Metric Fitness and person coefficient
7 replies
binhsir
2 years ago #271098
I’m currently trying out GSB (another strategy building software). There is a Person correlation coefficient indicator (a value of 0-1, which describes the correlation between strategy capital curve and the straight line). Is there a similar indicator in SQ? What indicator is it?
What is the calculation formula of fitness in SQ? Why is fitness less than 1 even though computing from net profit is configured in ranking? Has it been standardized?
Bin
tomas262
2 years ago #271102
Hello,
we have a similar metric called “Stability” which reflects linearity of the equity curve. Closer to 1 it is straighter the equity line. The value oscillates between -1 and +1
binhsir
2 years ago #271114
Thanks, I knew stability’s meaning.
But another question, the calculation fomula of fitness? Is it can be defined myself?
Bin
tomas262
2 years ago #271122
On the Ranking tab in Builder you choose the fitness criteria. You use predefined or build your own using the “Custom” mode
binhsir
2 years ago #271513
It may be a problem with my English expression. Yes, I know how to use custom fitness to rank the building strategies, and I also know that stablity = person Correlation coefficient. Restate my final question: When I select weighted fitness (ex:only check Net profit), but in the strategy result databank, I see that the fitness of all strategies is less than 1, and the net profit should be much greater than 1. Why?<span style=”color: #404048; font-family: ‘Open Sans’, -apple-system, blinkmacsystemfont, ‘Segoe UI’, roboto, helvetica, arial, sans-serif; font-size: 15px;”>Has it been standardized? </span>
Bin
binhsir
2 years ago #271514
It may be a problem with my English expression. Yes, I know how to use custom fitness to rank the building strategies, and I also know that stablity = person Correlation coefficient. Restate my final question: When I select weighted fitness (ex:only check Net profit), but in the strategy result databank, I see that the fitness of all strategies is less than 1, and the net profit should be much greater than 1. Why?Has it been standardized?
Bin
tomas262
2 years ago #271554
Cute Seal
2 years ago #273942
Yes, I know how to use custom fitness to rank the building strategies, and I also know that stablity = person Correlation coefficient. mcdvoice
Yes, I know how to use custom fitness to rank the building strategies, and I also know that stablity = person Correlation coefficient.
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