I found that the "optimize(0.00,0.001,0.01);" is the responsible for this message.

So, setting it up to a fix value of 0.01 gives an Anual Return of 732%. But there must be something wrong because when generating the Results Charts, it doesn't show them properly .

The script now looks like:

function run()
{
BarPeriod = 1440;

set (PARAMETERS);
vars A1 = series(priceClose(2));
vars A2 = series(priceClose(1));
vars A3 = series(price(0));
var percentage = 0.01;
var Vlr;

Vlr = A1[0] * percentage;



if (A1[0] < A2[0] and A3[0] < A1[0]-Vlr) enterLong();
if (A1[0] > A2[0] and A3[0] > A1[0]+Vlr) enterShort();

Stop = optimize(30, 20, 200)*PIP;
TakeProfit = optimize(500, 150, 700)*PIP;
ExitTime = 5;

}

and its results:

A1,A2,A3 Ar62% run..
Error 055: EUR/USD 2014 price history missing
BackTest: A1,A2,A3 Ar62% EUR/USD 2009..2014
Read A1,A2,A3 Ar62%_EURUSD.par
Profit 61$ MI 1$ DD 2$ Capital 7$
Trades 3 Win 67% Avg +267.7p Bars 4
AR 732% PF 30.89 SR 1.13 UI 1.7% Error 291%


Any clue why when clicking to Results don't show the charts with diferente values for optimization?

And then when adding the Walk Forward Analysis, "NumWFOCycles = 3;" it doesn't give results either:


A1,A2,A3 Ar62% run..
Error 055: EUR/USD 2014 price history missing
Walk-Forward Test: A1,A2,A3 Ar62% EUR/USD 2009..2014
Read A1,A2,A3 Ar62%_EURUSD_1.par A1,A2,A3 Ar62%_EURUSD_2.par

Is it due to the small number of trades that can not generate any statistics for Walk Forward Analysis and then it gives this message?