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Subject:  Re: YEY in GTR1 SI universe Date:  2/25/2013  4:29 AM
Author:  lholger Number:  241856 of 261226

Thank you for the suggestions mungofitch. One comment regarding this:

GTR1 has a cool facility for trying lots of different values for a
given parameter at the same time, have you tried that?

I assume you mean the "Shrink" feature? I suppose everyone knows this
already, but just in case there is someone else also learning GTR1:
I found a post 204352 from MainiacJoe which seems to describe the GTR1
"Shrink" feature. After reading that post I learned that you can also
test different values for more than one parameter in the same backtest.
In short, you can do this by:
(1) replacing the screen values of interest with param0, param1, ... up
    to paramN
(2) select the "Shrink" check-box in the top right corner of the GTR1 UI
(3) hit "Run backtest"
(4) insert the values for param0, param1, ... paramN to the 
    text-box that automatically opens when "Shrink" is selected 
    after "Run backtest" is hit.
(5) hit "Run backtest" again

So, for example, running the screen
with "Shrink" selected, and then copy-pasting the below list of value
pairs to the text-box will test different values of both "top N&