Thanks jcl. But "they can start anytime" doesn't really help. The questions are, "when does Zorro start them?" and "when is the 1st bar used for trading?".

Using the 19 minute and Zorro startup at Tuesday 15:27 UTC example, is Tuesday 15:27 UTC a bar boundary? Is Tuesday 15:27 UTC minus Lookback a bar boundary? Does Zorro start trading with the bar containing Tuesday 15:27 UTC or with the following bar?

Thanks.