Hi

I will try by reducing the step but it is not that tight.
The step is 25 for the period of indicators and 0.1 for stop and entry which is like 10% in this case.

I use several algos as well.

In the manual it is mention that the train can take several hours in case of a complex portfolio so I thought that is it normal that it last 15 hours or so. I optimize 8 parameters per algo ( 4 for long and 4 for short positions ) and I have 13 algos, 32 assets and 5 WFO and NumYears = 2 with the RECALCULATE flag.
Since I have defined different ways to enter and exit the trades, that script has different versions which I need to train as well. So if one has 10 scripts and each needs 10 hours of train time. Then 100 hours. Thats why I thought about a computer network or something similar. The Z12 needs several hours of training as well.
There is nothing extraordinady in the script. Maybe that I use 22 series instead of using just var in many cases. I will reduce this number and see what happens and post it here. If it remain the same, then I may have a bug and post some code over here.

I also notice that the execution speed by using the timer function is 0.001ms if I use the script of the tutorial. If I introduce the algo function in bettween the timer and the myfunction calls then the time is around 0.32 ms per algo. Is that too long?