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Investment Strategies / Mechanical Investing
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Author: Aussi   😊 😞
Number: of 5822 
Subject: Re: Flaws in timing with GTR1
Date: 06/16/26 12:07 AM
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The screen referenced:

https://gtr1.net/2013/?~nas100%20top5%20with%20BCC...

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

I downloaded GSPC and checked for the current price/sma(1,325) <1. One instance was 20250403 GPSC =5396.52, sma91,325) = 5494.899

Using this value on 20250403, the portfolio should be sold on 20250404 and show zero stocks. The referenced screen shows stocks on 20250404 and going to zero stocks on 20250405 two days after the crossover.

You can use GTR1 to check the timing by using the screen:

https://gtr1.net/2013/?~nas100%20top5%20with%20BCC...

This screen uses the same timing system, but uses it as a step rather than an import. When you do a stock count, it goes to zero on 20250404 as expected.

I sugest, if you want the timing to be effective the next trading day to change the following:

lf-1lp-1h1::BCC:gt0:BCC:linear(1,ifgt(ratio(gprc(0),sma(0,325)),1,1,0)){U:{!GSPC}}

change gprc(1) to gprc(0) and change sma(1,325) to sma(0,325)

change imports(0,BCC,2,-1) to imports(0,BCC,0,0)

However, if you want a 2 day lag on the timing, ignore evryuthing I wrote.

Aussi


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