Welcome to Zorro! Getting Started

Zorro is an ecosystem for financial research and algorithmic trading. It is not a 'robot' and not a trading platform, but has some elements of both. Technically it's a frontend to a software library specialized on time series analysis, machine learning, and online trading. The frontend allows with a few button clicks to edit strategy scripts, train machine learning algorithms, optimize parameters, backtest system with several methods, and trade them live with online brokers and exchanges. This workflow is reflected in the six buttons of Zorro's control panel.

Everything you're doing with Zorro is based on a script. There are many included scripts for all possible tasks, but they often require to edit script parameters for adapting them to your particular needs. Thus, in order to use Zorro effectively, you need to know the lite-C script language. There are books, online courses, and also a short tutorial in this manual.

Control panel

We admit: the user interface is not particularly pretty. But you can add your own user interface for your trading tools and scripts, with as many colorful buttons as you want. The default one is designed for minimum space (~ 300x600 pixels), so several Zorro instances can run on a small notebook screen in the background. There is no menu. Entry fields and scroll boxes allow setting up the broker connection and selecting the script and assets to trade.

Broker

Account
Account name (Demo, Real, etc) and broker/platform connection (FXCM, IB, MT4, etc) for the selected script. For trading with multiple brokers or data sources, use special asset symbols.
Login
User ID, account number, password, API token, or other account credentials for the selected broker.
Status
Broker server time, current price, and other info in [Trade] mode. The square is green when connected, red when offline.

Strategy

Script
Select a script, executable, or DLL from the Strategy folder. See scripts for included scripts and tutorial for writing new scripts.
Asset

Select the asset to trade. With multi-asset scripts, select the main asset for the log and chart. Add more assets through asset lists

Action

Select an action from the list in Zorro.ini or from the script. Run Zorro tasks, programs, or script functions with a mouse click.

Period

Bar period in minutes if needed; normally set up by script. 

Slider1..3
Three user configurable sliders and fields for entering or displaying numerical parameters in real time.

Buttons

Help
Open the help manual and script reference.
Edit
Open the selected script and asset list in the editor.
Test
Test the strategy with historical price data. Test modes can be set up in the script, such as single-step, tick-based, or walk-forward.
Train Train the strategy by optimizing parameters, generating trade rules, or training neural networks.
Trade

Trade the strategy live. Connect to the broker and start earning (or losing) money. Click [Stop] to stop.

Result
Open the chart viewer/debugger with a plot of the trading history, and the editor with the log and the performance analysis.

Result

Progress
Progress of the trading or backtest. Profits green, losses red.
Info Current backtest, account, or trading status.
Messages What Zorro has to tell you. Double click for copying.

What you need

Some traders own a desk full of PCs and monitors with an impressive show of indicators and price curves. Good for boasting on trader forums, but useless for serious algo trading. You only need two machines:

Getting started

See also

Content, What's New, Strategy Principles, Tutorial, Z Strategies

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