Sorry for spamming topics right now, but I got another question:

I thought Margin and Lots were equivalent. Now I got a strategy which behaves very differently when using Margin or Lots.
Theres is no difference when Margin = 5 or Lots = 1.
However, when I set Margin = 50 or Lots = 10 I get big differences in terms of pretty much everything except the number of trades and the bars per trade.
Using Margin leads to much better results in this case.

Has someone an explanation?

I could be wrong about this... but I think by default Zorro uses the minimum calculation of 1 Lot unless otherwise specified.

If you set Margin, then Zorro may or may not be able to take the same trades, depending whether or not you have enough to purchase the minimum 1 Lot.

If you set Margin = 50, then you likely have more available to purchase than just 1 Lot.

One way you could determine if this is happening is to do a
set(LOGFILE);
and then look at the actual trades in \Zorro\Log\testtrades.csv

For the purpose of developing a new strategy, you should always use the minimum flat amount of lots (such as the default) first before any type of compounding (which is what is happening if you're giving it more than the default 1 Lot per trade)

Thanks, one asset seems to have higher margin-requirements so the lot size is different from the other ones when I use Margin instead of Lots (it's an Arbitrage-strategy).

Problem solved