[R-SIG-Finance] quantstrat luxor.4, timespan optimization

[amarjit chandhial]

I am trying to get "luxor.4, luxor timespan paramset optimization" running.
In order to to do this:
(a) I run luxor.1, including timespan=.timespan in the 4 rules.
luxor.1 uses an include file which has
 .timespans <- c('T06:00/T10:00', 'T07:00/T11:00', 
'T08:00/T12:00', 'T09:00/T13:00', 'T10:00/T14:00', 'T11:00/T15:00', 
'T12:00/T16:00')
&
I have  .timespan = 'T06:00/T10:00' 
I then save strategy. 
(b) I run luxor.2 paramsets and save strategy. 
(c) I run luxor.4, the optimization, whereby I get the following results$tradeStats for the various  .timespans:
        r$param.combo Portfolio Symbol Num.Txns Num.Trades Net.Trading.PL Avg.Trade.PL Med.Trade.PL Largest.Winner Largest.Loser Gross.Profits Gross.Losses Std.Dev.Trade.PL Percent.Positive Percent.Negative Profit.Factor Avg.Win.Trade
GBPUSD  T06:00/T10:00    forex. GBPUSD        6          2           -502          149          149            354           -56           354          -56         289.9138               50               50      6.321429           354
GBPUSD1 T07:00/T11:00    forex. GBPUSD        6          2           -502          149          149            354           -56           354          -56         289.9138               50               50      6.321429           354
GBPUSD2 T08:00/T12:00    forex. GBPUSD        6          2           -502          149          149            354           -56           354          -56         289.9138               50               50      6.321429           354
GBPUSD3 T09:00/T13:00    forex. GBPUSD        6          2           -502          149          149            354           -56           354          -56         289.9138               50               50      6.321429           354
GBPUSD4 T10:00/T14:00    forex. GBPUSD        6          2           -502          149          149            354           -56           354          -56         289.9138               50               50      6.321429           354
GBPUSD5 T11:00/T15:00    forex. GBPUSD        6          2           -502          149          149            354           -56           354          -56         289.9138               50               50      6.321429           354
GBPUSD6 T12:00/T16:00    forex. GBPUSD        6          2           -502          149          149            354           -56           354          -56         289.9138               50               50      6.321429           354
        Med.Win.Trade Avg.Losing.Trade Med.Losing.Trade Avg.Daily.PL Med.Daily.PL Std.Dev.Daily.PL Ann.Sharpe Max.Drawdown Profit.To.Max.Draw Avg.WinLoss.Ratio Med.WinLoss.Ratio Max.Equity Min.Equity End.Equity
GBPUSD            354              -56              -56          149          149         289.9138   8.158638        -1712         -0.2932243          6.321429          6.321429       1040      -1000       -502
GBPUSD1           354              -56              -56          149          149         289.9138   8.158638        -1712         -0.2932243          6.321429          6.321429       1040      -1000       -502
GBPUSD2           354              -56              -56          149          149         289.9138   8.158638        -1712         -0.2932243          6.321429          6.321429       1040      -1000       -502
GBPUSD3           354              -56              -56          149          149         289.9138   8.158638        -1712         -0.2932243          6.321429          6.321429       1040      -1000       -502
GBPUSD4           354              -56              -56          149          149         289.9138   8.158638        -1712         -0.2932243          6.321429          6.321429       1040      -1000       -502
GBPUSD5           354              -56              -56          149          149         289.9138   8.158638        -1712         -0.2932243          6.321429          6.321429       1040      -1000       -502
GBPUSD6           354              -56              -56          149          149         289.9138   8.158638        -1712         -0.2932243          6.321429          6.321429       1040      -1000       -502
Well, no, as you can see I get *the same* results for the various times in .timespans.
These are the same tradeStats results for the vanilla luxor.1 strategy having put .timespan = 'T06:00/T10:00' in the 4 rules, 
So luxor.4 is trying to do an optimization but doesn't get past the .timespan value, to do the .timespans. That is so because if I follow the procedure for a different .timespan including a .timepsan=NULL, the script[s] will do the 'optimization' for that .timespan only, giving the same tradeStats repeated and not do for the remaining times. 
Advice/solution appreciated.
As said what I am, and probably lots of others reading this are after is:
A workflow giving
(1) simple vanilla stratgey (an MA or oscillator) 
(2) In-sample optimization of parameter(s) of simple strategy, Out-of-sample run
(3) periodic optimization & walk-forward procedure 
 with the right results.
Amarjit
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