Skip to content
New issue

Have a question about this project? # for a free GitHub account to open an issue and contact its maintainers and the community.

#

By clicking “#”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? # to your account

Jump to bottom

Missing information in readme #37

Open
Palleri opened this issue Dec 11, 2024 · 1 comment
Open

Missing information in readme #37

Palleri opened this issue Dec 11, 2024 · 1 comment

Comments

@Palleri
Copy link

Palleri commented Dec 11, 2024

Hi, what is the threshold for failure or warning.
I cannot find it anywhere,

Did a test recently and the P value was as high as 1.6
The EWM mean was as high as 0.49
Didnt get a warning at this stage.
@nberktumer
Copy link
Owner

adjusted_ewm_mean >= 0.38 && (adjusted_ewm_mean >= 0.78 || adjusted_ewm_mean >= rolling_mean_diff)
Above statement is the threshold for a failure.

# for free to join this conversation on GitHub. Already have an account? # to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@Palleri @nberktumer