I set the end date to be about the same time as the original post, 28-09-2012. Then using the same number of years and WFO cycles I trained and tested the script. Attached is the equity chart I got and the original posters chart. Despite the code being the same, it is clear that Zorro is trading differently. You can see this during the period around the start of 2010. The OPs chart shows a group of trades held until near the end of the trend in about June. My charts exits them all about a month earlier. Is anyone aware of changes to Zorro that would make such a difference? Is there a mode I need to set?

Original:


My chart:


I changed the series variable declarations to reflect the manual, i.e. vars VariableName rather than var *VariableName. This had no affect, so I assume either is correct syntax. Also I changed the mode line to just set(PARAMETERS); I have also tried training with TICKS flag set. No difference, just took longer.