Hi kvm,

with the intention to make it more understandable, here other results with a simple code to test specifically the behaviour of Zorro 2.25 and the dll.
The code is very simple, just enter and exit positions, and you'll see that there are not opened positions, the dll looses the size of the position apparently.
I tested the same with Zorro 2.20 new and old jdk and it works properly, so it is at least not the jdk version.

function run()
{

BarPeriod = 1;
LookBack = 10;
MaxLong = MaxShort = 1;

var lot_size = 10;
asset("EUR/USD");

if (is(TRADEMODE)) Verbose = 7|DIAG;

if (is(TRADEMODE) and !is(LOOKBACK))
{
enterShort(lot_size);
wait(5000);
exitShort();
}

and here the files