I have been trying to update the result for the example screen from this link which only has data only up to 2007-12-31:http://members.iinet.net.au/~rgeary/example.htmlto the end of 2012 even try to use:http://gtr1.backtest.org/2011/but even by copy past of each step in each field does not run.Any way to use the link of the examples for 2007 which update to 2012?Thank you for your help
Many/most of them will run if you take the URL for the "Jamie Gritton's form entry" linkfrom the examples page, change the "backtest.org/" in the URL to be "backtest.org/2011/" then loading the changed URL.Some fields don't have data up to date, so they won't run.For those, try changing the 2007 to 2009 in the URL.That works for most screens up to March 2011. Not yesterday, but more interesting than ending December 2007.Jim
Jim, Thank you for the reply.For example on the example list:Silver_Parachuteafter copy each step from gtr1.backtest.org/to http://gtr1.backtest.org/2011/you will get the following response from the tester: Share URL: aprc(1)gt5:av10.a:1gt10000:Yield:al10:dspo:gt126:trp(1,126)tn20:Yield:linear(100,pref(ratio(dpsind.s,sprc(0,1)),ratio(dviq1.c,cprc(0,1))))Download SpreadsheetCommandfield0=aprc:1field1=av10.a:1field2=dspofield3=trp:1,126field4=sprc:0,1field5=cprc:0,1field6=dpsind.sfield7=ratio:field6,field4field8=dviq1.cfield9=ratio:field8,field5field10=pref:field7,field9field11=linear:100,field10Yield:field11step0=field0gt5step1=field1gt10000step2=field11al10step3=field2gt126step4=field3tn20Backtest Engine FeedbackUnable to read-open gtoc.c for field5Check field file availability via command argument 'list'.Clock: 8Command TranslationResults END OF THE OUTPUT.
Sorry click submit too fast.Even changing http://gtr1.backtest.org/2011/to http://gtr1.backtest.org/2009/in URL you still will get the same out come.What am I doing wrong?Thanks
I think the cprc and the other field with .c won't work, Robbie found a bug in a recent data update and removed it some time ago. I couldn't find Robbie's post on the subject just now, it was a while ago.You can take those lines out or replace them with sipro or vl equivalents. I think (without trying it) that this would work, except the backtest is only valid over the timeframe for which SiPro data is available:field0=aprc:1field1=av10.a:1field2=dspofield3=trp:1,126field4=sprc:0,1field5=dpsind.sfield6=ratio:field5,field4field7=linear:100,field6Yield:field7step0=field0gt5step1=field1gt10000step2=field7al10step3=field2gt126step4=field3tn20Mark
This post http://boards.fool.com/i-have-added-1397-si-pro-field-files-... and this one http://boards.fool.com/all-standard-edition-vl-data-has-been... mention the CpiT data problem. It means that the earliest date you can start a SI backtest is 1997, you cannot extend it further back in time using the CpiT data. A lot of the GTR1 code examples, like what you posted, still have the code in them to extend the backtest using that data, so they bomb out.Mark
Mark, Thank you for the help.I have reduced the YIELD definition to take out the Cpit data.Here is what I get for the simply form. I hope it is still with in the original meaning of the screen.http://gtr1.backtest.org/2011/?aprc(1)gt5:av10.a:1gt10000:Yi... Share URL: aprc(1)gt5:av10.a:1gt10000:Yield:al10:dspo:gt126:trp(1,126)tn20:Yield:linear(100,ratio(dpsind.s,sprc(0,1)))Download SpreadsheetCommandfield0=aprc:1field1=av10.a:1field2=dspofield3=trp:1,126field4=sprc:0,1field5=dpsind.sfield6=ratio:field5,field4field7=linear:100,field6Yield:field7step0=field0gt5step1=field1gt10000step2=field7al10step3=field2gt126step4=field3tn20Backtest Engine FeedbackDefault start=19970902 used.Default end=20130221 used.Default hold=20 used.Default rskintvl=20 used.Default risk=g (GSD) used.Default friction=1 used.Default rebaln=1 used.Default lag=1 used.lag=1 overriden: field4=sprc:0,1Default lag=1 applied: field5=dpsind.sSteps have been re-ordered for performance optimization:step0step1step3step2step4Clock: 17Command TranslationCreate [Yield]: [100*[[SI Dividend - Indicated; lag=1 days]/[daily SI-adjusted Price; share_lag=0 days; quote_lag=1 days]]]step0: [Actual closing Price; share_lag=1 days; quote_lag=1 days] > 5step1: [Actual Average daily Vol 10d; lag=1 days] > 10000step2: [Yield] >= 10step3: [mkt Days Since security Opened for purchase] > 126step4: [Total Return % over 126 days; lag=1 days] Top param0; Long, Cash When FewerHolding period = 20 mkt days; Fully rebalance every 1 periods Please note the Bolded [Yield] reduction.
