I got your points. I understand you are far in front of me in the algorithmic trading learning curve too.
Can you just summarize the minus/plus of Chan approach vs the "traditional" zorro's?

Regarding the data I was looking for a shortcut in the conversion process. I already have all the data I need from tickhistory. Its just a boring process split data in a year file, apply the script,...

The integration between a Data Provider and Zorro is one of the items in my Zorro's wish list (as amibroker or multicharts)

Anyway if you do not want to share then for any ethical reason, I understand that.

Ciao