I'm thinking not, though I haven't had time to play with this yet. The issue, as I understand, is that the static variables need to be linked to the asset. When you use static vars inside the function, that would imply every time the function is called, it refers back to the same static history (regardless of the asset -- which is a problem because every iteration of Zorro would be flipping through multiple assets)

So to fix it, I think the function either needs to somehow be re-written not to use static vars (if even possible), or use static storage that is linked to the asset. AlgoVar is one potential option (those are statics linked to each asset) but since they are in limited supply (only 8 i think)... then it doesn't seem ideal.

Thanks for posting this code. It's a good starting point. Perhaps I can play around with this and see if I can come up with anything.