Here is the return & stat for the top 10 Avg Min Max SDCAGR: 25.395527 21.765739 28.578817 1.661624TR: 3212.235107 1968.554443 4679.658691 651.736023GSD(20 25.339422 24.177359 26.372925 0.589920DD(20) 15.709821 14.711261 16.914816 0.579240MDD: -57.820965 -63.409294 -50.324261 3.298944UI(20) 13.491442 11.124134 15.909194 1.242647Sharpe 1.020918 0.876843 1.126703 0.059899Beta 0.705510 0.663250 0.749680 0.024255TI(20) 32.538109 27.450571 35.664974 2.062640AT: 5.817807 5.676056 5.928230 0.073099
Avg Min Max SDCAGR: 25.395527 21.765739 28.578817 1.661624TR: 3212.235107 1968.554443 4679.658691 651.736023GSD(20 25.339422 24.177359 26.372925 0.589920DD(20) 15.709821 14.711261 16.914816 0.579240MDD: -57.820965 -63.409294 -50.324261 3.298944UI(20) 13.491442 11.124134 15.909194 1.242647Sharpe 1.020918 0.876843 1.126703 0.059899Beta 0.705510 0.663250 0.749680 0.024255TI(20) 32.538109 27.450571 35.664974 2.062640AT: 5.817807 5.676056 5.928230 0.073099
field0=aprc:1field1=av10.a:1field2=dspofield3=trp:1,126field4=sprc:0,1field5=dpsind.sfield6=ratio:field5,field4field7=linear:100,field6Yield:field7step0=field0gt5step1=field1gt10000step2=field7al10step3=field2gt126step4=field3tn20I see two words in English here, field and Yield. Not what I would call user friendly.DB2
I see two words in English here, field and Yield. Not what I would call user friendly.GTR1 fits in perfectly with mechanical investing...it takes a little effort, and so keeps most people away. The code is easy to read if you've gone over Robbie's posts. No different than Radiscreen IMO.aprc=actual price, av10.a=10 day volume, dspo=days since available for purchase, trp=total return percentage, sprc=sipro price, dpsind=dividend per share indicated, fields with .s are sipro, .v are valueline, .c are CpiT...The GTR1 glossary is somewhat out of date, I guess, but most of what you need is there.And now you can generate picks with GTR1! If you haven't used GTR1, you're missing out, it is just amazing what you can do.Mark
Here is the return & stat for the top 10 Avg Min Max SDCAGR: 25.395527 21.765739 28.578817 1.661624TR: 3212.235107 1968.554443 4679.658691 651.736023...Can you get this output from the GTR1 directly? How?
Can you get this output from the GTR1 directly? How?yes need to use the blend version. You can get to blend by clicking on any "variant" hyper link number after you run your screenin:http://gtr1.backtest.orgto get to:http://gtr1.backtest.org/2011/blend.cgithen run the same screen again.Syvash
Mark,How long do you think it would take the average person to learn?
How long do you think it would take the average person to learn?Someone already familiar with mechanical investing, and backtesting on the other backtesters, can learn GTR1 in a few months of off-and-on again effort, I suppose.There are a few steps to learning it, I think. First, you've got to read all of Robbie's posts on GTR1 to give you a general background of how it works and what it is doing, and the changes through the last few years. Then, pick your favorite screen that you already understand from VL or SiPro, and search this board for posts that others have made with GTR1 translations.Finally, work through the translation, using the glossary at http://members.iinet.net.au/~rgeary/glossary.html. Read any posts having to do with the translation of that screen. There will be many nuances to understand, so you have to work through a number of screens and follow discussions here.Mark
Thanks. That was just what I was looking for. A structured way to learn it. As I understand it, modifying existing screens is probably enough in terms of what you need to learn.
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