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The 10 Most Recent Messages By gritton

Take me back to where I was.
  • Date: 4/25/17 10:19 AM
  • Number: 266246
  • Recommendations: 2
Looks like the symbols have changed to UWT and DWT.

Sort of. Actually, UWT/DWT were started by a different issuer, immediately as UWTI/DWTI were closed. They're based on the same index, so they act as if they were the same fund
  • Date: 4/20/17 10:03 AM
  • Number: 266214
  • Recommendations: 7
Congrats on this system, Jamie. I have only been following on paper, but if I am implementing correctly, it has done very well.

Wow, it's been a while since I've brought that one up. Yes, it's done well, but it can be
  • Date: 2/12/17 12:51 PM
  • Number: 265462
  • Recommendations: 22
Are there plans to create the other SP screens in

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
  • 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
  • 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, uses
  • 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.
  • 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 results would be based on?

That's the hope - though I
  • 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

  • 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
  • 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

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Take me back to where I was.
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