SQX 120 Win/Loss ratio and R Expectancy are zero when win rate is 100%

Hi,



This is similar to the profit factor issue (it being set to 5) in that for very good strategies with 100% win rate, the calculations of win / loss ratio and r expectency are zero.


If using these in ranking, good strategies appear at the bottom of the list or are rejected.


Obviously they cannot be set to infinity in this case, but they should be set to a large number (e.g. 99999) not zero. Zero makes them appear the worst possible strategies when they are clearly the best in many cases.


Thanks,


Mike



Attachments
SQX 120 win loss ratio and r expectency zero when win rate is 100 percent.png
(112.10 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

m
#1

mikeyc

04.05.2019 18:21

Task created

m
#2

mikeyc

09.05.2019 16:28
Voted for this task.
TT
#3

Tamas

26.08.2019 09:30

Status changed from New to Fixed

thanks for reporting, fixed

Votes: +1

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