Stuck again...
I trained the strategy with only global parameters (independent of any asset)
My error message:
myscript compiling.....................
Error 062: Can't open myscript_EURAUD_1.par (rt:2)
Error 044: Data\myscript_EURAUD_1.par not trained
The manual states:
...They are stored in Data\*.par. This file contains the parameters in the order they appear in the script. If the strategy does set up the asset itself, training generates different parameter files dependent on the asset selected in the [Asset] scrollbox.
This is my script stripped down to the crucial parts:
StartDate = 20120101;
EndDate = 20210101;
NumWFOCycles = 5;
NumCores = 4;
//set(STEPWISE);
set(PARAMETERS);
Spread = RollLong = RollShort = Commission = Slippage = 0;
var boring = optimize(0.5, 0.1, 2);
var atrfactor = optimize(1, 0.1, 20);
ccyReset();
for(listed_assets)
{
Name = Asset;
if(assetType(Name) != FOREX) continue;
asset(Name);
vars Prices = series(priceClose());
DominantCycle[str2int(Asset)] = 0.5*DominantPeriod(Prices,60); //96*15 = 1440
var Strength = ROC(Prices,1);
ccySet(Strength);
}
for(i=0; i<8; i++)
{
string Currency = myCurrency(i);
//cycle through single currencies
//determine, if I'm bullish or bearish the single currency
//find best counter currency based on currency strength
if(bullish) asset(findPair(Currency, 1));
if(bearish) asset(findPair(Currency, 0));
//check some other stuff
if(I want to trade)
{
for(current_trades) if(TradeIsAsset) return;
//don't trade if there is a trade running on this currency pair
//other trade related stuff
}
}