In the literature, a common advice is to use a bigger timeframe for filtering trades on shorter one, like going long on hourly chart only if daily chart shows upward direction (by whatever means, fast moving average above slow one, etc.). I haven't seen something like that in Zorro manual.
Is it because the manual cannot contain just everything or because, in the world of digital signal processing, there is no need any more for things like this or because there are better means for doing this?

I think the only way to find out for sure is to build it. One way would be to use TimeFrame

But maybe it can be simpler? Say you're working on BarPeriod 15 for your trading but you want to measure an SMA cross occurring on Daily. In that case I "think" you can just multiply the SMA TimePeriod. (see man page for indicators here)

For example:
SMA(price(),35*(1440/BarPeriod))

...I think calculates SMA(35) for the Daily timeframe