What is also not so good is that Zorro queries ticks, instead of getting them pushed by default.
This means that the tick history of Zorro is very different to the brokers history with many missed ticks.
That makes comparison of tick based backtests impossible.
It is not impossible... in fact, I get every tick in my plugin:
https://github.com/AndrewAMD/SierraChartZorroPluginTo get all ticks, you must implement SET_HWND. You must send a message to Zorro from another thread or process. Then Zorro will go ahead and collect that tick.
