That's because daily data (from Stooq etc) is stored differently than M1 data.
From an
earlier post by jcl :
No, in D1 history there is no difference of start and end, since it has no hours. The date of the open is identical to the date of the close. This is considered by Zorro. Otherwise the calculation would be based on a wrong time, since a date literally begins at 00:00 and shifted to UTC you would get a date boundary between open and close.
But you would think Zorro would add up those bars anyways, right?
