Hi jcl. I haven't seen this discussed in the manual, so thought I'd mention it as a potential addition, assuming I'm understanding correctly?

It appears the AssetsFix.dta included with Zorro is in EUR. If one's account is in a different currency, this leads to inaccurate Test results. In the case of a USD account, the Test results seem to be 10% or so too optimistic due to understated Margin, and whatever else.

The solution is after install or upgrade to run Download to get an Assets.dta in the account's currency, and then copy Assets.dta to AssetsFix.dta before Testing.

HTH.