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It's very possible that some site could be running a script that could take your sales...
If a user clicks on the link to your site (site B) from site A, site A could simply use a php script to load and parse your pages. While the url will still show site A url, the user would see your site, only the links would be changed to whatever site A wanted them to be. I don't think it would be possible to make the url look like it's on any other site other than the site you are on.
It could easily detect a linkcode to a sponsor it uses, change the href, and be done with it. It wouldn't matter if you linked to FHGs or hosted your own galleries either...if it sees a sponser link, it can change it. Doubt users would care either. Sponsors and affiliates would though.
It would be easy to notice though. I don't think you could do it with a hidden iframe, but I'm not 100% on that. Seems more likely that your trades are bringing you crappy traffic. Also, from the programs I've seen, cookies are set based on the link that was clicked and the code that is in the link, like so:
exampleprogram.com/?id=123456
So it wouldn't matter if your site was opened in a frame of the trade site...cookie would be set with the id #.
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