Yes, but in a normal market it is more likely to be positive slippage.
For it to be negative, price has to just touch the limit and immediately retreat.

The danger is during volatile markets. Zorro triggers everything on Ask, and Ask and Bid can spike, triggerring stops/limits. So, negative slippage is more likely on the Short entries.
Some brokers add "Order execution options" to prevent such situations. https://alpari.com/en/trading/ecn_settings/

Since Entry limits are not sent to the broker anyway, you will be better off tracking the price mid-point in the script and just sending a market order yourself.

Of course, if the game is to "catch" a guaranteed fill during the news release then you need real limit orders residing at the broker server.