Ah, I see what you mean, how to construct higher BarPeriod's with range bars? To be honest, I haven't thought about that so far, but it gets messy, you're right. That's why until now I have exclusively used what I synthesized (with BarPeriod = 1), and if I would get unhappy with something, I would simply create new bars. For example if and when I become unhappy with 5 pips bars I provided in last uploaded zip, I will not increase BarPeriod, but resynthesize new bars with say 10 pips range and just replace bar file. Then simply continue with research on "a higher timeframe".

I'll open ancillary topic in some other subforum and upload some pics. It's hard to explain something that is basically visual. And we're probably all visual types. What we don't see, it doesn't exist. For example I never saw tick data anywhere in Zorro, therefore it doesn't exist.