that is exactly what I mean. I want to skip the bars when the market is closed. For the FXCM NAS100 this is between 20:15 - 20:30 and 21:00 - 22:00 UTC. See image "NAS100 Historical". These times are not in the data history and I also do not receive any live quotes during these times in the FXCM Trading station. But Zorro seems to run its quoting and logging and produces these bars with always the same price. See image "NAS100 Zorro" for an example.
Therefore the Zorro live data is different from the historical data and the indicators are calculated differently. And the whole system behaves differently as in the backtest/simulation. For me this is a big problem.
jcl, is there no way to exclude these times? If not, please consider to implement it in a future version.
