In the Zorro manual, System variables/NumWFOCycles it says that any strategy should be retrained every 2..3 months:
When trading a walk-forward optimized strategy, re-train the last cycle perodically for making the strategy independent on parameter settings. For this, set SelectWFO and UpdateDays both to -1 and EndDate to 0 for updating the price data up to the current date. Every 2..3 months, click [Train]. A second Zorro instance will start, download the price data from the server and generate a new parameter, factor, and rule set. The trading Zorro instance will continue trading with the updated files.
Is this a rule of thumb that applies to any strategy?
