Hello James,
yes, it can generate strategies for all assets. I have shown the indexes with the recent Dow Jones course.
It is something from the settings you use or the acceptance criteria.
For example, try with SL and TP range from 100 to 100000, because the pips with the indexes are very big numbers.
If you keep it 10 to 100, this might stop the generator from finding strategies.
Just give it a big range, and see what are the values for SL and TP for the asset for your broker.
This is the thing that comes to my mind. If still not working, send me some screenshots.
Kind regards,
Petko A