Data import

Hi, I'm a new Zorro user and have only gone through the tutorials so far.

I'm wondering if someone could please help me understand how to convert data to the Zorro format. I use Linnsoft Investor RT and get my data from there (in CSV format), and would like to use Zorro for backtesting.

From the manual:

"For converting price data from an external source to the Zorro format, separate it into years, convert it to a list of T6 or T1 structs, and store it in a binary file with the name described above"

How is this done practically?

I have very good knowledge in programming, but not so much in compiled languages like C.


Any help would be greatly appreciated.

Thanks!!

There is a script called Convert included with Zorro. Open it and check if your csv format is handled. After adapting the script, you need to enter the input and output filename, press Trade. Afterwards you have to add the new Symbol into the file AssertFix.csv.

Thanks! On a similar note: does anyone use premium data feeds together with Zorro? Such as DTN IQFeed?

I would like to ask this question too.

Is it possible to use DTN IQFeed as data source?

Byttebytt? 😀

I'm currently building a plugin for IG, and I have gotten as far as using their price feed.
Using the broker plugin you should be able to use any price feed I guess.
You would still have to implement the buy, sell, stop etc if you want automated execution of your trades with your broker.

Find me on twitter, @SweetSpotDan