You should use
DebugViewDebugView to see what Zorro is actually sending to the R session.
Another cool trick is to put this file at the beginning of the R script:
neuraldebugpath <- paste0("D:/Zorro/Strategy/neural_debug.rda")
Just edit the path according to your needs.
End then you put this
save.image(neuraldebugpath)
right at the beginning of your neural.train function in the R script.
Then you can use RStudio to see what's really going on under the hood. You just need to learn about the <- and the <<- operator and global / local variables in R.