Sorry, I do not understand the question.

When a price exceeds a certain level (0.5*atr), a trade is entered by the tmf returning 2.

However, Zorro internally records the entry price from 1 tick before the entry time.
Quote
in tmf: 13:18:00, high = 1.14464, close = 1.14462
in tmf: 13:19:00, high = 1.14464, close = 1.14441
in tmf: 13:20:00, high = 1.14483, close = 1.14480 <--this is when a price exceed 1.14473 and the trade is entered by tmf returning 2
---- long Entry Stop is hit!----open=1.14394, high=1.14483 close=1.14480 entStp=1.14473
[EUR/USD::L08101] Long 1@1.14441 x at 13:20:00
Trade :L080101 is entered at 13:20 with the price at 13:19.