From the description in Help, it is not clear exactly how patterns are evaluated. IS Return field. Could you clarify this issue.
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Can you be specific about what is not clear?
They are evaluating by calculating the N-Bar market return during periods where the pattern had a hit. The patterns that had the highest return after N bars survive to the next generation.
What is being tested, a "Buy" entry or a "Sell" entry? What does the figure show: the percentage of profitable trades or the mathematical expectation? If mathematical expectation, then what "Money management" is used?
It’s simply calculating the percentage return. It’s showing the average percentage return of periods where the pattern hit compared to the average percentage return of all the data in the market tested.
It's not obvious to me what "percentage return" is. Please specify how exactly it is calculated. I did not understand in which direction the income is considered, in "Buy" or "Sell". Which "Money Management" is used?
Let’s assume the price at the current bar is 100. The price 5 bars in the future is 110. The 5-bar percentage return in this case is 10%.
Money management does not factor into this.
Money management does not factor into this.
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