Just getting started on Zorro. A couple of questions:

1. Anyone have an Etrade Broker Plugin? They have a pretty standard REST API. But can't find any references to Zorro->Etrade connection the web. https://developer.etrade.com/

2. Assuming I am connected to a brokerage account for live trading, can Zorro strategy backtesting use the broker's data feed? Or is Zorros backtesting only done using history files in the History folder?

Thanks.

1. Probably not. REST is not difficult to implement, though.

2. You do need history in your history folder. It’s usually best to get history from your broker if available. Alternative sources do exist.

Thank Andrew. Any idea why no Etrade support? Pretty common online brokerage. I haven't made a DLL before and don't want to debug my own plugin :-)

On #2, right, backtesting is by definition an offline event.

So in live trading, if I have an RSI(14) condition in the strategy, does the Zorro script wait 14 days to collect enough data before calculating an RSA(14) value then proceeding?

I'm not going to speculate on why.

If you decide to write one yourself and open source it, you get a free Zorro S license. That's low-hanging fruit when a REST API is available.

Also, see this:
http://zorro-project.com/manual/en/trading.htm