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Investment Strategies / Mechanical Investing
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Author: Aussi 🐝  😊 😞
Number: of 3315 
Subject: GTR1 Help
Date: 12/03/2024 8:40 PM
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I have a VG -Horse version with a field that uses fcfps12mq1d.s. I think this field may have disappeared with the new data supplier, but GRT1 still runs with the field.

This fieldname is not listed when I use list:*.s I am unsure what the "d" refers to?

There is a field: fcfps12m.s

And also a field: fcfpsq1.s This field is for q1 but does not match the value for fcfps12mq1d.s

To try and solve the problem I ran a screen on the NAS100From the Command Translation

https://gtr1.net/2013/?nas100.a:et1:fcfps12mq1d.s:...

step0: [NASDAQ 100 Member; lag=0 days] == 1
step1: [SI (d) Free Cash Flow/Share - TTM Q1; lag=0 days] > -1e+08
step2: [SI Free Cash Flow/Share Q1; lag=0 days] > -1e+08
step3: [SI Free Cash Flow/Share 12m; lag=0 days] > -1e+08; Cash When None


Also VG-Horse has a field to exclude financials pref(if(trbc2.s=55,1,0),if(sector.s=7,1,0),if(fincd12.a=11,1,0))

When screener is used, financials are now included. I have tried to find the new field name for Sectors. SIPro says:

Sector


Data Table Name: IND_2_DIG

Data Category: Company Information

Field Type: 2-digit number

Percent Rank: No

Industry/Sector Median: Yes

So I would think the field name would be ind2dig.s However, it is not. I think trbc2.s now has the GICS codes. For instance, when I use trbc2.s =40 JP Morgan is included. This would be correct for GICS but not for trbc2.

I am not sure what this does for back testing as the field names have not changed but the values have changed.

Aussi




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