Update:

I tried trading my script with a different broker and got the results I was expecting. So the issue reported above is clearly not a bug in adviseLong() and I suspect is related to a broker-specific issue.

I am trading via the MT4 bridge, so I delved into the MT4 log files of the original broker and found that Zorro is being repeatedly connected and disconnected from MT4. As I type this, the MT4 window with the Zorro EA attached says 'Zorro Disconnected!' however the Zorro window indicates that it is receiving price quotes from the broker: the server window displays the correct price and the asterix blinks as new prices arrive. The square to the right of the server window is green.

It seems to me that the message displayed in MT4 and the behavior of the Zorro window is inconsistent. Any ideas what could cause this? Anyone have a similar experience?

The broker is the Australian subsidiary of Royal Financial. I've just started trading with them after a recommendation from a friend.