Thanks for the follow-up, jcl. I see what you are suggesting, and that would potentially work.

However, wouldn't it be preferable to fix this in Zorro, instead of working around it in code?

• For one, the historical price ticks might not have exactly the same time stamp (in which case the workaround becomes more complicated)
• Also, backtesting and live trading code would be different in this scenario, when one of Zorro's strengths is that you basically just click "Trade" on your backtesting code to go live, without the need to change it

I understand this may not be an easy fix, but logically, I would have thought enterLong/enterShort should trade at the next tick's price...