Tks for the help.
In Metatrader, the bars plotted in real time are formed from the real last traded prices. It can show the ask and bid price levels on the graphic window, but theses prices does not affect the bar. They are always the same during backtest, optimization or real trading.

Zorro in TRAIN or TEST mode, uses the OHLC prices from History or from Broker that corresponds to traded prices not to ask and bid prices. In TRADE mode it uses ask prices to form the bars and to trigger tick functions. Very different worlds for me.
I tried to trade and backtest the same strategy in the same period and the results are VERY different. Using TICKS and Period 1min.
Am I missing samething?

att
jm