I'm trying Z1 which is trend following portfolio of strategies. Backtest using 8 years data from Dukascopy currencies and CFD looked good. Trying live on a demo now. Current result +600$ in two trades it made so far

Z2 is mean reversion. Which supposed to be coupled with Z1 and there is Z12 which does white (Zorro S only).

Well I'm investing in signals for many years which are the same blackboxes - you just need to accept 100% deposit risk. And only put small fraction of your portfolio into this game.

On the other side some of those signals making more 5000% over the span of few years. So I look at it as 50:1 risk reward investment.

I'm looking at the Z1/Z2 systems the same way - I find their performance on backtests very good for my needs. I only hope there is no look ahead or selection bias.

With signals there is definitely selection bias (survivorship bias) but the monitoring is of live trading not backtest so at leat the look-ahead is excluded.

You can use Zorro for stocks there is nothing in relation to fundamentals analysis in its standard toolset. But you can load/process the data in Zorro manually.

Best luck with your futures stategy.

Here is another MACD BTW - https://github.com/jrathgeber/Zorro/blob/master/Strategy/macd.c

Thanks for sharing!! Congrats on the successful trade I have td ameritrade account, maybe I can try the z1 there, probably need api key, wil update you

Btw where are the z systems documented?

Not sure about Ameritrade, Z1 trades mainly Forex and CFD based.

I doubt Ameritrade gives you CFD as you'd rather have normal stocks and futures.

Yes ZSystems are documented here https://zorro-project.com/manual/en/zsystems.htm

I been chasing TD Ameritrade support and you right, they have API but it only allowing stocks, no futures or forex (which is what I want). Which USA broker would you recommend that works well with Zorro for futures / forex? btw CFD is not allowed in US.

I have also Tastyworks but their API is still in development so can't use it. I have also Fidelity but no API.

Cheers

Oanda, hands down.

Do you know if I can use free zorro to enter orders for Oanda?

Yes, Oanda is free to use with Zorro:
https://zorro-project.com/manual/en/restrictions.htm

Does the free zorro allow to send orders to Oanda or just get historic data? Can it subscribe to real time market data from Oanda?

Is all this documented per broker

Thanks!!