Maybe another way I could ask that question is:

Is spread taken into account during Training? (at the time that PF and OptF are generated)

If not, is there a way to force the (real) spread during Training? I know I can hardcode the spread with spread=X but I want it to use the real spread from AssetsFix.dta for each asset.

The reason why is that I want to be able to prospect in the universe of assets to see which other assets could be profitable, after WFO, using the exact parameters of a formerly-optimized asset. For example, if EURUSD works well, I want to know if the identical settings can also work with USDCAD... but I need to take into account the current spread for each asset. I want to base success on either the OptF or PF readings, which are produced during the WFO cycle.

THANKS