Posted By: jmlocatelli
bars built from ask prices, not last traded prices, in TRADE mod - 03/19/18 15:46
I was comparing, in TRADE mode, the OHLC prices in Zorro with the same prices em MetaTrader and they are normally different. It seems the OHLC prices in Zorro came from ask prices and not from last traded prices. Is it the Zorro behavior?
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jm
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jm