Also you're using this one right?

Code
// Perfect martingale system ///////////////////

function run()
{
	set(PLOTNOW);
//	BarPeriod = 1440;
	BarPeriod = 1;
	Stop = TakeProfit = ATR(100);
	Lots = pow(2,LossStreakTotal); // the martingale formula...
	
// wait until last stop/profit target was hit
	if(NumOpenTotal == 0) {
		if(random() < 0)
			enterShort();
		else 
			enterLong();
	}	
}


I'm a new to Zorro as well but it looks like it only sets up SL and TP and should delegate this to broker - don't manage the trade itself.

Maybe there is some flag needed to set this up explicitly?