Thanks for your answer. So the parameters are 0.6 and 0.6... ok.

But I still don't get to make optimization work ok. When I start an optimization with this script, I only get "meaningful" results in the first step of the loop ("walk [1] parameter [1]"). In this only scenario I get
Code:
Parameter 1 Step 1: 0.00 => 0.22 2/0.


So, 0.22 is the "rank performance" given by the optimization, 2 are the winning trades, 0 the losing trades.

The rest of the steps in the optimization loop always give the results
Code:
Parameter X Step X: X.00 => 0.00 0/0.


Maybe some of the combinations could possibly not open any order. But NOT all, this is not the behavior in the "Test" phase without having Trained before.

After training, if I run a Test, an error emerges:

Code:
Login Oanda V1 demo..
!Account 777829 at UTC 25.01. 11:12
EUR/USD 2015 complete
USD/CHF 2015 complete
Logout.. ok
Walk-Forward Test: statArb5 portfolio 2015
Read statArb5_1.par
Error 030: asset EUR/USD missing in INITRUN. statArb5_2.par
Error 030: asset EUR/USD missing in INITRUN. statArb5_3.par statArb5_4.par statArb5_5.par statArb5_6.par statArb5_7.par statArb5_8.par statArb5_9.par
Profit -1021$  MI -186$  DD 1021$  Capital 2630$
Trades 44  Win 0.0%  Avg -6340.1p  Bars 39
AR -85%  PF 0.00  SR 0.00  UI 0%  R2 0.91


I think I am doing something not correctly. But I have done the optimization part in the same way as I have seen it in the manual... So I don't know where is my mistake.

Thanks for your efforts!