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No. of Recommendations: 2
One problem is that the turnover is quite low, so you might end up with the issue that the picks on the first day get stuck there for a very long time.
Since the (one) first day is a bit of a random thing, you're doing a lot of testing on what was picked that day.
Since the way the GTR1 backtester works, I believe it does the test for the maximum possible period, and only reports on the subset date range you ask for if that's different.
So, you can't pick a later date and get some variation by having a different starting slate of picks via a different start date.


In the "Hold & Sell/Close Conditions" section, place

linear(1,ord(1),-1,date2ord(20071231)) <= 0

in the "Close all liquid …" box. This will force a new set of picks on the date selected.

The 20071231 can be revise to any date.

Craig
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