Can zorro take a list of closed trades from an external source, and give us a zorro style performance report, incl. optf?
This would be useful in 2 ways:
1) for those of us with many restarts of z strategies where zorro loses track of closed trades, it would be nice to feed all trades to date into a function/script like this to assess performance.
2) assessing performance of historical trades not taken with zorro, e.g. trades using discretionary methods.