If you have a buy/sell stop order that is above/below the current price, Zorro will automatically open the trade at market. It looks like that is what is happening here. You can try adding an additional condition to your if statement:

if(!NumOpenLong && !NumPendingLong && priceClose(0) < 9500)
{
enterLong(1,9500);
}

I think that should help.