Is it possible to run an optimization on two parameters in a system like a slow moving MA and a fast moving MA and produce a 3D chart similar to the one produced by RINA in tradestation in Zorro?
If we can get Zorro to run optimization across all the selected parameter values and dump the numbers to a .txt file we can simply open it up in excel and analysis it in 3D mode or however best we see fit.
As far as I know current optimization in Zorro, takes the default value you selected for B when optimizing A and after that produce a 2D chart of Profit factor based on the steps from min to max of A giving the default value of B.
But it would also be nice if we can get 3 values in a sense. Starting with the min of B, Zorro does the current form of optimization for A, then steps up one, runs the same optimization for A giving the new value of B, steps up B one more runs the current form of optimization for A. So in the end we get 3 values, 1 for A, one for B and the profit factor and this gets written to a .txt file, we can import it into excel and do plateau analysis and similar stuff.