The manual mentions +TRAINMODE to print also in train mode.
Rather than printf, you would use print. For example to print to window, log file, and in train mode:

Code:
print(TO_WINDOW+TRAINMODE,"<br>Low volatility - ATR30 = %.3f",ATR(30));


You could also use TO_ANY for short:

Code:
print(TO_ANY,"<br>Low volatility - ATR30 = %.3f",ATR(30));


More details here
http://manual.zorro-trader.com/printf.htm