Degrees Of Freedom - doesn't work, calculated value is always zero.
Degrees of Freedom is one of the most important metrics when optimizing and developing a system - if there is no 'space' for all the data demanded by the parameter calculations to exist freely withing the data set, then the strategy will fall apart in the real world.
Ideally, degrees of freedom should be >=95%, and preferably >=99%.
Currently , all strategies, at all stages without exception = 0% Degrees of Freedom. This is very worrying if true, which is why I am assuming this calculation simply isn't working.
Also, in the strategy quality ranking filters, Degrees of Freedom is set to minimize, with no ability to change this. This is wrong, it should be maximize.
Status changed from New to Fixed
In SQ Degrees of freedom is simply number of all configurable parameters the strategy has - minus Shift and boolean parameters.
Subject changed from [Build 114] Degrees Of Freedom - No Values (Still) - All strategies have 0% DF - and ranking is set to MINIMIZE it which is wrong to Degrees Of Freedom - No Values (Still) - All strategies have 0% DF - and ranking is set to MINIMIZE it which is wrong
Degrees of freedom by Pardo is something else. We might implement it in future, but please open nex task if you need it.