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
