I just started running the Z12 system this week using the Oanda API DLL under Zorro S and discovered some rejected trades this morning. Unfortunately I was an idiot and neglected to save the Zorro log, but the Oanda transaction history shows what happened. See attached screenshot of my transaction log.
I'm running with NFA off per the Oanda broker plugin docs, Hedging=5, Phantom=1, FXOnly=1 (being an American)
When I logged into Oanda web trading, I got a notification about FIFO rules and changes that went into effect only a few days ago. The gist of it is that all trades on the same instrument that have take-profit or stop-loss orders must be of a unique size to comply with FIFO rules. You can see in my screenshot that Zorro violated that rule. (Oanda's FIFO support page
) Did I not configure something properly, or is this an entirely new thing that Oanda has done to make everyone's life more difficult?