The true range takes the close of the day before into account and not the current close, and is defined as the maximum of :
(current High - current Low)
(current High - previous Close)
(current Low - previous Close) in absolute value
It is another way of measuring the volatility of a market without having an average dependence (or drift dependence) like in the variance calculation. It can be seen as an instantaneous volatility and taking into account the previous close is very important in case an opening jump has occured, this jump has created some volatility even if the intraday variation are very small.
So if I understand the true range in zorro is not calculated like that ?