I'm a new user in the US. As I understand it, I need to use the NFA compliant strategies. But when I try to trade them, I get this error message: "Error 046: EUR/USD price gap at bar 153", then the program fails to execute any trades. Does anyone have any ideas about how to resolve this? Thanks.

It was correct to use the NFA strategies.

Error 046 is among the known errors and issues of version 1.05 that are listed here:

http://manual.zorro-trader.com/new.htm

You can either ignore the error and continue with this version, or wait for 1.06 that is currently in beta test and will most likely be released in about a week. The error does not affect the strategy or whether it executes trades or not.