Being unaware that it was not a supported function, I set up a Bank Tagging Rule for payments being allocated from a GBP account to a EUR account. After using this many times over the last few months, just clicking “Confirm” each time, I discovered/realised that the transaction was always being allocated at the exchange rate of 1.0000!
I can now understand why this is a problem, but can I suggest that your software either produce a warning or even better flags an error preventing either the setup or the execution of a Bank Tagging rule that is being allocated across currencies?