If EUR/JPY is not in your .fac I guess Zorro can't do anything else but to skip trades with this asset when using OptimalF as a factor to create margins. If the asset/algo is not found its OptimalF will be regarded as 0 I think.
Next question is why EUR/JPY is missing, don't you have the historical prices (EURJPY_X.bar files in your history folder)?

Here is my .fac, interesting to see slightly differences in the OptimalFs, apparently we use different historical prices:
Code:
EUR/JPY             .999  6.12   32/12    43.0
EUR/JPY:L           .999  8.29   20/5     25.6
EUR/JPY:S           .999  4.55   12/7     17.4
EUR/USD             .651  2.82   32/17    22.4
EUR/USD:L           .999  3.64    9/6      7.4
EUR/USD:S           .555  2.58   23/11    14.9
GBP/USD             .414  1.73   28/19    12.2
GBP/USD:L           .000  0.99   11/11    -0.1
GBP/USD:S           .579  2.67   17/8     12.4
USD/CAD             .000  0.55   17/22    -5.9
USD/CAD:L           .000  0.59   14/15    -3.9
USD/CAD:S           .000  0.42    3/7     -2.0
USD/CHF             .999  1.99   26/21    11.6
USD/CHF:L           .999  1.80   18/9      6.8
USD/CHF:S           .999  2.49    8/12     4.8
USD/JPY             .875  2.87   28/20    16.6
USD/JPY:L           .999  4.44   24/12    18.9
USD/JPY:S           .000  0.33    4/8     -2.3


Ah ... I just saw the content of your .par file:

Code:
EUR/JPY 10 40 100=> 0.000

EUR/JPY could not be optimized too, seems that you really miss its history.

Last edited by Sphin; 11/07/15 18:44.