[amibroker] Custom Metric - How to calculate R-squared of equity curve?

["ramoncummins" <ramoncummins@xxxxxxxxxxx>]

Hi there

I am trying to calculate the r-squared value of my equity curve using the custom backtester (this is a measure of goodness of 'fit' - basically so I can test for a nice smooth equity curve).

The generic r-squared formula is :

r-squared = Correlation(array1, array2, periods) ^ 2

However I don't know what arrays to pass this equation. One of the arrays will need to be the equity curve and the other just a counter type array - like barindex().  Any help very much appreciated, my experience using the custom backtester is very limited!

cheers

Ramon
  



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