I just discovered this site and have not started using Quantopian, so please forgive if I ask stupid questions, am posting in wrong place etc.
I generate several Z heat maps (X,Y, Z=performance) by varying the X and Y functions. I want to pick good X,Y functions, and their parameters, based on the heat maps.
A heat map with a smoother surface is better than a rough one. Also, one that separates high performance from low performance is paramount.
Any ideas on how to algorithmically use these two (or more) criteria to pick the "best" heat map?…