All the examples on Zorro ML examples than I found (Financial Hacker or Robot Wealth) uses:
WFOPeriod = 252*24; // 1 year
But without set the asset before. I run two "train and test" on the same algo, first setting the asset on the slider and the second on the script, the results are very differents
This explains why when set the DataHorizon correctly I get no trades. Are the "succesfull" examples peeking on the future?