Thanks Jcl,

I have some issues using this way because so i should change the code several time for my objective: I try to explain why (probably exist a better way to do).

I would like to implement a sort of complexity analisys in a similar way found on U.Jaekle, E.Tomasini book (Trading Systems. How to develop a trading strategy) - section 5.4 "Optimisation and over-fitting" in order to try to detect overfitting.

To implement this method I need to collect in-sample and out-sample performance for all optimization steps (every step you add a new parameter optimization).
I thought it was simple collect them on ZT with a single run (others sw do it) for each parameter optimization.

If it was so and I have, just to do an example 5 parameters, I could execute 5 run (as in TradeStation) and collect both in-sample and outsample performance for that optimization. But using ZT, and following your idea, I need to run 5*2 different steps to collect all the report that I need.

And I am asking too what method could I use for checking of in-sample and out-of-sample performance when I use the rolling WFO?

Anyway, if it is not possible doing this now on ZT, do you think that we can include this functionality on a next version?

thanks