Hello, thanks in advance. Thing is i have a take profit +10% from open price and in a huge gap the trade exit in a price is not next open bar price open, nor Take profit, level.

Prices are synthetic just to test how zorro works in gaps
I guess it is not a zorro bug, but, after 3 days studying the issue it seem like a bug to me

I attack copy link to the files estrategy*.c Data*_2020.t6 and AssetsTest.csv: https://drive.google.com/drive/folders/1xzMs9Tk7EkzCNdQq43d3nx2UKeFlWaWJ?usp=drive_linkhttps://drive.google.com/drive/folders/1xzMs9Tk7EkzCNdQq43d3nx2UKeFlWaWJ?usp=drive_link

[img]https://drive.google.com/file/d/1nyJBclC8HXmXgyE6mLGe32TsyuiMlr6Y/view?usp=drive_link[/img]

Ok, asking claude, seem zorro could have a mechanism to check outliers?
Y copy part of claude answer "The most likely explanation is that Zorro treats that bar as a price outlier and corrects it while loading. That is a guess I haven't verified"

So seem zorro is patching the price of the 9:32 bar, i not know if it can be possible or if it can be turned off?
It is real that zorro patch the prices if not match some criteria?

SOLVED by Claude:

That's the cause: Zorro's outlier filter is altering your bar.

Why it hit 03-02 09:32. The default Outlier for BarPeriod = 1 is 1.1 + 2·?(1/1440) ? 1.153. Any price more than about 15% above or below the last price is treated as an outlier and suppressed. Your 09:32 bar jumps from 255.55 to 389.11, which is +52%, so it was modified on load. That also fits the 359 / 362.55 oddities. I can't reproduce the exact numbers from the formula, since the manual only says outliers are suppressed "with a 0.0001 EMA factor", but the cause is clear. NumOutliers should be above 0 after the run if you want to confirm it.

One thing I can't reconcile: your jump from 297.51 to 255.55 on 02-28 is about -14%, close to the threshold, and it passed unchanged. The comparison may be against a smoothed reference rather than the last bar, so I wouldn't rely on 15% as an exact line.

The fix. Add this at the top of run(), before any price is read:

c
Outlier = 0; // no outlier, split or negative-spread detection

BONUS
Although in AssetsTest.csv Slippage is set to 0, seem zorro override the variable to 5, so you need to add this line: Slippage = 0; if not the values will not match, because zorro uses default Slippage =5

Now i am more confident about zorro, last 5 days i was thinking it was full of bugs, not the case, but default settings IMO must be set to 0 to avoid this misconception by a newbie like me, and all others. Thanks anyway to zorro team for the tool