Well, this behaviour is new for MT4, I was always using the Init event for quick tests without any problems. And this actually works on demo, in reality there is no need to wait for a tick in order to send a trade.
It works in OnTick(), so the problem seems to be in OnInit(). At least there is a trade created with all the right data, then who cares about those arrows :)))
Thanks by the way, at least I got the idea why that happens.

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I searched for this, but without success. Let's say that the search mechanism here is not as capable as Google :)
MetaTrader 4 build 625 (and 628 as well) in portable mode (and normal mode as well). Windows 8.1.
Here is the code, it's as simple as that:
When I use this code I always got this: http://prntscr.com/38r7v1
The arrows of the trade has empty time property or something like that. No matter how many times I run the backtest, the arrow is always back in 1970.
Now, if I add the tick event handler and run the backtest again:
On the first backtest I still don't see the arrow: http://prntscr.com/38ragn
But on the next try the arrow is right where the previous backtest ended: http://prntscr.com/38rbq9