Hi jcl,

thanks for the answer!

Setting the stop at the broker is a security measure for the case of software/hardware error and I think that the same measure can be used together with virtual hedging.

A very basic version of this is already implemented in Zorro: broker stops are set to every net position but way too far from the opening price.

So this turns to be a feature request, I would like to see the stops of net trades to be in relation with the stops of original trades!

It is clear that the net trades are not in one-to-one relation to the trades opened by the algo. If every algo trade is opened to the same direction then the net stop can be the lowest/highest of them. If algo trades to both directions are opened and mixed to a net trade then it is not trivial what to do - maybe a new setting is needed.