I have a problem: when set LOGFILE and than open the Log folder, I find always the same files but not the ".txt" of the strategy where I setted LOGFILE. Why?
Thanks.

I believe that when you set the LOGFILE flag, following a test Zorro will write a CSV file named "testtrades.csv" and save it in the "Log" folder.

(LOGFILE causes Log/xxxtest.log and Log/xxxtrain.log to be produced, where xxx is the strategy name. Log/xxx.txt should be produced even without LOGFILE)

I suspect forexcoder's problem is related to UAC. The symptoms sound similar to this post, where the solution was to disable UAC. http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=437700.

GPEngine thanks very much!!