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The 10 Most Recent Messages By gritton

Take me back to where I was.
  • Date: 2/12/17 12:51 PM
  • Number: 265462
  • Recommendations: 22
Are there plans to create the other SP screens in Backtest.org?

There are. I've got the recipes for some of the missing screens and haven't put them in yet, and others I still need to
(Continued...)
  • Date: 1/29/17 2:03 PM
  • Number: 265315
  • Recommendations: 13
I'm confused as to how to use the current screen builder, is there anyway for me to port over my current gtr1 screens?

That's a tricky one to tell, as gtr1 uses a very different syntax to describe things. But once you're
(Continued...)
  • Date: 1/27/17 11:22 AM
  • Number: 265289
  • Recommendations: 1
How about MOO (market on open) trades? Then you could enter all your orders over the weekend at your leisure and get the next-open price like what the backtesters use.

Actually, backtest.org uses
(Continued...)
  • Date: 1/23/17 10:39 AM
  • Number: 265222
  • Recommendations: 11
Yeah, server troubles. I'm working on moving it from its current system of live+backup disks to a fully mirrored setup. The good news is it should be more robust when that's complete. The bad news is it may go down some more in the process.
(Continued...)
  • Date: 1/22/17 9:20 PM
  • Number: 265216
  • Recommendations: 5
So with this newly renovated system, the SI Rankings from Bill2M should in effect be the same (or very similar) as what backtest.org results would be based on?

That's the hope - though I
(Continued...)
  • Date: 1/22/17 1:21 PM
  • Number: 265214
  • Recommendations: 1
Are the symbols that you see in the results of the backtest the actual symbols or something contrived? In the backtest for 78RPM I see some symbols that are numeric:
6 Apr 2010 has as its first symbol 26834
3 Jan 2011 has 12675
same

(Continued...)
  • Date: 1/22/17 1:16 PM
  • Number: 265212
  • Recommendations: 2
Speaking of short screens, are the shown numbers a result of holding them long or short?

Those numbers are for running them long. Perhaps the "(short)" suffix isn't the best way to identify these screens, since that
(Continued...)
  • Date: 1/22/17 1:13 PM
  • Number: 265211
  • Recommendations: 5
I tried the High-Relative-Value screen from lohill's backtest Helper using 20 day and 21 day
rebalance periods and compared it to your monthly values. The CAGR are 28% and 20%. The yearly returns differ even more. Are the two screen codes

(Continued...)
  • Date: 1/22/17 1:06 PM
  • Number: 265210
  • Recommendations: 13
Two issues...one, can you let us know if you could use some help in financing your data source... we would be willing, for sure.

Fortunately the current data source isn't expensive. In fact, it's a much better deal than the
(Continued...)
  • Date: 1/21/17 6:11 PM
  • Number: 265193
  • Recommendations: 3
A couple of observations:
- an SOS screen appears to have snuck in
- it would be worthwhile to identify the short screens as such (Current Ratio, Dilution, Negative FCF, Mirror)


OK, short screens are properly sequestered. I
(Continued...)
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Take me back to where I was.
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