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VectorVest 7

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VectorVest 7

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  1. Adding a purchasing window to the backtester the same as it shows in Portfolio Setup would allow more accurate backtesting of our strategy.

    2 votes

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  2. I run some backtests repeatedly using the same start and end dates, but I get different results when I rerun the tests on different days. I would like to see a DATE RUN field. This would also allow me to weed out old backtests and find recent ones that I may want to rerun or modify.

    3 votes

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  3. It would be powerful to create our own backtester UP and DOWN signals instead of using the existing VV signals. The VV signals are good but it would be nice to use the DEW UP signal AND some other technical signal.Or as an example a cerrtain candle located 20% below the 20ma.

    5 votes

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  4. With hundreds searches, newbies & others need a short-list of best performing searches for different market conditions and trading-investing styles. Even with current categories, there are often a myriad of searches and a daunting task for new subscribers and other subscribers to wade through the long list of searches, as well as decipher the cryptic search descriptions.

    VV HQ has both the expertise and back-testing systems to perform tests to find the best performing searches and create a short-list (1-3) searches for different market conditions, as well as styles of trading-investing.

    Our local user group is often asked so what…

    9 votes

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  5. 2 votes

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  6. If we were able to use a period of time as a stop criteria for the back tester we could rebalance our portfolio on a weekly or monthly basis with the current top stocks from a search. Any stocks that dropped from the top ten list would be sold and new replacements would be purchased from the current top ten stocks in the search.

    3 votes

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  7. Hi. Quite often, when the market is about to head lower, the folks who give the Daily Color Guard presentations talk about tightening up your stops. However, the backtester doesn't allow for this option, other than doing it manually, which would be really tedious for any extended length of backtest. In addition to Buy Long, Sell Short, Go to Cash, or No Action, it would be extremely helpful to have the option of tightening the stops on what's currently in your portfolio. Thanks!

    3 votes

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  8. Seems like it would be more accurate if VV7 back tester used Price - Actual instead of price for stocks that have split.

    Would have to add fields for actual close, open, high, and low price so that VV7 could get an actual average price (Next Day’s Average) or actual open price (Next Day’s Open) for back tester.

    Example: Low priced stocks that have split have a higher price but the price actual is the actual low price of the stock before it split. Back tester uses the higher split adjusted price when calculating initial cost. In most cases this…

    1 vote

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  9. When back testing an idea be able to say I only want to buy if the market is up on a particular day. This would be in a confirmed up condition. If it was a confirmed up condition and the market was down on a given day, I might want to refrain from buying on that day. Same for a down market - I might not want to short on an up day.

    2 votes

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  10. want to change the color of the % gain/loss, CROR, ARR and other backtest results

    9 votes

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  11. Right now your stop criteria for RT is set to a firm "<" criteria. The problem is that this assumes that everyone using VV is trend trading. But, if I want to use Low/High swing trading, then it could be valuable to set RT criteria to STOP when it is ">=" x.

    For example, if I want to buy a stock when the RT is low (maybe crossing above 1) and then sell it when RT reaches 1.10. That would be a very useful stop.

    so really, the user should be able to set whether they want > or <…

    1 vote

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  12. At this moment it appears that there is no way to run a backtest that will start with only a cash position and select stocks based on a specific timing signal.

    Customer support tells me that I have run a back test using a set of stocks and enter trades myself.

    Moreover I cannot seem to be able to identify which stocks would have been chosen when a timing signal criteria was satisfied.

    1 vote

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  13. Create stop loss for a portfolio, not just stocks in portfolio. This may help reduce drawdown.

    1 vote

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  14. I would like the back tester to fill sell orders based on a percentage of volume.

    For example if the volume for the day was 1 million shares and the test owns 4 million shares when a stop is met I would like it to only sell a reasonable amount based on volume. Even if it takes a few days.

    2 votes

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  15. A trading system that works for a $100,000 portfolio may not work well for a $10,000 portfolio. Suppose you usually want to backtest using an account size and commission rate that match your own account. Right now you have to change these account values each time you run a backtest. If the user could set different default values (instead of the current defaults of $100,000 account size and $9.95 per trade), it would save time and effort when running a series of backtests. Thanks!

    2 votes

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  16. Dr.Dilido advocates waiting until 1 hour after exchange open before buying/selling in order to allow any frenzies to be revealed and/or to assess market trend. However, Dr.Dilido's guidance is not reflected as an option in the back-test simulations, instead it has only to buy at market open...contrary to Dilido's advice. Please include an additional option to simulate with a one-hour delay and then to follow simulation rules. Thanks

    2 votes

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  17. A time-stop is the point in time when you will sell the stock if it does not rise or decline as expected. Adding a time stop as a secondary stop criteria (along with existing stops such as Gain/Loss, ProfitLocker, etc.) would be beneficial in developing trading systems. Check out http://www.stockdisciplines.com/time-stops for more information on time stops.

    2 votes

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  18. BackTest while using Portfolio inputs. Need capability to use the entered data from portfolio to run tests from different time periods. Meaning if my portfolio was built in 2010 - 2012, I want to test various time period combinations from 2010 to present using actual purchased data, not generic inputs. This keeps my backtest results more accurate based on current asset weighting.

    1 vote

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  19. dividends greatly impact performance, otherwise, present system
    displayed not accurate.

    3 votes

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  20. i would very much like to have available a minimum of 30 days intraday data for backtesting, 5 days of data is not sufficient for successful backtesting. this will allow me to stay a vectorvest customer. thank you

    2 votes

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