I will take a look again at the Robowealth & Financial Hacker Blogs.

I am intrigued by the CCY and read about it on Financial Hacker & code that was published in the recent edition of Stocks & Commodities.

When I first started looking into determining the strength and weakness of currencies in order to narrow down and select the best pairs to trade, there was (and is) plenty out there being published about which pairs were the strongest/weakest, but only as of today (i.e. last 24 hours). A currency doesn't just become the strongest/weakest over night and I have seen many times where picking this combination ends up selecting the pair that fizzles out fairly soon. So I got to thinking if there were a way to determine if the strengthening and weakening had their own trend or momentum, then I could maybe identify the best pairs earlier. I came across an EA for MT4 called the CCfp Cluster Indicator that was being discussed extensively and they are using it to trade baskets of currencies. I wouldn't be looking to develop something in Zorro to trade currency baskets, but help to make the strategy more rigorous since you can have the right entry signals, but if it just sits there because the big money is not behind it, it becomes a wasted trade. This is why I was interested in the Currency Strength function with Zorro and if it did something similar and if so, how could it be used as a filter for all currencies in my drop down list, either before or after the entry decision which is only dealing with the price series for a single currency pair. I probably need to better understand the syntax and yes I will continue to read through the Black Book.

Thanks