Thanks for your answer jcl,

the thing is that if I try to compile the function above, which I got from the online manual, in
http://www.zorro-trader.com/manual/en/trademode.htm

with Zorro 1.66, I get a compilation error saying that it does not know what is setf and resf

If I open the manual by clicking the Help button in my terminal, it is true that this same function is different:

// equity curve trading: switch to phantom mode when the equity
// curve goes down and is below its own lowpass filtered value
function checkEquity()
{
if(Train) { Lots = 1; return; } // no phantom trades in training mode
vars EquityCurve = series(ProfitClosed+ProfitOpen);
vars EquityLP = series(LowPass(EquityCurve,10));
if(EquityLP[0] < LowPass(EquityLP,100) && falling(EquityLP))
Lots = -1; // drawdown -> phantom trading
else
Lots = 1; // profitable -> normal trading
}

So, maybe I got it wrong... Is the online manual referring to a newer version than mine? I imagine that, according to your answer, that is actually what is happening here.. Am I right?