That was exactly my perspective.
Zorro allows to easily research and prototype complex portfolio multi-asset strategies AND their execution with Options!
These can only be reliably traded in production with the likes of IB (CQG,TT,Rithmic) and the possibilities they offer.

I think the concept of a "trade" is needed internally - to keep separate track of positions for different algos/instruments.
Most probably nothing needs to be conceptually changed in user-exposed trade entry/exit functions.
But current limitation on order types submitted in a plugin seems to be driven by Zorro's self-implementation of NFA.

Last edited by Zheka; 11/10/17 17:01.