I've read about the need for periodically training strategies to improve & maintain their robustness.

I am running a demo using Z2nfa and the train button is deactivated. Does it not work because it's running a demo, or because it's using Z2, or does it only work in Zorro S?

It does only work in Zorro S because the Z strategies are executables. They can be run, but not generated or trained with the free version.

However, normally every Zorro update comes with new training data for the Z systems, so user training is not necessary.

jcl,

Is there a list somewhere of all the differences between the Free Zorro and Zorro S? I am not complaining that the free version has limitations, but from a learning standpoint it would help me avoid trying to figure out features that are not included. It would also highlight all of the benefits of upgrading to Zorro S.

When I begin writing my own Zorro scripts I will need to test them and also train them, right? For testing while running a demo account on my free Zorro I assume I should wait until the weekend trading break, so I won't interrupt trading? Since I won't have the ability to train my strategies, I guess that I should just assume whatever results I get will improve after I upgrade to "S" and train them?
I recall that the training is said to improve "robustness", but not necessarily profitability. Are the robustness improvements measurable? Is there a rating or grade for it that should be a goal to achieve or maintain?

thanks,

There are only two main limitations of the free Zorro version. You can not earn more than $30000 per year because we believe that's enough. And you can not use it for selling scam robots. The technical limitations are in place for enforcing those two rules. You can find a list under "restrictions".

Yes, you should definitely train your own strategies. A good Sharpe ratio and a low Ulcer Index are proxies of robustness. Robustness itself can not be really measured - it also depends a lot of the code inside your strategy. The less conditions are used for trade signals, the more robust is it normally.