Hi,
I would like to trade my script in different assets at the same time with the same MT4 connection. Is that possible or do I need different Zorro instances to do it?

Hi fran,

I am no expert in Zorro, especially in live trading but you can perfectly code a script for trading several assets at the same time. Of course that script will run with a dedicated MT4 connection.

If you search in the forum you´ll find people who have several instances running, but i think that is because they have coded separated strategies and want them to trade that way.

Just my two cents.

In that case, the run() function is the same for all trades? Is there an example of code to do that?

Learn about trading multiple assets in the manual:
http://zorro-project.com/manual/en/tutorial_kelly.htm