Thanks jcl.

Please bear with me as I try to understand better.

I normally want a system to trade when it expects profit AND to minimize loss - is this not correct?

Shouldn't on Thursday a real Short 12 been entered? This would have been consistent with other days when multiple NET trades happen so real is in sync with virtual. It seems to me the error on the NET closing of the Long prevented this Short being entered...

Put another way, if virtual decided to go Short (6 on Thursday), how is it that real overrides and doesn't Short? I don't see anything like that in description of Virtual Hedging...

Thanks.

P.S. - Since both Z12 script and Zorro messages come from the Zorro team, shouldn't they be consistent?