Continuous Futures Data in Zorro 2: Parsing CSV to T6

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In this second part of my Continuous Futures mini-series, we will convert our Sierra Chart continuous futures CSV data to Zorro’s T6 format. Analysis of the CSV Data Let’s take a look at the first few lines of the file, to see what we are parsing: Date, Time, Open, High, Low, Close, Volume, NumberOfTrades, BidVolume, …

Get Historical Data from Darwinex REST API Using Zorro Script – Part 2: Parse Any JSON

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This is part 2 of the Darwinex API series (part 1 is here).  We will parse Darwinex’s historical data, which is in the JSON format.  Normally, we would use Zorro’s dataParseJSON() function for such a task, but the function’s present incarnation does not appear to support the eccentric format that we have downloaded. (Perhaps someone …

Get Historical Data from Darwinex REST API Using Zorro Script – Part 1: HTTP Access

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In this lesson, we download historical data using Zorro.  Zorro supports several data vendors out of the box, such as FXCM, Oanda, AlphaVantage, and Quandl, but today, we will investigate how to download data from any documented REST API.  To demonstrate this, we will connect to the REST API by Darwinex.  (This API is in beta, so …

Custom Trading System 1: Rapid Prototyping to Live Trading

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This series of articles is intended as a general guide to designing one’s first trading system, whether from scratch or using some widely available tools. I will place more emphasis on the technical aspects of the implementation rather than the strategy design itself. However, the intended strategy design might affect your final implementation. In this …