It seems that in the new Zorro beta release (1.52) the issue is indeed fixed which is great. However it would be nice to know whether this bug had affected the backtest results of Z strategies.

I also think that it's worth considering whether to send an e-mail to registered users to let them know about this bug. For myself I can say that I've been running a losing strategy for 6 months because of this bug. People who don't read the forum and / or release notes that diligently might not notice and lose lot of money.

Another thing I noticed is that it makes no difference in the old version if you test with ".t1" data and TICKS flag set. And my question is: shouldn't Zorro in this particular case compute the slippage from real prices? (i.e. single ticks)