in reply to Re^2: Average Price Algorithm
in thread Average Price Algorithm
sum of absolute errors, I think, is what you mean. Otherwise your fitness function should always return 0 ;-)
You may be better off using one of the statistical error calculations (Portal:Statistics). IIRC (and stats was not my strong suit 15+ years ago, so apply salt as necessary), some of the more complex (well, more complex than summation anyway) error functions would give "better" results.
--MidLifeXis
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