I found new potential bug. After starting the train with multicore:
NumCores = -2; // use multiple cores (Zorro S only)
set(PARAMETERS );
StartDate = 2010;
EndDate = 2016;
BarPeriod = 30;
Capital = 10000;
DataSplit = 80;
LookBack = 600;
see picture - this is the same overnight - cannot finishing. Still running.
Milan
