Two other reasons for Zorro to support negative prices:
1) The NYSE tick index (ticker symbol $TICK in TradeStation) has negative numbers half the time. It is commonly used by various day traders.
2) Futures spreads often have negative values.
If I wanted to support these using the current Zorro version, I'd need to perform some strange workarounds.
On the second point whats the best way to implement futures spreads (that may be negative) and apply indicators to that to trade a specific futures contract?
As a possible workaround, is it possible to use dataParse to extract the negative spread from a CSV (do the spread calc outside of Zorro) and turn that into a series that can in turn be read by indicators?
Is there a sample code snippet anywhere as a guide?
Thank you
