the symmetry column does not calculate well

the symmetry column does not calculate well.



see attachment.

Attachments
symmetry.jpg
(294.48 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

j
#1

jmtc1230

23.05.2018 16:56

Task created

h
#2

hankeys

24.05.2018 08:12
you know what is symmetry? its relationship between long trades and short trades...this picture proves nothing


if the strategy will be only long/short - symmetry 0

if the strategy is on the one side lossy - symmetry 0

j
#3

jmtc1230

24.05.2018 11:37
Well then I guess that raises a new question of why are most of the strategies completely stacked either to the long or to the short instead of with some amount of distribution between them.   I just haven’t seen this before in version three.  
MF
#4

Mark Fric

25.05.2018 15:35
you are right, this is not normal. I'll investigate it.

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