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VectorVest 7

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VectorVest 7

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  1. 2 votes

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  2. 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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  3. I would like to see an stop option for a close below a highest stop for long positions and above a lowest stop for short positions. This would have to be coupled with a rule that the buy/sell price does not violate the stop criteria

    1 vote

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  4. Can you take all the Back Test settings from all the strategy presentations and place them in one convenient place on the web site or the VectorVest platform? It would make it easier to find the Back
    Test settings.

    1 vote

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

    9 votes

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  6. Since I am very new I am not talking about the VectorVes7t system, I am talking about the envelope around the system.
    One of the biggest shortcoming is the inability for the end user to produce printouts. I am trying to learn the system and printouts of various subjects would really help me a lot.
    I would be very happy to see an improvement in that area.

    1 vote

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  7. 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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  8. Our User Group discovered that the Stop Price used for stop ascending sorts is based on the Split-Adjusted Stock Price, not the Actual Stock Price. This distorts the back tests done with such searches.

    Let's take an example. If you run stop ascending search on February 19, 2010, the number two stock that pops up on the list is VFC, and that is one of the stocks that the back tester would have bought on the following Monday if you started using this system on 2/19/10. If you graph it, you will see a Stop Price on that date for…

    1 vote

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  9. When back test done, if the stock listed in bse and nse, same stocks is selected from both nse and bse. it should take only one exchange. in simple avoid adding same scrip twice in back test search. today when I did one test I found sks micro selected both from bse and nse out of 10 stocks

    1 vote

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  10. Since these were very bad years it would be nice to see what a backtest would look like using the Midas Touch watchlist for these years. Today the watchlist only shows stocks back through 2009.

    1 vote

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  11. I would like to see in the Bactester the following: now the backtester is created on DAILY basis.

    I ask you to give me the choice also for the Backtest WEEKLY and END OF WEEK, like I see in GRAPH-item.

    2 votes

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

    3 votes

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  13. Please put an option in the autotester "other settings" screen for a 1% of portfolio value limit per position.

    1 vote

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  14. 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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  15. In the Reports section of the Backtester, under Summary report, there are 2 pie charts that are nicely supplied showing:
    a) Current Positions by Symbol and
    b) Current positions by Industry
    These are great to ensure diversification but I wonder- for easier comparison if:
    -you could match the colors so that the stock and sector it belongs to are the same color. It would be quicker and easier to read- apple to apples?
    Many thanks for the consideration

    1 vote

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  16. USING THE CONFIRM UP WITH A PORTFOLIO USING STOP 25% GAIN &10% LOSS ON THE UP SIGNAL. ON THE CONFIRM DOWN USING THE SAME PORTFOLIO DON'T BUY NEW POSITIONS BUT DON'T SELL JUST TIGHTEN MY STOP TO 10% GAIN & 5% LOSS AS EXAMPLE. THANKS

    2 votes

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  17. It would be great to see an index or the VVC graph alongside a back-test result graph so that we can see how our idea performed against the market at the time of the back-test. That would give more depth/proof to the back-test I'm thinking.
    Thanks
    Heather

    1 vote

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  18. Allow user “custom field definitions” to be used as stop criteria in BackTester.

    1 vote

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  19. I have run many different backtests and would like to be able to export the summary lines and manipulate the data in Excel so I can make graphs of the performance parameters and visualize which methodologies are most effective.

    1 vote

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  20. To help clubs judge the variance between daily monitoring/action on stop positions and just deciding at dates of meetings

    1 vote

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