1. Darwinex Knowledge Base
  2. Algorithmic Trading
  3. Algorithmic Trading: Training for Traders, Created by Traders

Assets & Transaction Costs in Zorro for Algorithmic Trading

Setting up AssetsFix.csv in Zorro is critical to accurately backtesting trading strategies.

As with all great things that are worth the effort, it isn't always so straightforward configuring execution conditions, assets and associated transaction costs accurately in Zorro's AssetsFix.csv file.

Especially if you're using the MT4/MT4 Bridge.

We've listened to our trader community's call, and have produced this short series of tutorials with:

  1. Exact definitions & practical applications of key terminology in Zorro.
  2. How to setup AssetsFix.csv correctly to ensure it is representative of execution conditions, assets and transaction costs at Darwinex.
  3. How with a little effort in Lite-C programming, one can in fact do the above quite easily.

Introductions & definitions

Setup AssetsFix.csv Correctly in Lite-C

In this 2nd tutorial, we demonstrate how algorithmic traders can leverage Lite-C and Zorro's built-in capabilities to do the heavy lifting when it comes to accurately configuring assets, transaction costs and execution conditions at Darwinex.

Rollover Interest / Swaps, MarginCost & Leverage

Does your trading strategy's backtest in Zorro totally tank with one broker, but perform amazingly well with another?

Chances are your Rollover Interest, MarginCost / Leverage values are shady.. especially if you're holding positions longer than intra-day.

This tutorial explains how to avoid this by verifying these values in your AssetsFix.csv against Darwinex's Execution Conditions webpage at https://www.darwinex.com/spreads/forex.

Commissions (FX vs Non-FX) in AssetsFix.csv

If your Commission values in AssetsFix.csv are 0, they weren't retrieved successfully via the MT4/MT5 Bridge, that's all.

Keep them at 0 and your trading strategy's backtest will likely be unreliable... at best!

This tutorial explains how to cross-check and correct the Commission values observed in your AssetsFix.csv file, against Darwinex's Execution Conditions.

In particular, we explain a very important, key difference between configuring commissions for Forex vs all other asset classes in Zorro (i.e. Stocks, Commodities, Indices and Cryptocurrencies)