@Cheulmen

I would not recommend using any script, where you do not fully understand what it does and its limitations. Testing after 2011 is very misleading, since its a period of great growth. In fact, in my personal opinion the script performs sub-optimal in the years 2008-2011. I suspect Z9 probably has similar trouble there (which is why its testing period "conveniently" starts in 2011). Long story short:

The Dual Momentum script I posted is not really intended to be traded live, but serves as a proof of concept first iteration, for others to use as a starting point and refine until you are satisfied with the performance. That would also involve figuring out all warning messages, understanding why they appear and fixing them if you think it is necessary.