tks for the info.
The broker already provides me the continuous contract futures series.
Its associated asset name is "WDO$D".
The asset name for the current negotiated contract is "WDOK18".
I just need to train using WDO$D and trade using WDOK18.
I want to keep things simple.

I can change the script manually removing the optimize commands, assign the optimized values to the parameters, and change the asset name. But its a little more complicated when using machine learning.