I believe that error means you probably need a bigger Lookback value. If you're not setting Lookback, Zorro cannot always set it automatically during an optimize. Usually when I'm not sure I set it to 500. It needs to cover the max required for your highest optimize range (for example if you are optimizing SMA() and the highest value was 100, then I believe you'd need a minimum 100 Lookback value)
A too small lookback value would normally give a different error message. But without seeing what you did in your code to get that error, it's only speculation. The first thing to do when you get error messages is looking for mistakes in your code. Optimizing the trail slope alone is obviously not a mistake, so you have to look again.
Re: 5 bar reversal strategy
[Re: jcl]
#430019 09/22/1314:3109/22/1314:31