It is permissible to have shells in your open O/U when moving between stations 1 - 5. It is a Red Card (disqualification) safety violation to have a shell(s) in the gun when moving from station 5 to 1 -- just like it is in ATA/PITA. There is no warning/second chance with this: safety is taken extremely seriously.
The 2009 rules covering this are at www.issf.tv. In the upper left hand corner, click on rules. Warning: this is a 5mb (pdf)file. Alternatively, www.usashooting.com has it in a Microsoft Word file.
For a description on how a round is shot, see www.bunkershooting.com/tyro.html
I didn't realise that when shooting DTL in New Zealand you moved position after every shot. I assumed you shot 5 from each stand & then moved - as they do for DTL in the UK & Ireland. Why do you think the rules in NZ changed? What about in Australia?
The replies to the original post were reasonable answers to a question. I don't think anyone passed a comment about how much better or worse Olympic Trap is compared to ATA (or DTL for that matter).
Back on subject - the same rules as regards changing position after each shot & cartridges in the OPEN gun when moving from 1 through to 5, also apply to Universal Trap (a 5 trap version of OT); Double Trap & ABT.