Hi,

As far as i am concerned, Zorro finds the best parameters for every algo/asset combination.

¿Is there a way i can obtain the best ones for the whole basket or even for every algo but for the whole basket again?

My point is to have a simple system over a basket of assets, where i apply it with the same parameters for all of them. Maybe not the optimal way of trading, but i am doing some research and i´d like to test it.