OK, I've been scouring the manual again and again, but it unfortunately it doesn't answer most of my questions:

1) If the risk in the Zorro window is in account currency units, that means Risk 345 = $345 in the case of a $ account. With a trade size of 0.01 lots (i.e. $0.10 / pip), that would mean Risk 345 = SL 3,450 pips. The ATR at the time was 34.5 pips, so 10*ATR = 345 pips = $34.50. So the risk should be Risk 34.5, not Risk 345. Why would it be off by a factor of 10?

I checked the log file from the test and in the log file the risk was mostly accurately displayed. That is to say, if ATR at the time of the trade was 37 pips, the risk was listed as, e.g. Risk 41. I can understand a difference of a few pips, but not a factor of 10.

2) In the case of the USDCHF trade, ATR at the time of opening the trade was 22 pips, so 10*ATR = 220 pips = $22, which means the risk should be Risk 22. But the Zorro window says Risk 391. This is a factor of 19.5. Why would it be so far off?

I again checked the log file, and in this case I did notice greater discrepancies between the listed risk and the ATR at the time of a trade. For example, in one case ATR was 37 pips, but the risk was Risk 51, a difference of 14 pips. Still, it's not a factor of 10 or 20.

3) OK, I found the part of the manual explaining that SL and TP are handled internally by Zorro and not displayed to the broker. But what then are the huge 5K pip stops that appear on the broker platform?

I ran the tests using the data downloaded from the Zorro site. I checked the ATR against FXCM's charts using the ATR indicator.

I've been looking all through the manual, and I can't find anything that addresses the above issues, so I hope you can help me with this.

Many thanks!