Gamestudio Links
Zorro Links
Newest Posts
Data from CSV not parsed correctly
by dr_panther. 05/06/24 18:50
Help with plotting multiple ZigZag
by degenerate_762. 04/30/24 23:23
M1 Oversampling
by 11honza11. 04/30/24 08:16
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
4 registered members (AndrewAMD, TedMar, dr_panther, Ayumi), 1,072 guests, and 1 spider.
Key: Admin, Global Mod, Mod
Newest Members
firatv, wandaluciaia, Mega_Rod, EternallyCurious, howardR
19050 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
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: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
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 

Powered by UBB.threads™ PHP Forum Software 7.7.1