You're right. Implementing a Monte Carlo simulation for the performance report is on our schedule with rather high priority.

I saw that you are planning a genetic optimizer. Could it be possible to make this accessible for the user from the API? A simple genetic algorithm is not suitable for financial time series as they are noisy and strategies usually exhibit a multimodal solution space. CMAES for example works well for optimizing strategies although there are others that are simpler. CMAES is open source and could be implemented as an example and then the user could write a DLL for the optimizer API and implement their own optimizer. You probably have to add some new functions to the Lite-C language though, for example Optimizer(CMAES). Could this be implemented?

Yes. It makes sense to use a DLL plugin for the optimizer. Users can then modify the optimizer or add their own optimizing algorithms.

Great! I haven't tested all the features yet, but I have been considering writing my own trading app but Zorro is very similar to what I would have done myself.

I think http://www.myfxbook.com/ can be used by using API.
If I can use it in Zorro, It is very useful.

Hi jcl,

i'am new to Zorro and just got Z1 running and now trying to create/convert my EA to Zorro. What i really miss is the possibility to draw object within a chart. For example when i use a function to identify a 'cup' formation i would like to draw some lines and after testing to confirm that the algorithm has detected the 'cup' formation the right way.

This would be a great help also in debugging scripts. What do you think?

Can you tell me more about how drawing lines in a chart can help developing strategies? Do you mean just horizontal lines? Or do you want to draw an artificial price curve for testing the cup detector?

Drawing lines on a chart won't help in developing a strategy but it would help in confirming that it works as expected. As for the example of the 'cup' i would draw lines that will show me the cup. so i can see if i also would identifiy this as a valid cup or not. So i can adjust the given paramter to the advise function.

Or more simpler: draw some lines above and below a consolidation zone

Ok. So you'd need a function like "line(bar1,price1,bar2,price2,color)" - would that do?

Yepp. That would do the job. Line, Symbol, Rectangle something like this. Just as you would do it in MQL code.