R^2 values greater than 1?

[emakon]

Hi,

I just optimized the builtin "Sample MA crossover" strategy using the "Optimze on" set to "R^2". When I set the Fast parameter values range from 10 to 21 I get results with R^2 values bigger than 1 in the results table. In the performance overview I see the more likely value ov below 1. Any ideas, is it a bug?

Regards,

Martin

[NinjaTrader_ChelseaB]

Hello Martin,

Thanks for your note on this. I am investigating and I will let you know what I find.

I appreciate your patience.

[emakon]

Hello Chelsea,

thanks for your support. I could test this issue on a new installed NinjaTrader of the latest version. Perhaps someone else can confirm.

Regards,

Martin

[emakon]

Hi Chelsea,

could you reproduce this error?

Regards,

Martin

[NinjaTrader_Jim]

Hello Martin,

I am just writing to let you know that we have been able to reproduce the behavior and report it.

I will be following up as this develops.

EDIT: The issue has been confirmed and a fix has been applied which can be found in the nest release of NinjaTrader (Version 20)

The ticketID that can be found in the Release Notes page of the Help Guide is NTEIGHT-13998

https://ninjatrader.com/support/helpGuides/nt8/release_notes.htm

Thanks for your patience.