Forex Software — Strange/wrong(?) R-Squared value

Re: Strange/wrong(?) R-Squared value

null@example.com (Popov) — Thu, 05 Jan 2023 10:50:29 +0000

My only explanation is that the effect appears when the values are lower.
It looks like for the higher profits the R-squared values are more conservative.

Re: Strange/wrong(?) R-Squared value

null@example.com (geektrader) — Sun, 18 Dec 2022 02:32:28 +0000

I´ve compared them and it makes no real difference:

Re: Strange/wrong(?) R-Squared value

null@example.com (Popov) — Thu, 15 Dec 2022 11:33:52 +0000

Yes, exactly. I wan to see if the Express Generator formula works better for the same data.

Re: Strange/wrong(?) R-Squared value

null@example.com (geektrader) — Wed, 14 Dec 2022 11:53:34 +0000

Hi Mr. Popov,

the strategy was 100% generated in EA Studio. But I can re-evaluate it in Express Generator if that helps anything?

Re: Strange/wrong(?) R-Squared value

null@example.com (Popov) — Wed, 14 Dec 2022 09:59:38 +0000

Hello GeekTrader,

Thank you for the report!

Please check the questionable strategy in Express Generator with the same data.
The R-squared formula in Express Generator is calculated on the scaled balance chart in order to prevent overloading on higher number of bars.

Let's see the result and will decide what to do.

Strange/wrong(?) R-Squared value

null@example.com (geektrader) — Tue, 13 Dec 2022 23:37:36 +0000

Hi Mr. Popov,

please take a look at this screenshot:

It´s odd that the second strategy, which deviates so much from the ideal (red) line, still has a very high R-Squared value of >98, just like the other strategies (where it seems correct). Is this a bug or a calculation issue of the R-Squared? I´ve attached the strategy.

Thank you :-)