I do not really understand the randomly opened trade issue. You do not open them randomly, you open them always. Thats just how training works. The more trades, the better the training. The example uses classification, but the method is the same for regression.

Your multi asset optimizing does probably not work because loop() is missing. And Script renaming has no effect until the parameters are stored. They go into a single file. Look up loop() in the manual and check out workshop 6, which you can use as a template. If you want many files for some reason, either train all assets separately, or write a script to split the .par file into many.