RSquared(OOS) not calculated

RSquare OOS is not calculated.
Attachments
RSquare OOS.png
(281.79 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

r
#1

Loser

06.10.2022 16:27

Task created

b
#2

bentra

06.10.2022 17:58

Attachment Screenshot_227.png added

Screenshot_227.png
(10.20 KiB)
In the context of walk-forward, you need special WF stats. What you probably want to do is create a feature request for WF-RSquared. RSquared calculates fine in a standard OOS test.
E
#3

Emmanuel

07.10.2022 13:37
Voted for this task.
TT
#4

Tamas

13.10.2022 15:34

Status changed from New to Fixed

RSquared for OOS is calculated fine in build 136 dev 5. 


If you still have a problem with calculating the stat value please attach the strategy to reproduce the bug.


Votes: +1

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