It depends on the used algorithm. The PERCEPTRON learning algorithm is pretty simple, you can look it up in Wikipedia. The DTREE algorithm is more complex. It iterates through the sets of signals and finds the signal values with the lowest information entropy. This is then used to split the set in a profitable and a non profitable part, then the process continues with the parts. The algo can be found in books about machine learning.
The next Zorro version will contain a third algorithm for classifying and finding profitable price patterns. This is useful for price action trading.
