Subject: Re: Flaws in timing with GTR1
You can use GTR1 to check the timing by using the screen:

It's the same screen. If you repost the right one I'll grab the data and analyse it.


...may not be performing the timing that is intended. It is using a 2 day lag.

I don't think the exact lag is important. You are just comparing " 'round about now" to "waaay back when". Today, yesterday, a couple of days ago, whatever. Just so long as you aren't using today's close to decide what to do today. We are making a coarse decision anyway -- the signal generated just before trade day determines if we are IN or OUT for the entire month.

Jim has suggested comparing the current 5 day average with the 5 day average NN days ago instead of using the instantaneous prices.

When the comparison is right at the cutoff, that's when any little wiggle can change the signal. Which is a good reason to add some hysteresis, a small difference between the sell & buy thresholds.