I'm still tinkering around with this and have learned the following:

1) apparently it does matter -- Zorro wants the Assets.dta and AssetsFix.dta pairs to include the slash (ie, EUR/USD). When I attempted to train/test my strategy, it did manage to find the pairs when I had removed all the slashes from Assets.dta, but it then proceeded to add them back as additional instruments with the slash in the name. So I've reset the Assets.dta and AssetsFix.dta to include only the IBFX instruments, and all listed with the slash. Presumably, I need the translation code added to the top of the Zorro.mq4 script based on this.

2) however, now I'm confused. After updating the Assets.dta files and retraining/testing my script... it now shows dramatically different results (including an ulcer index over 2000% YIKES!) So it seems something is not right here. And it definitely has to do with this change to Assets.dta and AssetsFix.dta I believe -- I see no other changes to actual history files here.

Also, before changing the .dta files, I made a complete backup of the entire Zorro History folder. If I swap back in the old history folder, my script tests as expected. As soon as I swap back to the new .dta files, the performance gets screwy.

I'm attaching my BEFORE and AFTER .dta files here... maybe this will have some clues?

THANKS


EDIT: I'm attaching also results from a strategy I've been playing with from the forum... the ONLY change between these results is swapping the Assets.dta files... I'm "expecting" the results to be somewhat similar, but they're not.