Post #2185 by lizgdal on the Mechanical Investing board

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (16)

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 1

To generate the daily values per screen, which of the cycle (start date) columns from GTR1 did you pick, or did you just average all of the 20?

I averaged the 21 cycles (I used 21 day holds) using a python script. Using average 21-bar returns would be a better approach, and so need to update the python code.

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (16)

Prev | Next

Announcements

Mechanical Investing FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.