From what I can tell, having Traded Z2 and Z12, they actually do start trading straight away. However in reality that means they sit there for a while watching the market waiting for their first move. Once the first entry condition is met, the first trade goes in. This can take a few hours or a few days. Then the next one follows and so on. As many trades will be losers and close early, there is a good chance your account goes backwards at first until enough trades are open and hopefully the winners have taken over. It can take a week or two for the strategy to be in full swing.

I would recommend to use a demo account and trade that one for a little while, that gives you the feel for things. You don't need Zorro S to trade a demo even with Z12. I use FXCM, you can set one up in a minute. Everything is the real deal, except for the money.

When it comes to risk management, I have been taking out half of the closed profits every week, as long as ther was some, and reinvested the other half. That is roughly in line with the square root rule, and boy, am I glad I did, because although Z12 has been very generous to me, it is just going through my first big drawdown for the last couple of weeks, but I know, should the CBI really hit the 0% mark, I will still be ahead. So yes, the square root rule is a good thing, it keeps you from becoming greedy, which is a very dangerous state to be in. Trust me, I learned the hard way, some years ago.

Enjoy, and hang in there for the ride. Oh, and never ever trade with money you can't afford to lose.