Thank you for your answer. Put very simply, my problem is that Zorro closes trades at prices below the low of the candle (see the attached image) (the bar that I referred to is a bar or candle on a normal technical analysis price chart, so it also has an open, high, low and close. The range that I referred to is the range between the low and the high price).

I reread the manual pages that you referred to and made a simpler example to illustrate the problem, I have included the code below and attached an image of the result. Notice how the trade closes at a price below the low of the day on 2018-05-22. This only seems to happen for "take profit" orders and not for "stop loss" or "entry" orders (e.g. the entry on 2018-05-21 and the stop loss on 2018-05-31 are filled at the open of the day). From my understanding of the manual when Fill=3, "take profit" orders should also fill at the open of the day. Is this a bug in Zorro or have I misunderstood something?

Code
	function run()
{
	StartDate = 20180511;
	EndDate = 20180713;
	BarPeriod = 1440;
	LookBack = 160;
	set(LOGFILE,PLOTNOW);

	assetList("AssetsSP250y.csv");
	asset("MU");
	vars Lows = series(priceLow());
	vars Highs = series(priceHigh());

	Fill=3;
	PIP=0.01;

	if (Bar==200 || Bar==206) {
		var entryPrice=Highs[0]+PIP;
		var stop=Lows[0]-45*PIP;
		var rr=1.2; // reward/risk
		var target=(1+rr)*entryPrice-rr*stop;
		enterLong(1, entryPrice, stop, target);
	}
}

Attached Files MU2.png