Oil is performing quite well in ONS up to now. I'm just about to make a version that also avoids BarOffest. But I must check in live trading if this solution is really reliable. Trading several versions parallel is IMO not so crazy as it sounds, you therewith do some kind of 'profit averaging'.
But there is another thought: since I take care I see that Zorro gets prices and says "Weekend ends at XXX 23:00" Sunday night one hour before Monday. Is this already a 'regular' trading hour? Does it make sense to close 'weekend gap trades' already Sunday 23:00 instead of Monday 00:00? But is this hour from Sunday 23:00 to Monday 00:00 covered (and accessible) anywhere using BarPeriod = 1440? I think it isn't because even if I set Weekend = 0 I don't see Sunday Bars. There is only one Bar Saturday 00:00 and the next one is on Monday 00:00.
