I am struggling to figure out how it works to get the feed data for testing?

I am using MT4 demo, I am able to run other script such as Workshop 7 to trade as Zorro will log into the MT4 demo account using the data from MT4.

When it comes to writing new script and testing with it, where would the data be coming from? Should I use the download script to download data or should I use the MT4 demo a/c to let Zorro to get the feed? I don't think it works at the moment.

It would be appreciate someone to explain in details since I just installed Zorro yesterday and trying to familiarize with it.

Anything that i have to modify?

Also I don't seem to see that Zorro will recognize USOil as an asset symbol? How can I make Zorro to recognize it?

Symbols differ broker from broker. Sometimes you have to manually modify the AssetsFix.csv file in Zorro/History folder. See: http://zorro-project.com/manual/en/export.htm for asset list parameters description. Look especially at the "Symbol" column.

Also note that many brokers provide only very limited history. In that case you have to download the data from some other source, convert them to Zorro format, approximate and set your broker's parameters (again by modifying AssetsFix.csv file) and test with the new data and configuration. There's a conversion script for .csv files included in Zorro. For conversion to .t1 format and/or testing with floating spread I wrote these sripts: http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=464368#Post464368