The composition of the initial bar. You start normally not at a bar boundary, but in the middle of a bar. Thus the bar will partially consist of historic prices from the server, partially of new prices received later. There can be a gap between the latest historic prices and the current price, especially when you start trading while the server is offline or not up to date, as on weekends. This gap makes the bar different to the same bar when Zorro were not restarted.
OK, this is not that bad. Now finally I understand fully why you were always against restarting, even if it looks benign to the uninitiated (if done over weekend).
The above paragraph should find its way into the documentation, IMHO.
So, only one bar is affected. The same one that in many cases also includes big weekend gap. Ugly. It would be great if the last bar from previous week ended there, and new week opened with a new bar. But, I'm sure that is easy to imagine, but much more complex to properly implement, thanks to various timeframes, baroffsets, timezones, DST and whatnot.
Actually, for a long time I wanted to crosscheck my tick data with fxcm data from zorro, to validate both of them, but I know it will take hours because some of that stuff can really get complicated.
Back to our restart issue, just to make sure I got everything right. If weekends are bad because of data gaps and server outages, would than actually make more sense to do quick restarts on the weekdays, when the market is calm? Of course I understand the danger of missing some price data, especially if the strategy was about to open/close a position. But, at least the historic data should be available from the servers, without any gaps.
Also, I noticed that fxcm servers are completely unavailable on Saturdays, but come back on Sundays (market still closed, of course). Is there any difference if (re)starting Zorro on Saturday or Sunday? Maybe it would be best, even in this case, to start late Sunday, after the market opens, but before Zorro resumes trading? Please give advice. Thanks.
