i have two questions
1) What is this ratio? res / reg1.RMSE;
2) I do not understand what it does this piece of code:
s (i: i + N-1, 1) = -reg1.coeff (2). * S (i: i + N-1, 2);
Thank you very much for your time and for your cooperation.
I run the Algotrading1 and Algotrading2 with different data, but the result for the best ledlag is the same for different datas, such as 10:394 and 2:396.
why do my best estimators not change when I use different datas?