So as I read in the Zorro manual it manages its own Stop and TakeProfit, yet in this case it passes the stop to MT5 but not the TakeProfit. (BTW please will someone try it on their own machine and confirm they have the same issue using the martingale strategy on 1 minute BarPeriod?)

Also I didn't mention but this:
if(NumOpenTotal == 0) {
if(random() < 0)
enterShort();
else
enterLong();
Also seems to wait till the next bar.... That's also a bug in my opinion as you ought to have to program the wait till the next bar and normally checking for (NumOpenTotal == 0) ought to be on the next tick.....

STILL NO ANSWER on this issue yet just conjecture....