Quote:
The last bar of the simulation is indicated with the EXITRUN flag. Zorro closes all trades on this bar.
This is also an interesting information but my question was if Zorro opens a trade on the last bar or is this prevented in advance e.g. because Zorro would close it the same bar anyway?

The result from live trading (now with additionally printed dow()) of today makes me a little bit amazed:

Code:
[196: Tue 24.11.15 00:00]  1.06305

1 - AUD/JPY: SMAShort:88.00980 (0|1), SMALong: 86.35982 (1|0)

[...]


The "1" for dow() does not correspond to "Tuesday" and in test runs, there is also a "2" like expected.
What do you mean with which bars am I using? The script uses a BarPeriod of 1440 and beside of this I think it uses "normal" bars because I did not change any defaults especially concerning bars.