In Metatrader, the bars plotted in real time are formed from the real last traded prices
In FX, this is most certainly not the case. Can you provide a link to a proof re MT?
uses the OHLC prices from History or from Broker that corresponds to traded prices not to ask and bid prices
I suggest reviewing the *.mql file of Zorro's MT4 EA to see what kind of historical data Zorro actually requests from MT's servers.
I use bid-ask mid-point to feed into systems (just subtract 1/2 of Spread from the close) which makes it much more robust to occasional bid-ask spikes.
