I should have mentioned that my system uses only algorithms that are purely reversal based. Basically, as soon as any algo opens a position, all subsequent signals close and reverse the direction of the trade. Hence, after a certain amount of time, all algos have a trade open for all pairs.

So if I understand correctly, stopping Zorro and increasing lots from 5 lots to 10 lots would have the following effect for algo1, with a long position in EUR/USD of 5 lots open: when a sell signal arrives, the 5 lots open EUR/USD position will be closed, and 10 lots EUR/USD will be open short - is this correct?

If so, this behavior would be ideal. Thanks.