Ok. If Zorro does not check the available margin, then that implies that during simulation, it would just assume all trades can be taken. That would then affect the "Capital required" figure, correct?

If that is correct, then presumably while live trading Zorro would proceed in the same fashion, attempting to take all trades with the live broker. If the live trading commenced within the statistical bounds of the simulation, then it should behave the same in live as tested in simulation (correct?)

Of course... I think this also implies that if live trading did NOT commence within the same statistical bounds of the simulation... then Zorro could attempt to take trades that the live broker would not allow. And thus the live account would be at risk of being denied opening a trade, or even a margin call.

(Please correct if I'm misunderstanding any of this)