I would like to see this too.
this is surely why my backtest in Zorro is different. And i know now why, after reading the TimeFrame-function:
# The run function is always called once per bar, and stop and profit limits are tested every bar, regardless of the TimeFrame setting.
i think it would be better, if the run-function will be called every Tick.
i think what helps here is always test in M1 and if we like to have values from other TF's we have to use the TimeFrame-function like:
TimeFrame = 60; //fetch 60 Minute values
var *prices = series(priceClose(0));
var MA = SMA(prices, 21);
TimeFrame = 15; //fetch 15 Minutes values
var *prices2 = series(priceClose(0));
var rsi = RSI(prices2, 14);
but i don't know if this works and if it works tick-wise instead Open-Bar-wise