I'm trying to identify the proper time that a live trading strategy should be re-Train'd, so that it continues in the same way that it was Train'd during simulation. Can you please confirm that I am doing this correctly:

My strategy uses the following:
Code:
StartDate = 20080101;
EndDate = 20140122;
DataSplit = 70;
NumWFOCycles = 11;


Here is what the Performance report says:
Code:
Simulation period   04.01.2008-22.01.2014
Test period         26.02.2009-22.01.2014
WFO test cycles     10 x 5947 bars (25 weeks)
Training cycles     11 x 13876 bars (59 weeks)


My understanding is that Zorro performs 11 WFO cycles, but saves the last cycle to be used for the current trading period (such as live trading).

Since I use DataSplit 70, it means that 30% of the history data during simulation was used for the out-of-sample testing. Therefore, for trading a bot that begins at exactly the time period ending after the EndDate, I believe I would be looking for a time period of 30% of 1/11th of the total span of time used.

If I ask Wolfram Alpha for the time span from 04.01.2008-22.01.2014, it tells me that it is 2210 days.

So 2210 days / 11 cycles = 201 days per cycle. 30% of that is 60 days. Therefore, my thinking is that this particular bot should be re-Train'd every ~60 days, to stay consistent with the Train regimen that was used during simulation.

Can you please verify I have calculated this correctly? Is there a better way to handle re-Train operations?
Thank you