Any tool might be used in a wrong way.
My current WFO set-up with 4w IS/1w OOS to find params is quite robust as it covers a repeating "economic reports" cycle.

RE using Ask prices:
- Until some time ago, I also did not really believe that with currently tiny spreads in FX, this would make any difference. And so, used Ask in all calculations.
- However, just by chance, I decided to test the system with mid-point and the results proved somewhat different/ worse. I then tried to understand why and found that for the better part of the test period the market was going up. So, using Ask prices did overstate the results! Not by a lot, but still! Since then, all my testing is based on mid-point.

- As for Ask-based execution: any significant widening of the spread on the ask side(glitch in a system, liquidity,etc) will lead to the premature triggering of simulated buy stop orders.
It will also lead to bigger slippage/losses in a falling market for sell stop orders (when bid runs away faster; and/or ask might disappear altoghether).

Hi, JCL,

Below is a list of remaining questions. Would appreciate your answers.
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How is Profit in Pips calculated in Trade Statistics
Is it calculated from "fill-to-fill" prices first or from Profit in Account currency divided by PIPCOST?
- Does PIPCOST update itself in RT (with IB)?
- will TradeProfit in Trade struct be the same as from Trade Statistics?
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These questions arise from the fact that - contrary to other software - Zorro seems to calculate P&L in ACCOUNT currency first, and THEN converts to Pips.
Please correct me, if I am wrong.

...continuing...

6. What order fill assumptions are used for "entry at limit"/"exit at stop" orders in simulation?
Will they fill when:
- price touches the level at least 1 time?
- price penetrates the level by xx ticks?
- M1 close price touches/penetrates the order level?

7.using LEAN and M1:
- when LEAN is NOT set, is the Open/Close price of a bar=Open/Close price of the first/last M1 tick?

8. If a price history is in M1 "ticks", will the TMF functions/Stops/limits in RT also evaluate in 1-min ticks or on each and every real RT tick?

9. Is it possible in Zorro to receive data from a datafeed while placing orders with a broker?

10. Millisecond Timestamps: is there a way to see exact timings of order sending and filling (to monitor latency/slippage)?

Hi Zheka,

My morning coffee just kicked in so I'll try and help with a couple.

8) If by RT you mean real-time then the TMF will run every time a tick is received from the broker. TMF operate as OnTick() functions in MQL4

10) Maybe use system times for this. Grab the system time at the trade enter command and then again when TradeID != 0. Maybe...I dunno

Cheers,
BobbyT