I currently run Z5 on my demo mt4. Recently Zorro place a long stop order at 1.2211. When the price hit 1.2211, Zorro print a message says can't open.below are part of the trade messages:
[Mon 12.05. 12:00] 4898 +0 +0 '
(EUR/CHF::L) Long 5@1.2211 Entry stop
(EUR/CHF::L) Entry stop 1.2211 hit at 12:17
(EUR/CHF::L) 12:17 Can't open 5@1.2211

I search through the manual to find that this case happens normally because currently no price quote is available. But Zorro on my computer operate within the business hours, so probably price quote is not the problem. If you already know why, feel free to tell me.

There can be several other reasons aside from no price quotes, f.i. a server restart at 12:17, but you haven't posted the part of the message where the reason is displayed.

thanks,jcl,for your fast response. I've uploaded the 'Z5demo.txt' which actually should be 'Z5demo.log' from folder 'Log'. You can read through the whole text file and maybe will tell out the reason. My broker is FxOpen UK. If you need more file from me to analyze the problem,feel free to ask.
It's midnight in Asia. I am about to bed. if you give a new post, I will response right after I wake up tomorrow morning.

Sorry, I meant the MT4 messages. When you trade with MT4, all error messages are listed in "Experts" and "Journal" logs. There you can see why a trade is not opened.

thanks jcl. When I searched "log" from MT4 Data Folder, it's all easy to see that those trades were not opened because of "invalid trade volume". This time I've uploaded part of MT4 trade log which corresponds to the interval of "Z5demo.txt".
After srolling down both "Z5demo.txt" and "20140512.txt" to the bottom, I've two questions. First, what does "invalid" mean? Dose it mean the volume Z5 intended to trade exceed the balance in my account.
Second, Zorro's messages show that Z5 want to trade EUR/CHF at volume of 5, 3, 3 lots respectively while MT4 shows only 0.05, 0.03, 0.03. How can this happen?
Basic info: balance 4898.24$ when starting to run Z5;leverage 1:100. Since I run Zorro and MT4 on a VPS, timezone on the VPS is GMT+8, my local PC is UTC+8.

I don't know why the trade volume is invalid. Maybe your broker has a minimum order volume and the trades are below it. You can contact your broker and ask him about that. All brokers I know accept trade volumes down to 1 lot, but if there is a minimum volume, it should be displayed on the broker's website.

The "0.05" means that MT4 does not use lots, but "standard lots". On a micro lot account, one "standard lot" is 100 lots. You can find details about MT4 units in your MT4 manual.

After I read FxOpen UK's FAQ page, I learned that they do require a minimun trading volume of 0.1 lots with 0.01 lot increments. This kind of requirement brings trouble concerning how to set Margin slider properly.
Do I have to slide Margin to the value which is much larger than its default(50$) with merely 5000$ initial deposit just to make the deals done?
Or is switching to another broker who requires no minimun trading volume a better solution?

James, what about increasing leverage? 1:100 is not very high, Can you up your leverage to 1:500? That may allow you to get trades on without tinkering with margin.

Yes. 0.1 standard lots is a 10,000 EUR volume per trade. Good for the broker, but not good for you. You'd need more capital, probably more than allowed with the free Zorro version. Better get either a higher leverage, or a different account that allows you to trade with less than 10,000 contracts.

Thanks, Thirstywolf and jcl. Both of your advice are very important to me. As I read from Zorro manual, Z5 can take up to 20 trades in a few weeks under some market condition. In this case, if I choose to raise leverage to 1:500, then 20 excessive volume trades will be made sequentially, which is too risky for me.
So it's all clear that I will search for a new accont allowing me to trade more flexible volume.