I came across Zorro and it looks interesting. I found the list of included indicators but am wondering if there any differences in the supplied versions and what is available on MT4?

Has anyone done a comparison of Zorry indicators vs. MT4 indicators? Also, which is not standard on MT4 either, are Jurik smoothed indicators. Has anyone created Jurik indicators for use in Zorro?

Thanks

Most of the indicators come from the fairly ubiquitous open source library TA-Lib. Really, either an indicator is correct or incorrect ("a bug"). The staff is usually pretty quick to fix bugs.

Personally, I've never heard of Jurik. Also, a search of this forum reveals that nobody here has ever used the word "Jurik" (until now).

Anyways, you can always write your own indicator, as detailed in the workshop:
https://zorro-trader.com/manual/en/tutorial_lowpass.htm

I remember reading some indicators in the original TA-lib code aren't coded properly, there could be bugs or different algorithms. The other side of coin is whether MT4 indicators are coded properly... I guess it is always best to check the code yourself and test if the indicator is actually telling you the market story you are interested in.

Jurik is normally closed source but there are decompiled versions on mql5 website, google as 'Nikolay Kositsin Jurik'. However understanding the decompiled code is hard. There are some repainting implementations of Jurik indicators on mql5 website as well, obviously avoid them.

Thanks for the responses

Mark Jurik's claim to fame is that he was able to come up with a filtering mechanism that supposedly provides superior smoothing. You can see the differences in moving averages with and without his filter and it looks interesting. Whether or not it results in a winning trade I think is still up to the trader and how they interpret it in their algorithm / system. His stuff is proprietary, but some EA (MT4) programmers have sort of figured out how to reproduce his filter in various indicators. Jurik doesn't create his indicators for MT4/MT5, but he does for other platforms like Ninjatrader, which I don't use due to lack of broker support. I know many MT4 indicators out there could be suspect as well, whether Jurik or not. There are people who are back-testing individual indicators and combinations of indicators to come up with a complete trading algorithm. But I am not sure how robust the testing EA's are for putting an algo through the paces and arriving at something useful. One EA app is called Soft4FX which looks interesting. However, everything I have read about back-testing seems to me you really need a strong testing platform (while also avoiding pitfalls like over fitting, etc.), which is why I keep coming back to Zorro and maybe not so much as a lurker. I have done some light programming with databases and have learned to have an understanding of Python, but i am not sure how difficult it would be to try and check and/or recreate certain indicators available for MT4, for use in Zorro.

I digress ... Jurik has DLL's available for programmers who want to incorporate his indicators in their platforms and I thought if I were to start using Zorro, I could either take the source code for some of the MT4 quasi-versions that have been created or bite the bullet and get the DLL's from Jurik to implement in testing using Zorro.

Anyway, the above was my first time posting and am still trying to wrap my head around all of this. I have an FX account with Forex.com and they provided me with MT4, so I also wondered if the MT4 bridge for Zorro would help me solve the data access issue. I see so many people trying to come up with a great algorithm, but I am not sure they are using the right tools and methodologies. From my viewpoint, Zorro seems to have the robustness required to develop something before putting real investment dollars into trading.

If I wanted to test an indicator included in the Zorro lib against one used in MT4 to see if they are the exact thing, any suggestions about how I should do that? Get under the hood and take a look at the logic/code or run each one on the same data and time period to see if the results match?

Thanks

Zorro can be used to import DLL's, especially if they have a C API. I've imported DLL's into Zorro many times, actually.
https://zorro-project.com/manual/en/litec_api.htm

Indicators are often different on different platforms. You get different results when comparing them.

There is a discussion of this in the Zorro manual: https://manual.zorro-project.com/conversion.htm

Thanks for the info ... I read about that also

I know the MT4 bridge is so that Zorro can trade through MT4 which is hooked up to my broker. Can the MT4 bridge also be used for getting pricing data for use in Zorro for backtesting? I am currently using Forex.com, but I didn't read anywhere in the docs about connecting with Forex.com. If not, what is recommended when I test data from a different source so make sure when I place the trades via MT4 that the data will match or at least be close?

Thanks