~~~ Zorro / Zorro S Features ~~~

Script

• Scripting in lite-C or Visual C++.
• Direct access to R and Python functions.
• Native support of time series, datasets, matrices, fuzzy logic.
• Direct access to the Windows API and external DLLs.
• Multiple CPU cores for optimizing and machine learning.
• Individual spreadsheet-based user interfaces.
• Single-step visual debugger for analyzing strategies.
• Integration toolkit for running Zorro scripts from other software.

Data analysis

• 300+ indicators and time series analysis functions.
• Frechet pattern detection, signal processing, spectral analysis.
• Parabolic regression for predicting peaks and crossovers.
• Support and resistance lines, divergence/convergence detection.
• Market sentiment, currency strength, seasonal strength analysis.
• Monte Carlo algorithms, bootstrap and shuffle randomizing.

Machine learning

• Deep Learning with Keras/Tensorflow, MxNet, H2O, Deepnet.
• Native perceptron and decision tree algorithms.
• Candle pattern analyzer with fuzzy logic.
• Export machine generated algorithms in C code.

Data import

• Level I, level 2, and options data import from CSV and JSON.
• Supplementary data (COT, yield, earnings, blockchains. . .).
• Content import from HTML websites ("web scraping").

Broker connections

• Open Source interface for API, REST, and FIX connections.
• Data feeds: AlphaVantage, CryptoCompare, IEX,
  DTN IQFeed, Quandl, Stooq.
• Brokers: Ally Invest, Alpaca, Dukascopy, FXCM, IG,
  Interactive Brokers, Oanda, TD Ameritrade, TradeStation,
  Tradier, and all MT4/MT5 brokers.⁺
• Digital coins: Binance, Bitfinex, Bittrex, Coinbase, Coinigy,
  Deribit, Kraken.⁺
• Platform connections: MT4, MT5, Sierra Chart.⁺

TTrading engine

• Support of multiple brokers, assets, timeframes, and data feeds,.
• Tick-by-tick or bar-by-bar modes. Time frames from 1 milliseconds to 1 week.
• Range, Renko, Point-and-Figure, Haiken Ashi, and user-defined bar types.
• Account/asset lists with symbol mapping and individual parameters.
• Options/combos with calculation of IV, Delta, Greeks.
• NFA and FIFO compliance. Virtual hedging for concurrent long/short positions.
• Automated background training and optimizing while live trading.
• Phantom trades for skipping drawdown periods ("equity curve trading").

Test & optimization

• World's fastest WFO optimizer (25 seconds for 12 parameters*)
• World's fastest tick-level backtester (0.3 seconds for 10 years*).
• Ascent, brute force, or genetic optimization with user-defined objective.
• PPrecise broker simulation with fees, leverage, swaps, slippage.
• Oversampling and detrending on price, signal, or trade level.
• IIndividual parameter optimization for portfolio components.
• Optimal capital allocation by MVO or OptimalF algorithms.
• Rolling and anchored walk forward analysis.

Reports

• Detailed performance report with portfolio and Monte Carlo analysis.
• Interactive chart viewer with zoom and replay functions.
• MAE/MFE, profit, season, option payoff, parameter histograms.
• Reality check with randomized price or equity curves.
• Indicator and trade export to spreadsheets.
• Live trading status reports on web page and by email.

Ready-to-run strategies**

• Z1: Trend detecting forex/CFD trading system.
• Z2: Mean reversion forex/CFD system with spectral analysis.
• Z3: Price cluster based commodities trading system.
• Z7: Price action forex system with machine learning algorithm.
• Z8: Long-term MVO-based stock/ETF portfolio rotation.
• Z9: Long-term momentum based sector ETF portfolio rotation.
• Z10: MVO cryptocurrency trading system.
• Z12: Anticorrelation based trend/countertrend system.
• Z13: Strangle/Iron Condor options trading system.

⁺ Brands and trademarks are property of their owners and not affiliated with oP group Germany. Some broker / platform API plugins are submitted by users and not subject to Zorro support.
* 0.3 seconds for backtesting a simple RSI strategy (Benchmark.c example) in ticks mode with 10 years M1 data. 25 seconds for walk-forward optimizing a 12-parameter multi-asset strategy (OptimizeTest.c example) on 4-hour bars with 10 years M1 data. Zorro S on 2.6 Ghz Intel i7 system.
** Algorithmic trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in algorithmic strategies. Don't trade with money you can't afford to lose. The past performance of any trading system or methodology is not necessarily indicative of future results.

 ~~~ Features Comparison Table ~~~