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Forums>StrategyQuant>Application Support>Crosschecks results: distribution histograms in Sys Param Permutations

  • #266654 |
    Customer
    109 Posts

    In the results of the Sys Param Permutations, I notice that the distribution histogram always shows the bars for the median (red) and my strategy (green) at full height. Does this mean that their values always have the highest frequency? That doesn’t seem likely.

    If that’s not the case, it would be helpful to see the frequency of my strategy’s values. IE: To know the true height of my strategy’s histogram bar. Is there a way to determine this?

    See the attached image, and please let me know.

    Also: if I am reading it incorrectly, do tell.

    Thanks

     

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    #266658
    Customer
    107 Posts

    I think, you should watch rather for the bottom values. It means:

    – the median is at 7.46
    – the strategy has appr. 37-38

    It means, that the strategy is probably curve-fitted. In ideal case, the green bar should not be bigger than 150% of the red bar (here appr. 1.5 x 7.46 = 11.2).

    Brg, Csaba

    #266663
    Customer
    109 Posts

    Thanks for your response.

    Yes, I always look at the bottom values and this is very curve fitted. I wouldn’t trade this. :-)

    I am just using it as an example to prove my point: that the frequency for such an outlier cannot be at 250.

    It bothers me that I cannot see the true distribution of the values, and see the frequency of my strategy’s values.

    I’d like to see how uniform the distribution is / is not, but now I’m beginning to wonder if it doesn’t matter as much.

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