Hi
I've been trading with OANDA for a good time.
With my Python implementation, I get a slippage of about 30 seconds, which I thought isnt great
But recently as I switched to Zorro, I'm getting filled as long as 50minutes late.
I set Zorro to exitLong at hour==22 on barPeriod==60, but the exit orders are getting filled as late as 22:54!
Is there a way I can troubleshoot this incredible lag?
Its probably my implementation, but the lag is quite unusual, lagging consistently either 20-21min or 50-53 minutes which is a bit too specific.
Last edited by vinitrinh; 02/02/23 04:20.