Hi everyone,
my strategy uses assetloop or asset() for trading with different assets.

If I change the asset in the asset-scrollbox the test-results change significant.

How can I avoid this, respectively what is the impact of the selection in the scroll-box for real trading?

Thanks for every hint.

I have same results changing the assets slider. Sorry I can not help

Thanks for your answer!

I suggest that the difference comes from different tradeing-times of the assets. That's the only reason I can imagine. F.i. GER30 is open from 08:00 to 22:00, XAU/USD from 00:00 to 22:45.

I select one of the largest periods, XAU/USD, and this gives the best results too. I hope in real-trading this doesn't matter.

I do not undertand. Take workshop 6.2 script, train it, than attach to different assets and move the period slider as you want. You should have the same results. Do you?

This may result from my concept: I analyze the prices back to 2009 and I need exact times for this analysis. This fails when the "price-stream" is out of order.
It seems to me, that this happens when changing the asset-scrollbox.

My strategy is a little bit "strange", I don't use built-in functions ...

Thanks for your ideas. I wish you a nice coding.

The asset scrollbox only matters when you set no assets in the first run of your script.

Important hint! Indeed I set no asset in the INITRUN.

I will test this. Thanks.

....

I run an empty assetloop in INITRUN. Tests were successfully. Thank you, jcl, your great.