BarryDTO’s Activity

Mon Jun 16

NL

Boards Post

BarryDTO replied to the Mechanical Investing board. 11:19 PM

Re: Long-Term Modeling

In the sum of ranks, I would expect to see a negative 0.15 weight applied.

For all the criteria ranked, I define each so that a positive weight is needed (and all the weights add to 1.00) -- this made it much easier to automate some [more]

NL

Boards Post

BarryDTO posted to the Mechanical Investing board. 4:07 PM

Long-Term Modeling

Robbie extended the coverage of his backtester to the 1920s recently ( http://boards.fool.com/gtr1-backtester-update-552014-3123752... ), and I thought I'd see if [more]

Wed Jun 4

NL

Boards Post

BarryDTO replied to the Mechanical Investing board. 10:55 AM

Re: RRSXG_DH_Vol_v21i broken by Yahoo change

It seems that Yahoo is now including dividends as a separte line in the price data (I'm guessing they didn't before), and that is tripping up the spreadsheet, particularly on RDS.B ...

The prior responses to this probably led to a [more]

Mon May 12

NL

Boards Post

BarryDTO replied to the Mechanical Investing board. 4:34 PM

Re: NH/NL signal crossover

Figure out how to run these combinations in the GTR1 backtester, with gSPY and scaled NH-NL, to see if they are close to results I'm getting and to get better risk statistics.

TechCzech,

I added the logic I showed earlier [more]

Wed May 7

NL

Boards Post

BarryDTO replied to the Mechanical Investing board. 12:21 PM

Re: NH/NL signal crossover

TechCzech said: I wrote this because as far as I know the GTR1 backtester doesn't provide a way to split the crossover values as I described, I'd love to find out I'm wrong about that.

With some help from Robbie on an earlier [more]

Mon Apr 7

NL

Boards Post

BarryDTO replied to the Mechanical Investing board. 12:21 PM

Re: Catching More Than Bear

In the original post of this thread, I saw the following two approaches providing similar results: ---- I changed the 9-day weighted moving average to a 9-day exponential moving average (EMA) of the NH and NL counts, then took a ratio of the two [more]

Sat Mar 29

NL

Boards Post

BarryDTO replied to the Mechanical Investing board. 3:04 PM

Re: Catching More Than Bear

Zeelotes shared that his definition of requiring "... that all three bear catchers agree" was:

1. The SELL date comes when all three are finally in agreement.
2. The BUY date comes when all three finally return to
[more]

Wed Mar 26

NL

Boards Post

BarryDTO posted to the Mechanical Investing board. 4:00 PM

Catching More Than Bear

(or Managing Expectations with Timing)

Robbie set up some pre-packaged timing tools in GTR1 and others have been looking at and discussing their performance. It reminded me of looking at one of the first timing approaches proposed here (by [more]

Mon Mar 24

NL

Boards Post

BarryDTO posted to the Mechanical Investing board. 12:22 PM

Managing Expectations

I started a little analysis a while ago in an attempt to put some numbers to the basic question "how much reduction in backtester results should I expect from a screen, measured over a moderately long period?" This post shows one way of [more]

CAPS Stats & Trivia

CAPS Player Rating < 20
Player Rank 0 out of 75001
Score 0.00
Score Change Today 0
Accuracy 0.00%
Active Picks 0
Total Picks 0
Best Pick ( 0)
Worst Pick ( 0)
Average Score per Pick 0.00
Charms Earned 0
Highest Rated Favorite No Favorites Selected
Go to BarryDTO’s CAPS page

Boards Stats & Trivia

Big red star, 1000 posts Old School Fool
Board Posts 1402
Recs Received 8490
People who have rec'd these posts 880
Recs to Posts Ratio (last 30 days) N/A
Threads Started 139
Threads Started Percentage 9.91 %
Most Frequent Board Mechanical Investing
Very First Post Re: 6/3 options on steroids (10/30/1999)
Percentage of Posts Rec'd 75.53 %
Show BarryDTO’s 10 Latest Posts