Hello,

the Zorro project seems like the best thing that ever happenned to the retail trading community, honestly! I have two questions though:

1/ can I use Delta information (contracts sold/bought) in strategy testing in Zorro? Lets assume I have the Delta data and can export them to a format Zorro can read.
2/ can I use a non-fixed stop/profit size. Some people use something like stopLoss = x * f(volatility(1), volatility(2) ... ) - is it possible to have a formula for setings exits like this with 'x' being a parameter to optimize?

Best regards,
Daniel