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% stagnation calculation is incorrect

Hi,

SQX 113 %stagnation for all sample time calculation is incorrect in case if from the start equity dives into negative. Once equity curve goes above 0 it calculates correct. Both filter and chart is incorrect.

Attachments
Screen Shot 2018-10-31 at 071409.png
Screen Shot 2018-10-31 at 071409.png
(170.98 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

G
#1

Globegains

31.10.2018 06:18

Task created

FD
#2

fdaprile

19.11.2018 04:00
Voted for this task.
FD
#3

fdaprile

19.11.2018 04:07

Please refer also to task sq4_2355 and sq4_2699.

This is a bug, which also appears above zero! 

Please fix it because Stagnation is a very important metric. 

Currently, it is not usable because it does sometime display a much smaller value (days) than truly the case. 

Both on chart and in Filters...

MF
#4

Mark Fric

19.11.2018 08:37

Priority changed from Normal to High

TB
#5

Tomas Brynda

19.11.2018 10:33

Status changed from New to Fixed

Votes: +1

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