I tried an anchored walk forward test by setting the NumWFOCycles parameter to a negative number. The training run failed before starting with no error message. This is all that is printed to the message window:



This worked as expected:


But this failed without starting:


The same behavior was observed in two different scripts. Zorro S version 1.40.2. Am I missing something obvious, or is this a potential bug?

There is known bug regarded anchored wfo. Check the manual, maybe is related to you issue. Ciao

Can you provide a reference? There's nothing about a bug under the 'Train Mode' page, nor under the "NumWFOCycles" page.

Anyone else able to reproduce this possible bug?

I guess so, at least it was documented and fixed weeks ago. Look under "Bugs".

Thanks. Found it in the online version of the manual. I must really stop consulting the help that is included in the Zorro download.

The help included should be updated if you use the last zorro version, isnt it?

It's also in the help, but of course only after reporting the bug and not before it. It just depends on your Zorro version. The latest version can always be found under "beta" on the download page, and all known bugs are usually fixed in that version.