Thanks jcl. So the problem is in the coding of Z1 & Z2, not in Zorro. From past experience, I thought as much.

Re. the other issue above, can you please confirm: For a US account, one must:

0) FXOnly is deprecated and its value doesn't matter
1) (One way or another, ) Set the NFA flag (to be safest, even if the broker supposedly handles it)
2) Manually adjust the .fac list, setting all invalid Assets to <=0
3) Set StopFactor=0 (for Oanda - and other brokers?)

Is this list of steps correct and complete?

Thanks.