IMO Zorro is a trading SDK with its 'trading interface' as the main advantage, means its libraries to analyze, control and evaluate price curves and trades that run in the background without need to care about. There would be a lot of programming work to do otherwise before you can use e.g. a command like "enterLong/Short" and control its trades with TMFs. I don't know if there are similar libraries for R or Python anyhow. Zorro's program language is a C derivate and therefore it is ... at least very fast! But you have to learn it like any other program language.