the back-testing part would be in the assembling of the different components/indicators/rules that would comprise the complete algorithm. For example, I might use a crossover of some sort to act as my initial confirmation indicator for a trade and I would test it (back test) to see how well it performs in picking profitable points in which to enter a trade. I would be looking for such an indicator with the highest win rate. There are many different indicators like this, some good (i.e. more accurate) and some not so good. But still this one indicator wouldn't be sufficient in which to base an entire trading strategy on. Then I would add additional indicators or rules (like using ATR for setting stops, etc.) to help fill in the deficiencies that are lacking in the confirmation indicator to help improve the wins or limit losses, etc. The back-testing would be performed using these indicators across multiple pairs to see if the indicator isn't just useful for a couple of pairs but maintain a win rate across many (28) pairs. Then once I have assembled, the hopefully right combination or indicators & rules into an algorithm, it too will be back tested and forward tested to determine at the end of the day if its something I am willing to risk an investment.

I don't know if this is the best use of Zorro, because the only reference point I have is using MT4 and testing different indicators in this manner. Maybe there is a better workflow in building a strategy with Zorro and I have to maybe think of it differently. My idea is fairly linear, but I feel its the only way (at least using MT4) to assemble the different parts for a final algorithm, by testing each component as a build and then test the interaction of each additional component so as to not break the algorithm strategy at the end. This will also help to determine in the future if one of the components has broken down and needs to be replaced. I am probably thinking too simplistically for most in this forum; but just trying to put my thoughts out there to see if my thinking is off and maybe because I don't know Zorro and there may be a better way.

I am not opposed to letting the machine do the trading ... especially to keep my psyche out of the picture which is always a good thing. I will need to develop a level of trust to finally take that step.

Thanks