Originally Posted By: jcl
No, use the ask price only. Zorro generally uses the ask price for all its calculations. - Using tick data for backtests is tricky due to the high data amount that will quickly exceed the memory on your PC. That's why a special data structure, with a cache, is normally required for this and is also on our list for future Zorro features.


Ok, thanks for the clarification. One more question, according to http://zorro-trader.com/manual/en/bar.htm

Quote:
Zorro's trading is normally based on bar periods. The strategy script is run at the end of every bar, and buy or sell commands are executed at the price of the begin of the next bar. By extending the candle time frame so that it covers several bars, trades can be placed in the middle of a candle. The bar period plays no role in trade mangement functions that evaluate entry or exit conditions and run on any tick. A tick is the arrival of a new asset price quote, which can happen several times per second. A bar period contains many, many ticks.


and

http://zorro-trader.com/manual/en/trade.htm

Quote:
TMF return values:
0 - check the trade's Entry, Stop, TakeProfit, and Trail parameters, and exit or enter accordingly.
1 - if the trade is still open or pending, exit it now.
2 - if the trade is still pending, enter it now.


So according to this, If a tmf returns 2, Zorro enters immediately (at a precision of a second at least). Is this right? Or does Zorro always enter trades at the begin of the next bar? Thanks!