Hello,

I lurked enough in the past months and now I would like to approach the Zorro trading platform in order to develop my own strategies. Before put more efforts on the translation from the actual trading software I use (mainly MQL code written by me) I would like to know the "official" answers to a couple of questions that are blocking me.

1) In my tests I use Dukascopy's historical data. I already downloaded, verified and "adjusted" historical data for various instruments... with Zorro will I be able to use my own custom historical data?

2) Is the historical data format used by Zorro documented?
Will I be able to use (even with a conversion if necessary) my own tick data (or timeframe data) in a format usable in Zorro?


In more general terms: I need the complete and absolute control over the historical data that will be used by Zorro in the backtests... is that possible?


Thank you in advance!

Hi Daltanious

You'll be able to convert your historical data into Zorro's format. See the Convert.c file that comes with Zorro. There is also a page in the manual that addresses this - serach for 'Data import / export'. This page also describes the data format used by Zorro.

I'm not sure what you mean by 'complete and absolute control' - if you mean simply specifying which dates to run the test on, then yes, this is very easy to do via the 'StartDate' and 'EndDate' functions. If you want to use your own data, simply convert it to Zorro's format and place it in the History folder, replacing whatever is already there.

Welcome to Zorro - if you've been coding in MQL, you're going to love it here.

Hi boatman,

thank you for your tips! I will read those points very carefully.

"complete and absolute control" point to the fact that I have downloaded and validated my historical data from Dukascopy, I have no problem to create historical data for the various time-frames or adding a fixed or variable spread.

Another little question... does Zorro allows tick-by tick back-tests? As far as I know the answer is no (not a big problem to be honest).

No, the current Zorro version comes with M1 data. Supplying and interpreting tick data is theoretically possible and planned, but with low priority at this time.