when I trade a non-24h market, like the FXCM NAS100, I get different live results than in the backtest. That's because Zorro generates bars from the closed market and then the system with its indicators is executed differently than within a backtest (see figures, the red circle shows the surplus bars generated by live Zorro).
I tried to fix this issue with hour() and StartMarket/EndMarket but I get a series error.
How can Zorro be told to just execute the system when the market is open?
/Matt
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Keeping non-24h markets synchronized in live and backtest