Zorro Trader has a very nice feature that allows us to take a closer look at the effect of the parameters we are trying to optimize on the performance of our algorithmic trading strategy. Sure, the
optimize()function can pick an optimal value for us, but it would be nice if we could get some insight into the decision process, and get a better understanding of what makes a robust parameter. The parameter chart for the optimization of our simple moving average formation period is in the picture above. Let’s see how we can generate such a chart, and what we can learn from it!