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:

Code
neuraldebugpath <- paste0("D:/Zorro/Strategy/neural_debug.rda")


Just edit the path according to your needs.

End then you put this

Code
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.