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Pattern information ratio values #464529
02/23/17 00:25
02/23/17 00:25
Joined: Dec 2016
Posts: 43
F
Fiber Offline OP
Newbie
Fiber  Offline OP
Newbie
F

Joined: Dec 2016
Posts: 43
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?

Re: Pattern information ratio values [Re: Fiber] #464542
02/24/17 16:53
02/24/17 16:53
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
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.


Moderated by  Petra 

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