Hey Zheka,

Thanks for your input.

I checked and MT4 is reporting correct spread on chart and in MQL, so I would assume that this correct value is being provided to Zorro.
Considering live trading - I hope that there are some people trading live using IC Markets and they will confirm if this problem perists.

On the backtesting: that is the key issue - I do not want to intervene into data being pulled by Zorro from the broker. I know that having correct data in the assets file is crucial for producing reliable (as much as they can be) backtests, hence I would prefer to have it in line what my broker reports or at least know the root cause of the discrepancy.

RollLong/RollShort should not have as high impact on results as spread (but please correct me if I am wrong).