~~~ Zorro / Zorro S Features ~~~

Script

• Integrated C environment or Visual C++.
• Direct support of R and Python functions.
• Time series, datasets, vectors, matrices, and fuzzy logic.
• Full access to the Windows API and external DLLs.
• Multiple cores for optimizing and machine learning.
• Individual spreadsheet-based user interfaces.
• Single-step visual debugger for analyzing strategies.

Data analysis

• More than 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

• Included perceptron and decision tree algorithms.
• Candle pattern analyzer with fuzzy logic.
• Machine generated algorithms for export in C code.
• Direct access to R packages for analysis and machine learning.
• Deep Learning with Keras/Tensorflow, MxNet, H2O, Deepnet.

Data import

• Level I, level 2, or option histories from CSV and JSON formats.
• Live data, market depth, contract chains from brokers and exchanges.
• Supplementary data support (COT, yield, earnings, blockchains. . .).
• Content import from HTML websites ("web scraping").
• Online sources: Stooq, Yahoo, Google, IEX, AlphaVantage, Quandl,
  NxCore, Bittrex, CryptoCompare.⁺
• Broker / exchange API connections: Oanda, IEX, FXCM, IB, IG,
  Dukascopy, Ally Invest, Bittrex, Bitfinex, Binance, Coinigy.⁺
• Broker connection via platform: MT4, MT5, Sierra Chart.⁺
• Easy plugin interface for connecting to brokers, exchanges,
  signal feeds, or trading platforms via API, REST, or FIX.

Trading engine

• Supports forex, CFDs, stocks, bonds, ETFs, futures, cryptocurrencies.
• Binary and real options/combos with calculation of IV, Delta, Greeks.
• Multiple assets, timeframes, data feeds, price sources, and brokers.
• All usual order types (market, limit, adaptive, IOC, FOK, GTC, OCO, ...).
• Tick-by-tick or bar-by-bar modes. Time frames from milliseconds to weeks.
• Range, Renko, Point-and-Figure, Haiken Ashi, and user-defined bar types.
• Account/asset lists with symbol mapping and individual parameters.
• 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").
• Integration toolkit for running Zorro processes from other software.

Test & optimization

• World's fastest WFO optimizer (20 seconds for 12 parameters*)
• World's fastest tick-level backtester (3 seconds for 10 years*).
• Ascent, brute force, or genetic optimization with user-defined objective.
• Precise broker simulation with fees, margin, spread, swaps, slippage.
• Oversampling and detrending on price, signal, or trade level.
• Individual parameter optimization for portfolio components.
• Decision tree, perceptron, or pattern based trading rules generator.
• Optimal capital allocation by MVO or OptimalF algorithms.
• Rolling and anchored walk forward analysis.
• Automated re-training for permanent adaption to the market.

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.
* 3 seconds for backtesting the RSI strategy example in ticks mode with 10 years M1 data. 20 seconds for walk-forward optimizing a 12-parameter multi-asset strategy on 4-hour bars with 8 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 ~~~