The barmode flag was to solve the problem of the Weekend being observed, and therefore, "market is closed". That should be done with now.
That is correct. I was bit confused at first how barmode thingy works but you are right. That issue is resolved ('Market is closed' message).
This other issue you discussing, I have no way to know what you are complaining about. What reason do you have to believe that it should be trading at all?
It shouldn't be. That's the problem.
Zorro catches up on historical data and along the way - calls exchange to open/close trades based on data 2 days ago.
It should be placing trades only AFTER the pull of historical data.
It's as if Zorro reads historical data tick by tick, minute by minute, checks strategy, builds up indicators, series and whatnot, sees enterLong(), places trade, immediately reads next 5-20 tick bars, confirms that it should go short now, reverts position, reads next 10, closes again etc. All that while it catches up on historical data. Like, I don't know, perhaps 100 order creation requests - in about one minute.
And I'm having same issue with original Workshop4 script too. Only it doesn't spam order requests as much since it works with bar period of 1440.
