If you want to experiment with this strategy, here's another suggestion:
...
Try to run the system with different BarOffset values. With no BarOffset, Zorro starts daily bars at GMT midnight, so with BarOffset you can determine the minute into the day when the candle opens. If it's a seasonal effect, the system will only work within a certain BarOffset range that should be different for every currency. F.i. AUD/USD is mostly traded in the Sydney season and USD/CAD mostly in the New York season.
By using individual bar offsets per currency you can most likely get even more profit out of the system. Keep in mind to set BarOffset first before calling asset().
JCL,
In the code you have:
while(asset(loop("EUR/USD","AUD/USD","USD/CHF")))
How do you set BarOffset
before calling asset in it loop? Inside the while body you already called asset.
Thanks.
