jcl,

can zorro not set a max slippage when sending an order in real trading?

Metatrader can do this I think, so it should be relatively easy to code it in the metatrader bridge.

I understand that for the z-strategies on 1 - 4 hr timeframes it is a minor issue, but for those trading lower time frames, it may be useful. I know some traders who implement a max slippage and a max spread filter before taking any trade.