Walk Forward Stability Calculation Error - 2,147,483,647
Yearly Avg.Profit, Yearly Avg. Return, CAGR, Daily Avg. Profit, Monthly Avg, Profit for (WF Optimization, WF Stability) all give exactly the same value 2147483647%. This is true for any and every strategy.
"The number 2,147,483,647 (or hexadecimal 7FFF,FFFF16) is the maximum positive value for a 32-bit signed binary integer in computing. It is therefore the maximum value for variables declared as integers (e.g., as int) in many programming languages, and the maximum possible score, money, etc. for many video games. The appearance of the number often reflects an error, overflow condition, or missing value"
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Votes +5
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
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N
MF
IH
FS
Votes: +5
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