JCL,

Objective() function returns 1 number.
I, however, want to use a more complex approach to selecting the best parameters in training.

- Is there a way to access trade/performance stats of each WFO cycle in one loop? and if yes - at which place in a script?
The alternative is to export them to a dataset in an objective() function...right?

- is there a way to oversample with different bar length(not only with BarOffset)? Can ALLCYCLE be used in any way for that?

- if one generates/overwrites *.par files manually - what is the correct approach/place in the script to do that?

- Can variables like BarPeriod/Lookback/DataSplit and NumWFOCycles be changed according to TotalCycle?

Thank you!