I have backchecked Zorro releases till 2.20 - and, indeed, for BarPeriod=60 15-min historical candles are requested from the broker, both for MT4 and IB.

This means that with BarOffset=8 and BarPeriod=60, the open-close of such hourly candles in Lookback will actually be from 8 minutes earlier (since Zorro will use a xx:00 - xx:15 candle as the last 'tick' in construction of a 60-min candle).

It becomes a nightmare to reconcile/ verify live trading performance with 're-test' for an MT4-trading system that uses historical ASK data from e.g. IB for PRELOAD, backfills BIDs from MT4 for Lookback - shifted by BarOffset,
then continues with Asks from MT4 in live.

IS there really a problem with requesting M1 ticks for Lookback? both IB and MT (at least Darwinex and Alpari) handle such requests - even voluminous - easily..


Can BarOffset ( !=0) be a flag that would switch lookback backfill requests to M1 ticks?




Last edited by Zheka; 07/04/20 10:18.