At some bars, I am supplying an absurd value for Margin, via
Margin = OptimalFLong * Capital * sqrt(1 + ProfitClosed / Capital);
or
Margin = OptimalFShort * Capital * sqrt(1 + ProfitClosed / Capital);
this comes out as -INF when ProfitClosed is less than -Capital.

Zorro does not complain and instead behaves bizarrely.

I guess it is my fault for supplying a bad Margin.

It would be nice if Zorro complained in a more visible and directed way in case of invalid trade parameters.

Note that if you set Margin to 0, or a finite negative number, Zorro does the sensible thing and does not enter a trade. But if Margin is -INF, it does enter a trade or do something weird.

Demo:
Code:
function run() {
  BarPeriod = 399;
  LookBack = 273;
  StartDate = 20140101;
  EndDate = 20140401;
  set(TICKS);
  ExitTime = 3;
  Capital = 4500;
  var atrx = ATR(232);
  Stop = 1.0 * atrx;
  TakeProfit = 1.5 * atrx;
  Margin = sqrt(-1);
  enterLong();
}


Expected:
No trades when Margin is not a finite positive number.