Pattern information ratio values

Posted By: Fiber

Pattern information ratio values - 02/23/17 00:25

After generating patterns by function:

if(adviseLong(PATTERN+FAST+2,0,
priceHigh(2),priceLow(2),priceClose(2),
priceHigh(1),priceLow(1),priceClose(1),
priceHigh(1),priceLow(1),priceClose(1),
priceHigh(0),priceLow(0),priceClose(0)) > 0)

I found some pattern information ratio way beyond usual 0-150 range:
EBCAfDHKIGlJ 750000

Is it ok, or I should delete these few rules manually?
Posted By: jcl

Re: Pattern information ratio values - 02/24/17 16:53

This is ok. The information ratio is a ratio, meaning it can go up to infinity when the denominator goes down to zero. This can happen when there are patterns with similar returns.
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