Different backtest results between Zorro vs Multicharts

Hi all,

I'm trying to understand the backtest engine of Zorro why the same strategy applied on Zorro and on Multichart get results completely different.

The strategy tried is Benchmark on Zorro and on Multicharts.

Somebody can help me to understand this?

thanks

Study the log of Zorro and compare to indicator/price values in MC; search the manual for possible explanation. If smth is not clear, then ask specific questions.

Top of mind, two possible sources of difference:
- bar construction in Zorro (how are sessions set up in MC? Weekends/incomplete weeks in Zorro) and
- Zorro's RSI is based on an exponential average while MC's RSI - on a simple average.

But zorro if I use the barperiod = 30 the order can be executed in intrabar or only at the close bar?

What order?

order sent to market

Post code.
Market orders are executed at bar close or next bar open (or..depending on Fill mode). Stop/Limit orders - intrabar.

to have a more details on entry,exit or manage position is it possible to work with candle at 30min with details at 1 min?

Is it possible?

Yes, read the manual on TimeFrames and TMF.