Hi,
I'm backtesting my multicurrency strategy back from 2009.
Some orders are filled very far away from the current price.
I don't have the time to test all pairs for this last 5 years but here
are some order examples.
Try Buy and Sell at 17:00 GMT :
GBPAUD 2009/01/07
GBPNZD 2009/01/21
NZDJPY 2009/03/10
AUDCAD 2009/06/03
Please see the following screen capture :

I have cleared the JForex .cache so I'm sure I have last history feed.
Entry orders are defined with :
entryPrice = history.getLastTick(currentInstrument).getBid(); and
entryPrice = history.getLastTick(currentInstrument).getAsk();
Please could you test with daily orders on each pair as far as history goes and correct this ?
Thanks,
Best regards