Sorry to beat a dead horse. I'm still experimenting with this, to find the best (or most correct) setting for my (apparently nano) IBFX account:

I am currently swapping back and forth between 2 different Assets.dta files. One is directly from the broker via Download script. This one lists the assets apparently in nano lots, which we know is confusing to Zorro due to the issues mentioned above.

One workaround I like is to force in the Zorro.mq4 script:
Code:
double LotFactor = 0.1;

which (I think) forces Zorro to essentially take 10x the trade lot size (ie 10 nano lots = 1 micro lot I believe... so 10 cents instead of 1 cent).

The other workaround discussed above is to modify Zorro scripts by forcing more lots, such as "Lots = 10".

At first glance, you would think these 2 workarounds should have the same effect. But in trying to figure out why the test results were sometimes very different, I came across this:

Here is a snippet from Assets.dta when I let it pull the ACTUAL nano account info from broker:
Code:
Name     Price   Spread  RollLong/Short PIP PIPCost Margin Lot
AUDCAD  0.94132 0.00037 0.4620 -0.5840 0.0001 0.0096 1.81 100.0
AUDCHF  0.85840 0.00037 0.7020 -0.9270 0.0001 0.0106 1.81 100.0


And now look at the same snippet when I've forced the Lots x10 in the Zorro.mq4 script:
Code:
Name     Price   Spread  RollLong/Short PIP PIPCost Margin Lot
AUDCAD  0.95670 0.00039 0.4620 -0.5840 0.0001 0.0961 18.37 1000.0
AUDCHF  0.86642 0.00037 0.7020 -0.9270 0.0001 0.1061 18.37 1000.0


The difference, I believe, are caused from the rounding in PIPCost. Too much value is lost if you start with a rounded value (nano) and multiply to increase the size. Seems more accurate to do it the other way.

In thinking about this, it seems to make sense. In fact, philosophically, it seems like a bad idea in general to test with bare-minimum lot size if rounding would be an issue. For example on spreads and rollover, etc, broker is always going to round up to the next penny. If you're only trading pennies to begin with, then your results could be way off. Half a penny could represent 50% difference lol.

So my (long winded) argument here is that... for testing (and trading), that nano lot accounts should not be sliced-and-diced all the way to the penny level. It is not too optimistic to increase lots flatly by a factor such as I have done. Rather, it is helpful because it allows more accuracy in testing with less rounding. (Please argue otherwise if you don't agree)

THANKS