Thanks for your input.

Yes, that is very interesting. If too many parameters for the "Chinese compiler" is still an issue, I wonder if using MSVC with Zorro S could fix the problem? But yes, we need clarification from jcl or one of the Zorro engineers.

I could include data if it would help, but probably I should be making a support request if it comes to that.

So I set Verbose = 7 | DIAG as in the first suggestion, and there is something strange in the logs:

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[480: Thu 93-09-30 15:40] 31.16/31.16\30.71/30.84 -0.0100
Going short...
[43851610::S] Skipped (outside bars 481..543)
Going long...
[46069010::L] Skipped (outside bars 481..543)
End of lookback period

[481: Fri 93-10-01 15:40] 30.84/31.03\30.77/30.90 -0.0100
Going short...
[74763310::S] Skipped (outside bars 481..480)
Going long...
TRD: 64 MB allocated
[23331110::L8101] Long 1@30.24 at 15:40:00
Com 0.0100 Mrg 15.13 Net 0
Units 1.0000 MTotal 0.00 MCost 15.1250 PCost 0.01000 Opn 481
-----

In the first bar after the lookback period, bar 481, we can see that the short position is skipped because it is outside the range 481..480. This looks like a bug in Zorro to me, but I'm just a newbie at Zorro.