Zorro Project
zorro-project.com
Script-based Windows platform for backtesting and automating C/C++ strategies, with R and Python for machine learning; free for private use within limits.
What it is
Zorro is a compact research and automated-trading environment for people who write code. Strategies are scripts in lite-C or C++, and R and Python can be called for machine learning. Its selling point is speed: the makers quote a 10-year backtest in under 0.3 seconds and walk-forward optimization of a 12-parameter intraday system in under 25 seconds. It covers stocks, ETFs, options, futures, forex, CFDs and crypto, and includes example systems and a detailed online manual.
The free version is a full program, not a time-limited demo, but it carries real limits. It is for private individuals only, allows live trading of up to US$15,000 capital and US$30,000 annual profit, uses bars of one minute or longer (no tick data), and has fewer broker connections. For US stock and options traders the key one is Interactive Brokers: the free version's IB plugin only works with paper accounts, and live IB trading needs Zorro S.
Zorro S removes the capital and profit caps and adds tick and millisecond data, multiple accounts, more broker plugins, batch processing, multi-core optimization and live retraining. It is sold as a monthly or annual subscription or as a permanent license, priced in euros.
Zorro runs on Windows; Linux, Mac and cloud setups need special installation described in the manual. The developers also sell custom strategy development as a separate service.
Key features
- Fast backtesting
- Script-driven backtests the makers quote at under 0.3 seconds for ten years of data, with tick-level resolution in Zorro S.
- Walk-forward optimization
- Built-in parameter optimization and walk-forward analysis, multi-core in Zorro S.
- C, C++, R and Python
- Strategies in lite-C or C++, with R and Python machine learning libraries and deep neural networks callable from scripts.
- Options and futures support
- Handles options, futures and futures options as well as stocks, forex and crypto, including through the Interactive Brokers API.
- Broker connections
- Free version includes FXCM, Oanda, IG and Dukascopy plugins, an MT4/MT5 bridge and an IB plugin for paper accounts; more plugins come with Zorro S.
- Automated live trading
- The same script moves from backtest to live trading, from milliseconds (Zorro S) to weekly timeframes.
Pricing
| Plan | Price | What you get |
|---|---|---|
| Zorro (free) | $0 | Private use only; up to US$15,000 live capital and US$30,000 annual profit; 1-minute bars minimum |
| Zorro S monthly | 35 EUR/mo | No capital limits, tick data, more broker plugins, multiple accounts |
| Zorro S annual | 330 EUR/yr | Includes 4 weeks of email support |
| Zorro S permanent | 595 EUR | Permanent license with 2 years of free updates and 4 weeks of support |
| Zorro S infinite | 985 EUR | Permanent license with lifetime updates and 4 months of support |
Prices are in euros. Custom strategy development is quoted separately.
Free option: The full program with no time limit for private users, capped at US$15,000 live capital and US$30,000 annual trading profit, one-minute minimum bars and a reduced set of broker plugins (Interactive Brokers paper accounts only).
Checked September 25, 2026 on zorro-project.com. Prices change; confirm on the provider's site before you subscribe.
Strengths
- Backtests and walk-forward optimizations that the makers quote in seconds, even over ten years of data
- Free version has no time limit and is enough to learn and research
- Covers options and futures as well as stocks, forex and crypto
- R and Python integration for machine learning
- Permanent license option instead of an ongoing subscription
Limitations
- Free version is limited to US$15,000 live capital and US$30,000 annual profit
- Free version cannot use tick data; bars are one minute or longer
- Live trading through Interactive Brokers requires Zorro S
- Windows program; Linux and Mac need special setups
- Requires programming in C or C++; there is no point-and-click strategy builder
Good fit for
- Programmers who want a fast C-based alternative to Python backtesting libraries
- Quant hobbyists researching futures, forex and options systems
- Traders who want the same code for backtesting and automated live trading
Look elsewhere if
- Traders who do not want to write code
- Mac users who want a native application
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Zorro Project questions
Is Zorro free?
Yes for private users, with no time limit. The free version caps live capital at US$15,000 and annual profit at US$30,000 and omits tick data and some broker plugins.
How much does Zorro S cost?
35 EUR a month, 330 EUR a year, 595 EUR for a permanent license with two years of updates, or 985 EUR with lifetime updates.
Can I trade with Interactive Brokers using free Zorro?
Only on paper-trading accounts. Trading a live IB account needs the IB plugin included with Zorro S.
What programming language does Zorro use?
lite-C or C++ for strategies, with R and Python available for machine learning.
Does Zorro run on a Mac?
Zorro is a Windows program. Linux, Mac and cloud installations need special setups described in the manual.
Written from Zorro Project's own website and documentation. All Trading Tools lists and compares tools; it does not recommend trades or give financial advice. Sources: zorro-project.com, zorro-project.com/download.php, zorro-project.com/manual/en/restrictions.htm, zorro-project.com/manual/en/brokers.htm, zorro-project.com/manual/en/ib.htm.