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.

Sorry, it was my configuration mistake.
When I printed PIP, I noticed that its value was 0.01, which is wrong for GBPUSD.

The reason is that I was not using Zorro’s built-in history, but instead loaded my broker’s own historical data under the symbol “GBPUSD”.
However, in Zorro’s packaged history data the symbol is “GBP/USD”, and in the AssetFix list has this exact symbol.
But there is no entry for “GBPUSD”.
Therefore no asset parameters were found for my symbol, and Zorro apparently fell back to the default, which was PIP = 0.01.

Zorro actually even warned me about this in the logs, and I overlooked:
"Warning 034: GBPUSD not in asset list"

However, there is still something that appears to be a bug.

In my ZorroFix.ini I have:

But regardless of what I put into "myHistory/AssetFix.csv", Zorro always use the file "History/AssetFix.csv".
So the custom AssetFix file in the custom history folder seems to be ignored.