Zorro's basic functionality is now finished, aside from some small issues such as Win95/XP compatibility of the image viewer, or support for US accounts on the Z1/Z2 systems. We will not do much with Zorro but work on Gamestudio in the next time, but we're already thinking about what major Zorro features could be implemented next year. Here are some possibilities. We can not implement all at once, but one after the other, so please let us know what you would prefer to come first.

- Debugger: Single step through scripts line by line while observing the variables.

- HTTP module: Download life data from commercial websites, f.i. the VIX or other indices, and use it for trade signals.

- Monte Carlo simulation: Gives a more realistic, less random value for the drawdown and its derived parameters such as annual return.

- Genetic optimizer: Finds profit peaks in the parameter space.

If you have other ideas for major features, or have a preference within of the listed features above, please let us know.

There are 2 things that I think would be interesting:
1. that other data sources could be used, either by using a script to import from .csv files or by connecting directly to another broker

2. when optimizing, it would be interesting to have a range of profitable parameters returned rather than only one. This would help avoid getting an optimized result that is the only profitable set of parameters for that strategy. For example, imagine a moving averages cross system which has a very profitable result when slow ma period is 22 and fast ma period is 13 and any other set of parameters is either producing a loss or a very small profit. Then that system wouldn't be robust compared to a system that would show to be profitable for say slow ma period between 12 and 20 and fast ma period between 25 and 36.

I hope point 2. makes some sense...

Thanks
Guiom

Being able to select a range of dates for a test period would be useful.

I second both of Guiom's points as what I would consider the most useful and a monte carlo simulator would be excellent. Thanks for your continuous hard work JCL it's appreciated.

Thanks for the suggestions. CSV data can already be imported, using the file and string functions. How the code would look in detail of course depends on the imported data.

From a Programmers Point of View: Trading is extremely risky, therefore bugs in software like zorro can have dramatic impact (probably you do not take any responsibly for tradining losses due to software bugs - so probably no impact for you, but at least for you customers)-

Due to this reason it would make sense to let Zorro connect to an internal conitec Server, which checks if there are currently any high risk bugs in the running version. If there are any, Zorro permits the user to start trading or informs him (if he's currently trading).

Of course it would be better to avoid such errors, but as you've already proven you are not able to prevent them always.. Such a functionality could at least decrease the impact of trading bugs slightly.

The risk usually comes not so much from bugs but more from bad strategies. Anyway I imagine that traders don't want their trading controlled by our server. Having it controlled by the broker server is bad enough .

I would like to see a "visual mode" similar to the one on the mt4 strategy tester where you could watch the trades being taken one by one to check that the strategy you wrote was being implemented properly. This can also give you ideas as you watch the charts unfold.

Also I would still like the option of starting with a notional balance of a certain amount and derive a % gain or loss from that level by taking trades of a set percentage of your balance. Maybe this could be an option? Please?

I think both is already possible. For watching trades one by one, just let the script print a message window with all trade parameters that you want when a trade is opened or closed. You can use the "broker" function for that. For adding a balance at start, just do

if(is(INITRUN)) Balance = 10000;

I love it when you say "just" do this or that :-)

Ok, I'll have a try.