accuracy including
commissions, swaps, spreads, margins, and slippage. Step into details with the high resolution visual debugger. Validate results with
walk forward analysis, Montecarlo
analysis, and various reality check methods.
not only with tons of scripts for all possible research and analysis tasks, but also
with ready-to-run strategies for Forex pairs, CFDs,
stocks, ETFs, options, and cryptocurrencies. The Z strategies cover many markets,
risk ranges, win rates, and trading methods. They allow you to already experience a live trading 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!
is available in a free version for private traders since its development was paid
for. 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.