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

Attached Files
Workshop6_1train.log.txt (111 downloads)
Workshop6_1train.log