Thanks for jumping in, jcl.
Where do I get History.c? it's not in my Zorro/Strategy folder, or any of the script archives at FH.
I just changed the StartDate and EndDate to [2012-2015] in the Zorro OptionsSimple.c script and the results were different between the downloaded SPYa and the newly generated SPY_SimOptions. The [2012-2015] is in the middle of the time range, so the date should be the same - right? Unless the SPY.t6 that was downloaded now is some how different than when you created SPYa last year?
Or, could it be that I'm using a newer version of R (3.4.3) than when you generated SPYa a year ago?
Thanks!