Nope, doesn't work. Thats exactly what I meant when I wrote the following:

"I gather from the manual that an order entered using enterLong(1, limitprice) will be treated at market-if-touched orders by Zorro."

Assuming limitprice < 0 , Zorro treats this as a limit order, at least in theory. Except it doesn't. In fact it treats it as a market-if-touched order. Completely different (slippage).

So you have to use a TMF to get a proper limit order executed. The question is how? I cant find a single, clean example in the documentation.