Hello,

I am encountering a confusing and apparently inconsistent price-rounding behaviour in Zorro.

When placing limit entries, stop loss and take profit levels, Zorro seems to internally round the actual order prices. On top of that, the rounded execution prices are sometimes inconsistent with what is visually displayed on the chart.

Entry rounding (yellow marks):
  • I placed the limit order at 1.27162
  • The console log reports that the trade was opened at 1.27200
  • Visually, the chart also shows the entry at 1.27200


TP rounding mismatch (blue marks):
  • I placed the TP at 1.27317
  • The console log reports that the trade was closed at 1.27317
  • Visually, the chart shows the close at 1.27300


So in this second case, the console and the chart do not even agree with each other.
  • Why are order prices rounded at all?
  • What rounding logic is used for entry, SL and TP prices?
  • Why can the chart display differ from the console log?
  • Which one reflects the actual executed price?
  • How can one make visual display and actual execution strictly consistent?


Additional details:
  • Version: 2.70
  • Fill mode not set (left as default)
  • Spread = Commission = Slippage = RollLong = RollShort = 0 (for testing)
  • all trade price variables (Entry, Stop, TakeProfit) are double
  • set(LOGFILE, PLOTNOW, TICKS); so intrabar entry/exit is enabled


Thank you for your clarifications.

Attached Files rounding.png
Last edited by NorbertSz; Yesterday at 09:53.