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