New to Zorro, experienced trading developer

Posted By: Mucko

New to Zorro, experienced trading developer - 11/08/16 04:23

I stumbled upon Zorro today - looks like a very interesting project and language for developing and testing trading strategies.

I have searched the forum and did not find an answer to this question but I am certain it likely has been addressed before.

Does Zorro allow for the use of mulitple timeframe analysis - I.E. 5 min data, 20 min data, 1 hour data, 1 day data in the same function/program? I would like to create functions and then simply "plug" in different timeframes to get a result to use in additional analysis. One example would be a 10 period MA on 5 min data, 10 min data, 30 min data, 60 min data etc.

Does Zorro allow for the use of multiple datastreams at the same time (i.e. stock data + futures data) to make a computation?

Thanks in advance for any assistance

Posted By: pcz

Re: New to Zorro, experienced trading developer - 11/08/16 10:19

Hello, check BarPeriod and TimeFrame variables in the manual:
http://manual.zorro-trader.com/barperiod.htm

And yes, you can backtest with multiple assets.
Posted By: Mucko

Re: New to Zorro, experienced trading developer - 11/08/16 18:11

Thanks for the help laugh
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