set(FACTORS);
NumWFOCycles = 1;
NumTrainCycles = 1;

works perfectly, indeed, the manual is your best friend

although, maybe there could be an example, how train in trainmode the factors and in trade / test select execution of the trade based on a positive optIF factor.

https://www.zorro-trader.com/manual/en/mode.htm
FACTORS
[Train] mode: generate OptimalF capital allocation factors and store them in Data/*.fac. [Test] / [Trade] mode: load OptimalF factors for allocating capital. If this flag is not set, all OptimalF factors are 1.

-->> Does it mean that in Train mode the factors are also always 1 in order to generate them?

Looks like... the following works fine... Factors are generated, in test and live mode assets that are bad for the algo are omitted.

if(OptimalFShort > 0)
enterShort();