Browsed by
Category: Zorro Trader

This category of posts is about Zorro Trader, the premier algorithmic trading platform that is used by financial institutions and retail traders.

Zorro Trader: How Accurate is Deepnet?

Zorro Trader: How Accurate is Deepnet?

The posts I wrote about the FOREX neural network trading with Zorro Trader and DeepNet made me ask myself a question: how accurate is DeepNet in it’s predictions? Sure, 56.1% of our trades are winning, but what if DeepNet was 90% accurate, and Zorro Trader screwed up the execution? Or, what if DeepNet was only 30% accurate, but Zorro Trader got lucky and always executed the trades on favorable slippage (which is impossible in real life). Or what if, even…

Read More Read More

Is The Zorro Trader Neural Network Strategy Tradable?

Is The Zorro Trader Neural Network Strategy Tradable?

Well, let us take a closer look at the results. The picture looks pretty, but what do the numbers tell us? 99 % ANNUAL RETURNS !!! We can DOUBLE our money every year with Neural Networks! Well, I guess the PROFITS part is clear. The Profit Factor is 1.07, with a respectable Sharpe Ratio of 1.04 and a R2 of almost one. Pretty good for any strategy, lots of profits with not that much risk. The draw-downs don’t look terrible…

Read More Read More

Zorro Trader: Trading FOREX with Deepnet

Zorro Trader: Trading FOREX with Deepnet

Zorro Trader comes with several example strategies, some of them quite interesting. I am not talking about the Z strategies, which are supposed to be tradable live, out-of-the box, by anyone. I am talking about the rest of the stuff in the Strategy folder. A few of the files in there have names starting with DeepLearn, and several different terminations and extensions (.c and .r). As we know, C is for Zorro’s Lite-C, and R is for R files. Opening…

Read More Read More

Hello world! This is Zorro Trader.

Hello world! This is Zorro Trader.

Here is a quick analysis of the Zorro Trader Lite-C code for the RSI algorithmic trading strategy we got from Investopedia (and Wikipedia). There is only one function in this trading script, and it is called run(): This is a standard Zorro Trader function, which is being called (meaning, executed) every time a new bar “comes in” from the broker (or from history, in case of a back-test). In Zorro Trader, a bar can be anything you like. But a…

Read More Read More