Originally Posted By: Spirit
It can be done, but only with version Zorro S. With the free Zorro version, you can run only 1 strategy in the same moment.
Originally Posted By: firecrest
From the Zorro manual "Up to 8 Zorros can connect to the same Gateway or to the same TWS, but only a single TWS or a single Gateway per account is supported by IB."
These two answers are both correct and not mutually exclusive.