Same RSquared value for different series
Author: traderray
Creation Date: 5/17/2015 9:14 AM
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traderray

#1

5/17/2015 9:14 AM

I have the following script. While the 2 series of numbers are completely different, they return the same R Squared value. Any suggestions?

CODE:
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Eugene

#2

5/17/2015 9:56 AM

Actually, it's neither a RSquared specific issue nor a problem per se. Take any series e.g. RSI instead of RSquared and the result will be the same. I think the reason is Wealth-Lab making a shallow copy vs. deep copy. Your "a" and "b" series are identical. Define them uniquely and the value will be correct:

CODE:
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traderray

#3

5/17/2015 11:06 AM

As always, you have solved my problem. Thanks.
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Eugene

#4

5/17/2015 12:15 PM

Glad to have helped.
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