I'm getting some pretty bizarre behavior when I trade multiple assets. If I just trade UK100, here is what the first trade looks like:
Type Asset ID Lots Open Close Entry Exit Profit Roll ExitType
Long UK100 51201 1 3/19/2009 9:00 3/24/2009 5:01 3888 3948 7.77 -0.03 Stop
When I trade both UK100 and GER30, Here is what the trades look like:
Name Type Asset ID Lots Open Close Entry Exit Profit Roll ExitType
PennyPicker6 Long UK100 51201 1 3/19/2009 9:00 3/24/2009 2:50 3888 4234 45.52 0 Sold
PennyPicker6 Long GER30 51302 1 3/19/2009 10:00 3/24/2009 2:50 4070 4235 16.55 0 Sold
It looks like Zorro is getting the exit price for UK100 from GER30's price data. UK100 did not trade anywhere near that price on that date, so that obviously can't be right. Any idea what could be causing behavior like that?
