This example shows the results of a simple moving average cross-over strategy, and it attempts to identify the best moving averages to maximize the sharpe value.
Based on these backtests, here are most optimized parameters for this strategy, when trading AAPL during the specified time-frame:
Short moving average = 25 days
Long moving average = 70 days
This is a really powerful tool, that I can't wait to optimize my other algorithms with!