Hi Eric,

I assume you have an Oanda account and Token.

As it's described in https://www.zorro-trader.com/manual/en/account.htm in order to properly backtest the strategy on a certain account you need to use settings of this account. Every asset, which is available for your account, have certain characteristics. And as Oanda provides API, you could get these characteristics by running this script in Python.

For oanda this will help as well: https://www.zorro-trader.com/manual/en/oanda.htm

However, the problem with Roll costs still remains as it is fixed for the backtest. So if your strategy holds a lot overnight it could lead to not realistic performance (too bad or too good). Maybe someone could advise how to mitigate this problem?

Thx,

Kalmar