Hello everyone,

I am familiar with zorro since last year but live trading since fews weeks now and I would like to report something curious.

I am using Zorro 1.72 and I have observed the following behavior.

According to the documentation of zorro (which is great by the way) :

"All stop, profit, trail, or entry limits are handled by software and controlled at each tick. They are not sent to the broker's server (except for the 'safety net' stop given by StopFactor) and thus not visible to the broker, this way preventing "stop hunting" or similar practices. This also steps around NFA Compliance Rule 2-43(b) that does not allow US citizens to place stop or profit targets"

It works well when live trading only one asset :
- When the take profit is hit, the trade is closed immediately.

But when I use that same algo but with multiple assets in a loop ( while(loop(Assets)) :

- when the take profit is hit, the trade is closed as next bar.
- The only exception is for the asset that is selected in the GUI (see attached files). in that way is works fine.

Is it a behavior that is wanted ? or is it a feature for Zorro S user only ? or is it a bug ?
Please let me know that you think.

This cause trouble because since it close the trade at the next bar, the profit can be quite different from expected.

Best regards,
Johan

Attached Files
MultipleAssetsTMF.png (141 downloads)
Last edited by JohanAu; 10/31/17 12:58.