Pictures from range bars topic in Zorro future subforum.

First my grid bars in its infinite beauty. Discrete traders probably already noticed inverse H&S.



Next: the same bars but with BarPeriod = 10. Obviously while synthesizing higher bar period the basic premise of volatility bar doesn't hold anymore. Yet, there's no fundamental reason why this price stream could not be traded. It's still valid, provided Zorro's algorithm is OK.



Finally results of the Luxor strategy on grid bars. As I already warned, produced with Spread = 0. So not realistic.