Jamie -IIRC you said you might rewrite the backtest engines. What about adding a feature whereby the user could select slots x through n in his backtest instead of slots 1 through n (the top "n" stocks)? IOW instead of testing stocks 1 through 3 the user could specify stocks 2 through 4?Never mind how much further down the data mine shaft this takes us :-)
I'm not opposed to the idea of having it in the backtester, but I think the idea of dropping the #1 stock is silly. It's just too hard to figure out if those poor #1s are real or not. How can we know?Remember, our screens really depend on the first steps to get a good base of stocks. The final sort is, in my opinion, a rough way to get the best stocks near the top. When the returns decrease as we go down positions, that means we might have a good final sort, but if the final sort just manages to get the best stocks in slots 1-5 instead of 6-10, I think we ought to be pretty happy with that, too.That's not to say I don't believe there might be something happening in real life to make #2 better than #1, but maybe not. Historical contingency and all that.Taking a bunch of #1 position stocks to make a portfolio feels better to me than taking a bunch of #2s. --Toast
What about adding a feature whereby the user could select slots x through n in his backtest instead of slots 1 through n (the top "n" stocks)?That can already be done. Here's SOS-Elan slots 2-5:http://gritton.org/ws/standard/?86990101SSkekcsspqrqesewpspwrsrwbwbdra7m7U25- Jamie
That can already be done. Here's SOS-Elan slots 2-5:*******I think he must be refering to Overlaps, i.e. Limit to x stocks.Jeff
I think he must be refering to Overlaps, i.e. Limit to x stocks.Thanks for clarifying, Jeff. Yes, I was referring to Overlap as well as Screen of Screens. I'm thinking it might be possible to test a user-specified range of slots from the final sort in SOS.
http://www.gritton.org/ws/sos/?86990101STpq27USTra14USTpw15USTke17U10m10l3It already is. See SoS K above
It already is. See SoS K aboveIt says "Limit to 3 stocks". The SOS instructions say "The totals for each stock are then sorted, and the highest limit stocks are chosen". Suppose I wanted to test slots 3 - 6 from the final sort?
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