What is your question?

I want to optimize my system in several markets at the same time, and that the optimizer looks for a single set of parameters for all markets
not one for each
can you show me some code?
Thanks for your answer

Can you give me an example of code that does what you do not expect/want and explain what you expect/want instead?

For instance, the algorithm below optimizes a couple of parameters (TimeFactor and Coef) in the EUR/USD, GBP/USD and AUD/USD symbols. As a result, the best couple of parameters is 3.45 and 2.90 in EUR/USD, 3.64 and 8.01 in GBP/USD, and 3.59 and 8.10 in AUD/USD.
However, if my code would run as I want, we would obtain the same parameters for the 3 symbols (for example, 3.5 and 5 for EUR/USD, GBP/USD and AUD/USD markets). This is an example of multi-symbol algorithm. In this way the optimization look for the same set of parameter for different markets in order to get the best trading results combining the same algorithm with the same parameters in different markets.


function run()
{
set(LOGFILE);
set(PARAMETERS);

StartDate=2018;
NumYears=1;

BarPeriod = 60;
LookBack = 100*5;

while( asset( loop("EUR/USD","GBP/USD","AUD/USD") ) )
{
var TimeFactor = optimize(3,1,5,1);
var Coef = optimize(3,1,10,1);

vars Price = series(price(0));
vars MA1 = series(SMA(Price,30));
vars MA2 = series(SMA(Price,30*TimeFactor));

Stop = Coef*ATR(10);

if(crossOver(MA1,MA2))
enterLong();
else if(crossUnder(MA1,MA2))
enterShort();
}
}

You move your optimize() calls to outside of the while asset loop. Now instead of six optimized variables, you get two optimized variables, which will then be common to all assets.

I try whit this code, nevertheless it keeps throwing me 6 parameters
Could you help me correcting the fragment and sending it to me?

function run()
{
set(LOGFILE);
set(PARAMETERS);

StartDate=2018;
NumYears=1;

BarPeriod = 60;
LookBack = 100*5;

var TimeFactor = optimize(3,1,5,1);
var Coef = optimize(3,1,10,1);

while( asset( loop("EUR/USD","GBP/USD","AUD/USD") ) )
{
vars Price = series(price(0));
vars MA1 = series(SMA(Price,30));
vars MA2 = series(SMA(Price,30*TimeFactor));

Stop = Coef*ATR(10);

if(crossOver(MA1,MA2))
enterLong();
else if(crossUnder(MA1,MA2))
enterShort();
}
}

Thanks a lot for your time, I hope to reward you

I forgot to mention - you need to eliminate the loop() call. For that, you can load an asset list and use one of the asset loops instead:
https://manual.zorro-project.com/fortrades.htm

Sorry, I've been in zorro for two days and I can't find the function correctly, would you do me the immense favor of editing the code in the right way, thanks you

function run()
{
set(LOGFILE);
set(PARAMETERS);

StartDate=2018;
NumYears=1;

BarPeriod = 60;
LookBack = 100*5;

var TimeFactor = optimize(3,1,5,1);
var Coef = optimize(3,1,10,1);

while( asset( loop("EUR/USD","GBP/USD","AUD/USD") ) )
{
vars Price = series(price(0));
vars MA1 = series(SMA(Price,30));
vars MA2 = series(SMA(Price,30*TimeFactor));

Stop = Coef*ATR(10);

if(crossOver(MA1,MA2))
enterLong();
else if(crossUnder(MA1,MA2))
enterShort();
}
}