VectorVest 7

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VectorVest 7

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  1. I would like to create lists of stocks (watchlists) that I could then use when running Backtests, instead of Backtest selecting from the entire universe of stocks.

    12 votes

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    2 comments  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  2. ATR Stops are a great inclusion. So is Profit Locker. What I'd like is an ATR Profit Locker Trailing Stop, where instead of a fixed percentage Target and Stop, I could specify and ATR multiple target and Stop.

    11 votes

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    3 comments  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  3. %G/L is the only stop which allows taking a profit, why? RT<1 is a great stop, if I have a 50% Gain, I don't want to wait for the RT to go below one to be left with whatever profit may still be available, I want to take the 50% profit. Same applies to every stop in the program, why allow a good profit disappear by waiting to get stopped out? Is the name of the game taking profits or getting stopped out? This of course needs to be added in portfolios and backtest

    11 votes

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  4. Enable dividend income ( with or without franking credits ) to be included when backtesting

    10 votes

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  5. Can we please add the ability to use more than 1 stop criteria in Backtester. For eg, you can select 3 separate stop loss criteria in Backtester and whichever is first triggered on a particular day is the stop loss criteria that would be actioned on a particular stock. Thanks

    10 votes

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    2 comments  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  6. Backtests run over longer time periods, and graphed on the typical arithmetic scale, do not provide a satisfactorily visualization of the results. Significant moves in the early portion of the graph are "cramped" because the scale range must be increased to show later results.

    Example: Start w/ $100,000. A simple increase of 25% per year over 10 yrs requires an arithmetic range from $100,000 to $1,000,000. A significant increase of 10% ($10,000), early on, is only 10,000/900,000 = 1.1% of the scale -- totally undistinguishable from a visual standpoint. On a log scale the same 10% move from $100,000 to…

    9 votes

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  7. At the moment you cannot exit a position at the trailing stop but rather at the close or next days average, which is always higher or lower than the trailing stop. This is not an accurate representation of real life as normally the position would be closed at the trailing stop.

    9 votes

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  8. The AutoTester checkboxes for "Close any position when entering this situation" are not sufficient, when the signal includes a Neutral phase.

    When checked... When the signal transitions Up-Neutral-Up, positions entered on the first Up signal are closed on the second Up signal. This is also a problem, and unrealistic, for Down-Neutral-Down transitions.

    When unchecked... Transitions from Up(Neutral) to Down will not close long positions. Transitions from Down(Neutral) to Up will not close short (or long Contra) positions.

    A more realistic behavior is to close positions which were entered during the opposite signal. When the signal is Up, allow (optional) closure…

    8 votes

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    2 comments  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  9. Please add a Calmar Ratio column to the backtester. Currently the Calmar Ratio is shown in the situational report.

    8 votes

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  10. CREATE A BACKTEST ON TECH. INDICATORS EXAMPLE MACD RUN A TEST TO SEE HOW MANY WINNERS IT HAD ON A PARTICULAR STOCK AND TIME PERIOD MAYBE THAT AIN;T THE RIGHT INDICATOR FOR THAT PARTICULAR STOCK MAYBE A RSI WOULD WORK BETTER SO YOU SEE IF THE RSI WOULD WORK OR MAYBE ANOTHER INDICATOR UNTIL YOU FIND WHICH ONE PRODUCES THE BEST RESULTS

    8 votes

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  11. 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…

    7 votes

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

    7 votes

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  13. For my long stocks I would like to see an option in the Backtest as well as the Portfolio that automatically calculates the Dividend Yield and re-invests that yeild into the stock. I believe this will more accurately portray my portfolio and backtests, especially in my long searches/tests.

    7 votes

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  14. Right now can only do automated backtest using same Market Timing Signal, for example Confirmed Up and Confirmed Down.

    Right now can do MANUAL backtest of MIXED Market Timing Signals of Dew Down and Primary Up but would like MIXED Market Timing Signals to be AUTOMATED.

    6 votes

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  15. Backtester currently plots the equity curve, but we need a way to export the same data into Excel so that we can do further analyses in Excel to be able to do more through benchmark analyses as well as to be able to compare across different markets and indices. The data is already available and plotted. We just need to export it to a file -- just like what was already done for "Trade History". Please make this available ASAP. Thank you.

    6 votes

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  16. Take VV out of the DARK ages with Monte

    Typical Scenario

    Go to cash on a certain "sell" signal (or short) then buy the top x number of stocks from a given Unisearch based on a certain "buy" signal. But obviously, the top 5 stock by RT will be different to the top 5 by CI and so on an so forth, so you do another backtest sorted by CI and other by RT etc. However, one run of a Unisearch mechanic based on picking the top (say) 5 stocks using CI or RT etc may result in a freak…

    6 votes

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  17. Back Test Option to use and set as default - Buy at Next Day's Open and Sell at Next Day's Open. It would produce much more realistic results than the Same Day Closes we are currently using.

    6 votes

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  18. MTI the underline trend indicator is not considered as a market timing signal within the program, and so it can’t be used as a market timing signal for back testing and in a portfolio creation.

    The underline trend would be very useful for back testing and portfolio creation.

    Can this be included as a timing signal?

    5 votes

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  19. I just got your ProTrader Add On and so far in my back testing I'm not able to simulate the way I really try to trade. That is, if I buy on a MACD and DPO crossover I might want to stop out of the position on some combination of these ProTrader signals. Is there anything in the works or the pipeline to add such a feature to the Back Tester?

    5 votes

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  20. There are a range of ATR requests so this is to some extent duplication.
    VV currently offers the use of ATR as a stop in back tests with variables being the lookback period and ATR multiplyer. Can this facility be extended to allow plotting such stops on stock and index charts please?

    Please introduce the capability to use ATR as a calculted/custom field in Watch Lists, Viewers, Portfolios and Backtests.

    Can VectorVest implement the use of ATR volatility to generate volatility based position sizes for backtests and portfolio management.

    Much has been written about the importance of correct Position Sizing…

    5 votes

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