That may apply to futures. For options-specific strategies it is probably possible but certainly not easy to implement extensions to Zorro - just as a reference you may want to look at analytic capabilities offered by options-focused tools such as OptionVue (does not offer any automation, though). In fact I'm not aware of any algo-trading/backtesting tools for retail investors/traders at all. There is lots of well-defined strategies (said to be "proven" by some sort of backtest or just experience) but all supposed to be traded manually due to lack of automation. In Germany, options trading is still a (growing) niche but there should be a lot of potential in the US market, at least. I could imagine the maths behind options might be an interesting playing field for you guys...