I'm doing multicore WFO training and for reasons I cannot figure out, Zorro in some circumstances fails to append the correct asset name from the drop-down selection to the .par file, crashing the Test run when Zorro doesn't find the parameter file it needs.
I can recreate it consistently with the below code example and the attached asset list.
function run(){
LookBack = 200;
set(PARAMETERS,TESTNOW,PLOTNOW);
NumCores = 10;
NumWFOCycles = 10;
assetList("AssetsFXView");
var* Close = series(priceClose());
var* sma = series(SMA(Close, optimize(100,50,200,50)));
if(peak(sma)){
enterShort();
}
if(valley(sma)){
enterLong();
}
}
Steps: Select EUR/USD from the selection box, train the script and it will work as expected. Then select EUR/GBP and train again, the subsequent test run fails on my end. Zorro looks for .par files that weren't created because it saved the trained parameters under the *old* asset name EUR/USD instead of the currently selected.
- Disabling multicore training also gets rid of the error and the training works correctly again. So it must be related to that somehow.
- I can't recreate the error with any pair of assets but the above listed EUR/USD and EUR/GBP always fail for instance, but there are other examples.
- I cannot replicate the behavior with the default asset lists I've tried so far. I can't see anything wrong with the attached list though. I've been using it without issue for other purposes.
- Looking in the Data folder, I can see that Zorro correctly saves the first .par file with _1 in it, but the subsequent ones are saved under the wrong asset name.