Oh.. so in live trading, I have to Stop, change the assets list, then Train, and Trade again? Maybe this doesn't work in a way that I was envisioning.

I was thinking of writing a multi-asset portfolio strategy, with the ability to swap out assets on the fly using a control panel, without resetting the portfolio performance metrics like P&L, win rate, etc.

Is this possible? Or am I just better off running a single asset strategy on multiple instances of Zorro S, then doing portfolio analysis manually an offline?