Hi everyone,

I would like to know what kind of algorithm is zorro using for parameter optimization. Is it a genetic algorithm or maybe is another metahuristic?

For me it is important in order to understand how optimization works and not seeing it as a black box.

Thanks in advance!

A good point to start is Training a strategy in the manual.
Its not genetic for sure, and I have read something somewhere that basically zorro look for the best hill within the objective function results.
One recommendation dig into the manual. There are a lot of info even its not as easy find them sometimes.

Ciao

Thanks MatPed for your reply,

Yes I have read the manual to use the optimize algorithm and I don't have problem of how to use it. My doubt was what kind of algo zorro was using (in the manual I could not find it). As you know there are many kind of algorithms, genetic algo is very robust in their method of parameter searching but it takes much time to run.

cheers