I realize Zorro is designed for currency trading.
1) Is there an straightforward way to extend it for testing/training and trading Futures? Pl advise how with sample code .. If not, is it planned on the near-term roadmap?

2) What are the SPX500 and NAS100 instruments - are these futures? Which brokerage account can these be traded in? There's History data on them and Z strategies seem to test and train well on them, but i don't see them on FXCM for live trading.

You can trade anything with Zorro, but your broker might possibly not offer futures. For instance FXCM does not offer SPX500 and NAS100 in the US, as to my knowledge. They are index derivatives, not futures, but you can also trade futures - only difference is that future contracts have a limited lifetime.

That's good news. Several technical questions
- How do i ingest Futures data to test and train Futures strategies? Is there a file format or API?
- also, how do i change the point value to model futures profits/drawdowns in performance reports?
- Finally, is there an API for integrating with other Futures brokers? For example, when you release IB broker integration, can it be used to trade futures?
- Finally, since Futures sessions are not 24X7 (unlike currency), there will be no data feed between Friday 4pm-Sunday 3pm or so. Will the Strategy engine be able to handle these gaps in data outside trading sessions?

Any technical sample code and pointers to documentation for each of these above would be helpful

Kiranb

I've actually been thinking about using Zorro to backtest systems that would run on futures contracts. My plan was to export CSV data for continuation contracts from Reuters. I would probably run my futures strategies through Algo Design Lab(TT) anyway, for speed of execution, however this software has no backtesting capability.

If your broker supports futures, and you can connect to them through API or MT4, then you should be able to download the data I believe. Check out the data export/import section of the manual under brokers.

Also, Forex does still have weekends, and Zorro is set up to recognise weekends, so no problem there.

I'll let more knowledgeable people answer the technical questions.

Cheers

Thirsty