What I don't get is this, when Zorro is able to export the exact entry price fillings (testtrades.csv file), then why can't I have access to this data without guesstimating them? I've made a comparison between the estimated fillings ('AskPrice' for long trades and 'AskPrice - Spread' in the Tick() function) and the actual entry fillings from testtrades.csv and found out that 90% of the long entries and 74% of the short entries differ (80 trades with EURUSD_2015.t6) data.