Topic: Question about R-Squared
Dear Mr. Popov,
The addition of R-Squared is a great improvement. However I have noticed many times weird (non linear) balance lines with very high r-squared values.
The following image illustrates it very well. The below strategy is clearly more linear than the one above it and has a lower r-squared value
Is this a normal behavior? Is there a way to make EAS filter-out the strategies that have such stepped appearance?
Thank you in advance for your help.