before moving from Sierrachart with all its backtesting issues, i would like to get a hint based on your experience regarding the time it will take to replay/backtest a full year of NQ data assuming my trading system is based on 1000 volume bars and i calculating every tick/trade the supply and demand as well as volume profile for that day

another concern i have is how do i build a continuous contract out of the 4 scid files (for each NQ expiration)

your help will be very much appreciated!
thanks

I actually wrote a couple of blog posts on this:
https://www.vitaltrades.com/2019/03/17/continuous-futures-data-in-zorro-1-data-acquisition/
https://www.vitaltrades.com/2019/03/24/continuous-futures-data-in-zorro-2-parsing-csv-to-t6/

thanks for the detailed examples.

did you by any chance happen to check the backtesting speed? share more about it compared to SC?
When using SC, it takes about 3 days time (72 hours) for a month of NQ trading replay at X 30000 speed today (tick by tick, accurate trading system mode), and the results are not accurate (to put it mildly). how can i have a rough estimation for the time it will take with Zorro?

Probably 5-30 minutes, depending on the data supplied.

thanks!
data is tick bid/ask/trades based on the scid of SC
I assume that the more data per sec (timeframe) the longer it will take?
I am not using any depth book, or should I use to reconstruct the time of the fill?

Yes, more data = more processing. But Zorro will outperform the main charting software in terms of backtesting speed by a wide margin.