To build this, 1) install visual studio 2017 with c++ development settings. 2) Register windows environment variable, add "ZORRO_ROOT" to indicate your zorro's install folder. something like this "C:/Users/username/Zorro" 3) open "dll_strategy_test.sln" file using visual studio 4) execute debugging will automatically popup zorro program and start backtest after long delay time. 5) Remove IG.dll file in your Zorro's plugin folder, then try again. This time you can see no delay execution.