If C.A.T. try to create an order, probably the BUY pool is not 0.
1. Is the pool 0.0 or not?

You need to check your ping-pong.If % GAIN is not > than BuyFee + SellFee you will have a loss.
2. Min % Gain is > than BuyFee + SellFee, so why do I have a loss?
3. Could you also address the question
https://bitcointalk.org/index.php?topic=507103.msg17340800#msg17340800about where I adjust what the minimum spread must be?
1 - Yes, i think 0.00000 is only a visualization problem, there are other number after the 5th zero : ex 0.00000XXX
2 - You need to check the % Gain from the Gain Tabs. As i said sometimes you could set 0.5 % Gain, but due to rounding routines have for example 0.45%
About this questions
Where do I adjust what the spread must be? It seems that C.A.T. takes the "Min % Guaranteed Gain" as the minimum spread. But then why is there an additional input field "Create Ping orders only if Market spread is"?
CAT use the Min % Gain as spread for the PONG Orders. It use the REFERENCE PRICE (PING PRICE) vs the Calculate Price.
The other option works for the PING Creation and it works using the buy/sell market spread.