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Data import #462201
09/13/16 17:01
09/13/16 17:01
Joined: Sep 2016
Posts: 2
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bytt Offline OP
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bytt  Offline OP
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Joined: Sep 2016
Posts: 2
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!!

Re: Data import [Re: bytt] #462205
09/13/16 18:48
09/13/16 18:48
Joined: Aug 2016
Posts: 61
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dr_panther Offline
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dr_panther  Offline
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Joined: Aug 2016
Posts: 61
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.

Re: Data import [Re: dr_panther] #462383
09/25/16 18:54
09/25/16 18:54
Joined: Sep 2016
Posts: 2
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bytt Offline OP
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bytt  Offline OP
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Thanks! On a similar note: does anyone use premium data feeds together with Zorro? Such as DTN IQFeed?

Re: Data import [Re: bytt] #464799
03/13/17 19:27
03/13/17 19:27
Joined: Nov 2016
Posts: 66
GreenBoat Offline
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GreenBoat  Offline
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Joined: Nov 2016
Posts: 66
I would like to ask this question too.

Is it possible to use DTN IQFeed as data source?

Re: Data import [Re: GreenBoat] #464841
03/14/17 23:19
03/14/17 23:19
Joined: Feb 2017
Posts: 369
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Dalla Offline
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Dalla  Offline
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Joined: Feb 2017
Posts: 369
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


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