Originally Posted By: Spirit
Peeking ahead means you use future information for trading. You cannot fix it by setting the asset before the script! laugh


Yes, you can, because when Zorro knows the asset can split correctly the cycles.
You can see the images attached up, the only change is the asset set.

And more: if you train the algo without setting the asset on the script , and set it before test, you donīt get trades, because test period OOS do not exists.

From the manual:

// calculate NumWFOCycles from the test period in days
// DataSplit and LookBack must be set before
function setWFO2(int daysTest)
{
asset(Asset); // requires NumBars, so asset must be set
int barsTest = daysTest * 1440/BarPeriod;