Hi Zheka,
I'm super noobish here but lets see if I can help with a couple of these.
Testing:
1) Not sure what you exactly mean but this graphic shows how WFO steps through the data:
http://zorro-project.com/manual/2) Couldn't you just use daily/weekly/monthly bars and restrict the trading period using full dates instead of just years (or add conditionals that limit trading based on dates if StartDate/EndDate do not take yyyy-mm-dd
3)My guess here is that price remains static and the time trades are placed are shuffled (with prices adjusted accordingly). So instead of making price random with DETREND=PRICES we make the trades random (I have a feeling I'm way off here but that is how I see it)
The rest...I have no idea.
Cheers,
BobbyT