Can you please confirm what exactly does the below explain?
SystemPerformance.AllTrades.TradesPerformance.RSquared
input1: trade logic for the strategy
input2: price of the underlying data
In other words, r2 by definition explains the proportional variability between Y and X variable. Is the Y in the above Price and X the trade logic for the price? Or is it something completely different.
In your guide https://ninjatrader.com/support/helpGuides/nt8/en-us/
It says,
{
// Print out the R2 value of all trades
Print("R-Squared is: " + SystemPerformance.AllTrades.TradesPerformance.RSqu ared);
}
Thank you
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