Short screens

Submitted by Marius Kjeldahl on Fri, 2006-03-10 00:00

'The backtester has a method for working with short screens designed to also work in blends (mixing long and short screens). By making sure a screen ends with "_s" (underscore + s), the backtester will treat the screen as a short screen and reverse gains and losses for each period. So if the backtester reports a positive CAGR for a short screen it means you would have made money by following the screen

Add new comment

More information about text formats

Filtered HTML

  • Web page addresses and e-mail addresses turn into links automatically.
  • Syntax highlight code surrounded by the {syntaxhighlighter SPEC}...{/syntaxhighlighter} tags, where SPEC is a Syntaxhighlighter options string or class="OPTIONS" [title="the title"].
  • Allowed HTML tags: <a> <em> <strong> <cite> <blockquote> <code> <ul> <ol> <li> <dl> <dt> <dd> <h2> <h3>
  • Lines and paragraphs break automatically.

Plain text

  • No HTML tags allowed.
  • Web page addresses and e-mail addresses turn into links automatically.
  • Lines and paragraphs break automatically.
CAPTCHA
This question is for testing whether you are a human visitor and to prevent automated spam submissions.