Hi AdamWu, I am not any Zorro Engineer, just a user, using the Z strategies for nearly 2 years, so my experience may help in that sense, but just in that frame.

The warnings you are getting have a simple reason, but serious importance. The simple reason is, that the parameters you have in the asset list in your history folder, differ from those that the Zorro broker plugin is receiving from your live account. The fast fix is to go to your log file, where a new asset list is recorded and use its values in your history folder assetlist.

Now the serious importance – the capital sizing of any Z strategy is your greatest potential enemy. Even though the Zorro engineers are true geniuses the drawdown periods are heavy and you have to have psychological and logical skills to maintain them. Better read this again and again in their Z Strategies manual part.

My Z-story is based in the trick, that I did size the strategies less than is my actual capital, and I could stand the drawdowns. I did not care of the „Z-table“ earning values, keep in mind, they expect 1:100 leverage and fully exposed capital. That is beyond my psychological strength. Additionally, I traded more Z strategies simultaneously. As they explore completely different market edges, the chance of correlation was low and my total equity curve was easier to handle.

All the warnings you have attached in this post, can influence the sizing of positions, so make sure you know from backtesting, what sizing and what drawdowns to expect ... Good luck ...