Thanks! The reason of your problem is now clear.

asset("EUR/USD");
...
LookBack = 2000;

Originally Posted By: manual
Variables and flags that affect the price data array, such as BarPeriod, LookBack, Mode, Detrend, StartDate, EndDate, TICKS, Weekend etc. must be set before calling asset().


You can not change the looback period anymore after you've loaded the asset. This causes 2000 bars to be missing from the loaded prices.

Consequently you'll get an error message, and when you continue trading, Zorro crashes. Admittedly the error message looks quite harmless and Zorro should anyway not crash, but just terminate the script. This will be changed in the next version.