Since Thursday, I have been running Z5 on a small live account. Friday, I noticed the following in the log:
(EUR/CHF::S) Entry stop 1.2338 hit at 12:29...
(EUR/CHF::S) 12:29 Can't open 6@1.2338
At the same time, in the MetaTrader EA journal:
2013.07.05 14:29:20 Zorro EURCHF,H1: Open EURCHF 0.06@1.2335 stop 1.3091
2013.07.05 14:29:26 stdlib EURCHF,H1: loaded successfully
2013.07.05 14:29:26 Zorro EURCHF,H1: Order failed - requote
... and the general MetaTrader journal:
2013.07.05 14:29:26 '34316' requote 1.2332 / 1.2335 for open sell 0.06 EURCHF at 1.2335 sl: 1.3091 tp: 0.0000
The same trade was entered three hours later and concluded successfully.
I thought the MT4 plugin handles requotes automatically? Was the requoted price too bad so that the script simply discarded it?
Apart from the fact that I really should be trying this on an ECN account, I was wondering how this will affect the performance of the trading system. The script apparently noticed the failure, but does it compensate in any way (or does it even have to compensate)?