Hi Finstratech

I was excited when I saw that Zorro had added the ability to build price-based bars, as it would be good to have a fully developed testing and production platform and none of the other consumer-level options can do what we need.

But I soon ran into show-stoppers. The problem is that most platforms, even some of the mid-market ones, have built the concept of time into their core code. So any attempt to add Renko or Range ends up as a bit of a hack. With Zorro, it looked decidedly non-trivial to do any kind of portfolio work, which is a must-have for us.

So I'm back to my home-rolled setup in JForex. It means broker lockin, but Dukas are a decent broker so it's not a big issue. And although it's been a lot of work, as the JForex SDK is more of a low-level toolkit than a platform, it is extremely versatile and able to handle our somewhat unusual requirements.

It seems that early on they made engineering decisions that meant they could deal properly with price and volume bars, so if you get stuck you might take a look. Also, there is tick level historic and live data, so you can build any bar you can imagine quite easily.

The flexibility comes at a price, as the API is HUGE and the learning curve is steep. But it's quite well documented in the Wiki and the Javadocs are pretty helpful. But at times you'll be writing reams of code for features that are built in to Zorro.

Compared to Zorro my backtester is crude, but it's flexible and fast and does what I need.