I have been working through the workshop on gaining an understanding of the coding of functions to use Zorro. I have a basic understanding of coding from working with DB programming, SQL, Python, etc., but am willing to learn.

I wanted to put out some thoughts about how I would like to go about building an algorithm and wanted to see if I could get some feedback if it is a viable approach for use with trading Forex. I have been trading FX for almost a year now, both live and demo, and I feel it could use some improvement and greater discipline gained from a more mechanical process.

My understanding is that a basic algorithm has various components, such as a confirmation indicator, a continuation indicator, a baseline, some measure of volume / volatility, an exit strategy/indicator and money and risk management. Is Zorro a good choice for me to go through the process of testing each indicator to determine the best indicator for a particular function of the algorithm, and where each of the additional components are added to the algorithm, improve the overall results? This algorithm would be based on using a daily time-frame and will be primarily a trend trading strategy. Each of the components and the final algorithm comprised of all the selected components (indicators & rules) would be back-tested, forward tested, etc. to arrive at a final algorithm that would produce a viable and reliable ROI. Ultimately if this were to work with Zorro, I wouldn't want this to be an automatic trading system, but rather something that would give me a report each day about which trades I should make, with Zorro providing me all pertinent details about entries, stop losses, trailing stops and exits (for trades already underway).

Is this something feasible with Zorro (although I gather you can do so much more) or do you think Zorro would be overkill? I am hoping to build my algorithm in this fashion to avoid over-fitting any single indicator and / or part of the process. I would like to try creating a robust algorithm that I can use Zorro to help provide feedback about when I should maybe go back and revisit / re-test different parts of the strategy to see if it requires updating or improvement.

Hopefully this isn't too much of a noob sounding question and I do understand I have a lot to learn; but I really want to do things the right way.

Thanks