As i understand, the optimization parameters are selected for robustness (by selecting the best average PF in the "neighborhood", not just at a single parameter value), from the Training a Strategy page (http://zorro-trader.com/manual/) - had a couple of questions -

1) If there are 2 parameters, does using a 2-dimensional map of Profit Factors to determine neighborhood of PFs improve robustness significantly, or is the two 1 dimensional maps (each of which contain the average PF for each dimension) a good approximation of robust neighborhoods?

2) What's the metric/formula used for selecting the robustness?
Is it something like
Robust Par1 = Max(Average(PF(i-1), PF(i), PF(i+1)) where i is the parameter step, assuming 10% steps => you're looking at a neighborhood of +/-10% of parameter range?

thanks
Kiran