Zorro (this is version 1.52) does not record the correct exit price on trades when trading against a demo Oanda account.

The entry price matches what Oanda shows however the exit prices are off by a little bit (it doesn't match up with the bid/ask spread so I'm not sure what the discrepancy is).

I've highlight one example below for a long trade with Entry=-123.204021766042 and TakeProfit=0.0516789065814807.
The trade was triggered and entered at 123.2040 - Zorro and Oanda are all in agreement here.

Given the ~0.0517 take profit target, I would have expected the target trigger price to be about 123.2557.
According to the Zorro log, the target 123.2620 was hit with +13.37 profit (I presume USD).
According to the Zorro trade file, the trade closed as 123.2370 with a +13.37 profit (I presume USD).
According to the Oanda trade export, the trade actually closed at 123.229 with a +8.0850 profit (account is in GBP).

The differing exit prices reported in the Zorro log and Zorro trade files concern, as does the fact that neither matches what Oanda has. Is there an issue or is Zorro purposefully adjusting the exit price is some way?

-K

FROM ZORRO LOG
[Wed 14.12.16 23:00] 8333 -295 +0 '''''''' (1.05343)
[EUR/JPY] LNG limit:-123.204021766042 stop:122.162108326899 profit:0.0516789065814807 open:123.313 high:123.502 low:123.303 close:123.404 spread:0.0339999999999918 ema:123.142509969544
(EUR/JPY::L) Long 47514@123.2040 Entry limit
(EUR/JPY::L) Missed entry 123.14 after 1 bar
(EUR/JPY::L) Entry limit 123.2040 hit at 23:15:32
[EUR/JPY::L1351] Long 47514@123.2040 Risk 436$ p at 23:15:32
[Wed 14.12.16 23:30] 8319 -295 -14 ''''''' (1.05245)
[EUR/JPY::L1351] Target 47514@123.2620: +13.37 at 23:38:43

FROM ZORRO TRADE FILE
Name,Type,Asset,ID,Lots,Open,Close,Entry,Exit,Profit,Roll,ExitType
strat_range_2,Long,EUR/JPY,564001351,47514,2016-12-14 23:15,2016-12-14 23:38,123.2040,123.2370,13.37,0.00,Target


FROM OANDA TRADE EXPORT
TICKET,TYPE,MARKET,UNITS,PRICE,PROFIT (GBP),PROFIT (PIPS),PROFIT (%),BALANCE,DATE/TIME
10564022218,Financing,,,,-0.0043,,,8340.97,2016-12-14 23:38
10564022218,Close Trade,EUR/JPY,47514,123.229,8.0850,2.5,0.02,8340.98,2016-12-14 23:38
10564001351,Buy Market,EUR/JPY,47514,123.204,0.0000,0.0,0.00,8332.89,2016-12-14 23:15

It depends on the broker plugin. In the case of Oanda, the displayed exit price is not the close price of the trade, but the market price at exit.

Thanks, that would explain the 123.262 price in the log (market ask at time of exit I presume).

However the Zorro trade file shows the exit price as 123.237, which is neither the price in the Zorro log nor is it the actual price the trade was executed at.

Or is it accurate to say that the relationship between the prices is:

- in Zorro log, always the market ask price at time of trade
- in Zorro trade fine, market ask for long, market bid for short, at time of trade
- in either case, the actual execution price may be different (at least for panda)

-K

Yes, exactly. The Log always records ask prices, but the trade spreadsheet has ask or bid dependent on the type of the trade.