I do most of my trading using Interactive Brokers. I've also written many programs using their API. Is ZT's broker API published somewhere? I might be able to write a dll for it.

Sorry I didn't search the other postings. InteractiveBrokers does not support MT4. Their API is proprietary.

But like I said I'm very familiar with this API so maybe I can help out.

Zorro does not have a DLL broker interface yet, but it's on our to do list. However you can already implement the IB API through the "broker" script function.

http://zorro-trader.com/manual/en/brokers.htm

This is a limited interface, but it should be sufficient to send buy and sell commands to your broker. The price data must be received the usual way from a FXCM demo account.

For accessing your DLL through the "broker" function, use the lite-C DLL interface:

http://zorro-trader.com/manual/en/litec_api.htm

Maybe a call-out function like broker() could be specified that is called when one of the "price" functions is called. e.g. if a lite-c script calls PriceOpen, the call-out function brokerPriceOpen() could be called. The user could then refer to his own data source and return a value.

I have tons of M1 data I can use for testing.

Yes, exactly this is planned for the broker interface.

If you want to use your M1 data for testing, you can just write a simple function to convert it in Zorro's price data file format. It is just a file with a one-year list of TICK structs. You'll find the TICK struct definition in include\trading.h.

Interesting that ypu have written many program using the TWS-API. You did this in C(++) or Java or something else ?

Imo the connection with IB should maybe be made via socket functions of C++ ??
MT4 approach maybe via Trade-Commander, unfortenately is it commercial software.

tons of M1 data ? that's : M1 plays a leading role in the Singapore telecom market ??

I think he means one-minute data?

You are probably right, make sense, thanks