I uninstalled Zorro S 1.50.6 and reinstalled it and took the history from the download page.

When i take the code from the financial hacker blog an train and test it I can confirm, that I get the same result as you posted in your screenshot.

But when I modify that script and add the while(asset(loop("EUR/USD"))) construct, train and test I get a different result! This behavior is reproducible:

This code
Code:
var objective()
{
	return ((var)(NumWinLong+NumWinShort))/(NumLossLong+NumLossShort);
}


function run()
{
	BarPeriod = 5;
	LookBack = 100;
	NumWFOCycles = 20;
	NumCores = -1;
	
	set(BINARY);
	WinPayout = 75;
	LossPayout = 0;

	set(PARAMETERS);
	int TimePeriod = optimize(20,10,100);
	var Threshold = 0.01*(HH(TimePeriod)-LL(TimePeriod));

	while (asset(loop("EUR/USD")))
	{
		if(NumOpenLong+NumOpenShort == 0) 
		{
			LifeTime = 1;
			if(HH(TimePeriod) - priceClose() < Threshold)
				enterShort();
			else if(priceClose() - LL(TimePeriod) < Threshold)
				enterLong();
		}
	}
}


gives this result:

Code:
Walk-Forward Test: Test8 EUR/USD 2011..2016
[...]
Profit -5$  MI -0$  DD 16$  Capital 23$
Trades 493  Win 56.6%  Avg -0.1p  Bars 1
AR -5%  PF 0.98  SR -0.10  UI 74%  R2 0.00




When i now add the line assetList("AssetsFix.csv"); to the script and test again without training i get this code:

Code:
var objective()
{
	return ((var)(NumWinLong+NumWinShort))/(NumLossLong+NumLossShort);
}


function run()
{
	assetList("AssetsFix.csv");
	
	BarPeriod = 5;
	LookBack = 100;
	NumWFOCycles = 20;
	NumCores = -1;
	
	set(BINARY);
	WinPayout = 75;
	LossPayout = 0;

	set(PARAMETERS);
	int TimePeriod = optimize(20,10,100);
	var Threshold = 0.01*(HH(TimePeriod)-LL(TimePeriod));

	while (asset(loop("EUR/USD")))
	{
		if(NumOpenLong+NumOpenShort == 0) 
		{
			LifeTime = 1;
			if(HH(TimePeriod) - priceClose() < Threshold)
				enterShort();
			else if(priceClose() - LL(TimePeriod) < Threshold)
				enterLong();
		}
	}
}


With the following result:

Code:
Walk-Forward Test: Test8 EUR/USD 2011..2016
Account AssetsFix.csv 
[...]
Profit -103$  MI -2$  DD 104$  Capital 96$
Trades 493  Win 45.2%  Avg -2.4p  Bars 1
AR -24%  PF 0.62  SR -2.10  UI 100%  R2 0.87





I have described the steps to reproduce this behavior in detail. You should be able to copy the exact above code and reproduce it yourself.

Zorro is freshly installed and the history comes directly from the Zorro homepage so that can't be the issue here.

Last edited by trenki2; 10/31/16 17:06.