jcl, there is still a possible issue with flipping Hedge mode on and off. I've gone ahead and posted the strategy I'm working on in this thread so you can take a look. Sorry in advance for it not being a simple example.

The issue is that AUDUSD works better with Hedge=4 in my testing. But if I attempt to enable that (code line 179) while leaving the other 2 assets on Hedge=0, I get a Zorro crash during Test.

I have been able to get the Hedge mode to switch back and forth, but sometimes it does this and crashes. Therefore, it seems that it could be an (intermittent) bug.