I was looking for platform to develop automated trading strategy and came to know about this site. I downloaded Zorro and executed few sample strategy scripts.
I can easily understand like-C code and make changes. I have done few years of programming in c, c++, java, python, etc. I was doing manual trading of stocks and options.
I have read the book "Quantitative Trading" by Ernest Chan. I am planning to buy another book listed in one of the forum post.
I am looking for help/guidance on where to start. I don't know probability/statistics/math used in the built-in function in Zorro. Knowing how the data is processed and used in the scripts would be great.
Any help would be appreciated.