Hi,
How can I train a strategy using a certain asset history, and trade using a different asset?
The idea is to train using a continuous historic data and trade future contract with expiration date.
tks,
jm

You can construct a continuous futures series using contract data.

Documentation on futures, options, and futures-options contracts can be found here:
http://www.zorro-trader.com/manual/en/contract.htm

tks for the info.
The broker already provides me the continuous contract futures series.
Its associated asset name is "WDO$D".
The asset name for the current negotiated contract is "WDOK18".
I just need to train using WDO$D and trade using WDOK18.
I want to keep things simple.

I can change the script manually removing the optimize commands, assign the optimized values to the parameters, and change the asset name. But its a little more complicated when using machine learning.

Who's your broker, and which plugin are you using?

I trade Brazilian market. The broker's name is XP.
I use Metatrader 5 with MT4/5 plugin.

As far as I know (according to Support), Zorro doesn't provide any out-of-the box functionality to construct a continuous futures contract. My idea was to construct it manually using Zorro's datasets. If you know a better way, could you please share your thoughts?

Manually is exactly what I meant.

for the pourpose to train on asset WDO$D and trade on asset WDOK18, would does this work??

asset("WDO$D");
vars PriceCloseWDO = series(priceClose());
Parameter = optimize(...);
var Signals[2];
Signals0 = signal generation based on Parameter and PriceCloseWDO ...
Signals1 = signal generation based on Parameter and PriceCloseWDO ...
bool BuySig = adviseLong(DTREE,0,Signals,2) > 0;
bool SellSig = adviseShort(DTREE,0,Signals,2) > 0;

if(is(TRADEMODE)) asset("WDOK18");
if(BuySig) enterLong();
if(SellSig) exitLong();

Edit asset name in .par file, and change name of .par file. Or copy paste content between .par files.
Same for .c files if using ML.

Thanks fiber,

"I can change the script manually removing the optimize commands, assign the optimized values to the parameters, and change the asset name. But its a little more complicated when using machine learning."

I'm already doing this. It's prone to errors.
But could have a straightforward way.