Script
Integrated C environment; Visual C++ support.
R and Python functions can be directly called.
Native support of time series, datasets, matrices, fuzzy logic.
Full access to the Windows API and external DLLs.
Multiple CPU cores for optimizing and machine learning.
Individual spreadsheet-based user interfaces.
Single-step visual debugger for analyzing strategies.
Data analysis
More than 300 indicators and time series analysis functions.
Frechet pattern detection, signal processing, spectral analysis.
Parabolic regression for predicting peaks and crossovers.
Support and resistance lines, divergence/convergence detection.
Market sentiment, currency strength, seasonal strength analysis.
Monte Carlo algorithms, bootstrap and shuffle randomizing.
Machine learning
Export machine generated algorithms in C code.
Native perceptron and decision tree algorithms.
Candle pattern analyzer with fuzzy logic.
Direct access to R packages for analysis and machine learning.
Deep Learning with Keras/Tensorflow, MxNet, H2O, Deepnet.
Data import / broker connections
Level I, level 2, and options data import from CSV and JSON.
Supplementary data (COT, yield, earnings, blockchains. . .).
Content import from HTML websites ("web scraping").
Open Source interface for API, REST, or FIX connections
to brokers, exchanges, data feeds, or trading platforms.
Data feeds: AlphaVantage, CryptoCompare, IEX,
DTN IQFeed, Quandl, Stooq.
Brokers: Ally Invest, Alpaca, Dukascopy, FXCM, IG,
Interactive Brokers, Oanda, TD Ameritrade, TradeStation,
Tradier, and all MT4/MT5 brokers.+
Digital coins: Binance, Bitfinex, Bittrex, Coinbase, Coinigy,
Deribit, Kraken.+
Platform connections: MT4, MT5, Sierra Chart.+
Trading engine
Minimum memory/resource footprint.
Trades simultaneously with multiple brokers, assets, timeframes, and data feeds,.
Tick-by-tick or bar-by-bar modes. Time frames from milliseconds to weeks.
Range, Renko, Point-and-Figure, Haiken Ashi, and user-defined bar types.
Account/asset lists with symbol mapping and individual parameters.
Options/combos with calculation of IV, Delta, Greeks.
NFA and FIFO compliance. Virtual hedging for concurrent long/short positions.
Automated background training and optimizing while live trading.
Phantom trades for skipping drawdown periods ("equity curve trading").
Integration toolkit for running Zorro processes from other software.
Test & optimization
World's fastest WFO optimizer (20 seconds for 12 parameters*)
World's fastest tick-level backtester (0.3 seconds for 10 years*).
Ascent, brute force, or genetic optimization with user-defined objective.
Precise broker simulation with fees, margin, spread, swaps, slippage.
Oversampling and detrending on price, signal, or trade level.
Individual parameter optimization for portfolio components.
Decision tree, perceptron, or pattern based trading rules generator.
Optimal capital allocation by MVO or OptimalF algorithms.
Rolling and anchored walk forward analysis.
Automated re-training for permanent adaption to the market.
Reports
Detailed performance report with portfolio and Monte Carlo analysis.
Interactive chart viewer with zoom and replay functions.
MAE/MFE, profit, season, option payoff, parameter histograms.
Reality check with randomized price or equity curves.
Indicator and trade export to spreadsheets.
Live trading status reports on web page and by email.
Ready-to-run strategies**
Z1: Trend detecting forex/CFD trading system.
Z2: Mean reversion forex/CFD system with spectral analysis.
Z3: Price cluster based commodities trading system.
Z7: Price action forex system with machine learning algorithm.
Z8: Long-term MVO-based stock/ETF portfolio rotation.
Z9: Long-term momentum based sector ETF portfolio rotation.
Z10: MVO cryptocurrency trading system.
Z12: Anticorrelation based trend/countertrend system.
Z13: Strangle/Iron Condor options trading system.
Download: https://bit.ly/3JCotGF
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