Hello,

Here are several things I would like to clarify about Zorro operation.

Testing
1. WFO: How does Zorro treat "transitional" trades from one OOS period to another and from IS(training) to OOS?

2. WFO: Is there a way to set Training/Testing periods in calendar terms (days, weeks or months) rather than bars?

3. How does "DETREND=TRADES" actually work?

4. How are Holidays' accounted for? Is there a way to filter out data based on certain country's holidays?


Live Trading
1. When does Zorro technically "close" a bar (say, m1)?
Does it happen "on-time" or upon arrival of the first/opening tick of a new bar (like in several other platforms)?

2. What prices are used during Live trading? Are bars built based on Ask? How to make it work based on mid-point?

3. What "order management" functions does Zorro have to
help handle possible "order placement" errors/ canceling orders/ syncing between Zorro and the broker?
I see there is a "NumRejected" variable.Is it updated real-time? Reasons for order rejection are only going to the log?

4. I guess there is no support for native OCO orders with IB? Or is it?

Thanks a lot for clarifications in advance!