When I try WFO I have a strange error that you can reproduce using also the Workshop6_1 file. When you train the strategy it runs only over the first WFO cycle and so store only the first parameters (file workshop6_1_1.par): It doesn't train over the other cycles.
I attach the log file and here it is the error displayed. ... Run Workshop6_1.. Assets... Walk-Forward Test: Workshop6_1 portfolio 2004..2014 Read Workshop6_1_1.par Error 062: Can't open Workshop6_1_2.par (rt:2) Error 062: Can't open Workshop6_1_3.par (rt:2) Error 062: Can't open Workshop6_1_4.par (rt:2) Profit 795$ MI 15$ DD 394$ Capital 425$ Trades 557 Win 35% Avg +16.1p Bars 156 AR 42% PF 1.37 SR 0.79 UI 32% R2 0.20 Time 00:02:01
As usual i installed over c:\Zorro folder. Could please explain if it's a bug or only my error? thanks