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Jim Dean

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Joined: 10/11/2012
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Subject : RE: Proprietary Strategies
Posted : 11/15/2012 5:41 PM
Post #22180 - In reply to #22174

Hi, Ed ...

I think we have nomenclature issues here. In all my "List" discussions here and in the other threads, I am referring to the FOCUS LISTS that the Strategy is processing, and the need for that to be dynamic - ie kept up to date for symbol-population each new day ... like your liquidity list.

The "HRE bar" thing was a shorthand way of saying that makeup of the focus-lists do not change across the historical simulation ... the symbols in the FL are determined by the logic applied "today" (Hard Right Edge) ... then those "today" symbols are used for the entire 12 years ... clearly not too good, for your "liquid stocks" list, for instance.

I hope that clears things up.
Deleting message 22180 : RE: Proprietary Strategies


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