BTW: One reason for Zorro's try to open trades with 0 lots is simply that the OptimalF for this asset/algo is .000. I guess this is quite normal and the corresponding entry in the log is "Skipped: Lots/Margin = 0" that also appears e.g. in the log of Workshop6_2. There one does not find a "Long 0@xxx Entry stop" because trades are always entered at market.