VectorVest 7

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VectorVest 7

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  1. I think it's a great idea to run backtests on an RT kicker combo strategy "S&P500 Stop Asc/Contra ETFs", and list this as a model portfolio and include it in the Daily Color Guard discussion. This is important since we are not allowed to short stocks in an IRA account, but are allowed to buy contra ETFs.

    5 votes

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  2. Add option to use end of day instead of intraday in backtests for replacing stocks

    5 votes

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  3. This would bring the power of unisearch to the backtest automation rules.

    5 votes

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  4. add a button to the backtest list screen that will copy the list and data to the computer clipboard as a table. this will allow it to be imported into an excel file or any other document ie MS word, wordpad, notepad, etc.

    5 votes

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  5. The existing backtest tools in Vectorvest are plagued by Survivorship Bias. This makes it impossible to get an accurate simulation of the expected future statistical performance of a strategy based on historical data, because the historical data becomes more and more inaccurate the further back in time you go in the backtest.

    Even if you restrict your backtest search Universe to the 500 stocks in the S&P 500 Watchlist, that too is inaccurate. The 500 components contained within the actual S&P 500 varies from year to year. A committee meets each year and retires certain components and adds replacements.

    A…

    4 votes

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  6. The true test of an investment process is its success over time. A one shot test of a process may or may not function well in other time periods. The Derby will tell what is working this moment. While that is of value I would like to discover if a process that is suitable to my risk parameters works over time.

    4 votes

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  7. 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.

    4 votes

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  8. Can we add into Backtester a stop functionality whereby a stop is triggered when a Stock's Price (low, high, open or close as selected by the user) crosses above/below (as selected by the user) a Moving Average (EMA, MA etc as selected by the user) please?

    4 votes

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  9. I day trade stocks entering at market open based on previous days closing signals and close today 15 minutes before market closes, win or lose. Repeat the next day. I cannot seem to make the backtest module replicate this process. I decide on bullish or bearish positions based on my own proprietary market direction signals not VV calls. I would like to test a search by putting my start and end date for bull or bear move in backtester, then have the backtester buy previous day's search results at market open price today and close all positions at market close…

    4 votes

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  10. Current BackTest tool down not allow to select MACD as market timing signal. Please add it in BackTest tool.

    4 votes

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  11. UniSearch allows many options for selecting individual stocks during backtesting. However stop criteria for stocks in the portfolio are much more limited.

    So here is the idea. Have a "Buy UniSearch" and a "Sell UniSearch" . For stop criteria in BackTester add one new capability -- stop if stock in the current portfolio meets (or does not meet) "Sell UniSearch criteria.

    Your first thought might be of concern for the extra compute power this might take. Perhaps this can be mitigated somewhat by having an implied criteria on Sell UniSearch to filter by stocks in the current portfolio, much as…

    4 votes

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  12. I have watched the AutoTester training video on Video Tab, using the AutoTester extensively and have talked to a number to technical support personnel at VectorVest; but I'm still not clear on how to specify some of the parameters on the More Settings tab of the Automation Rules (Up) in the AutoTester (e.g. Limit Repurchases (check box and slide rule), Don't buy if stock violates stop criteria at purchase (check box), etc.).

    I'd appreciate it very much if the Training Department can conduct an In-depth Training Webinar on the AutoTester, and/or provide a detailed user's guide on AutoTester explaining every…

    4 votes

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  13. Currently we can use preset timing systems where each part of the timing system is programmed. Example: GLB RT Kicker up signal is matched with a C/Dn down signal. A useful facility which would add flexibility, would be to allow the user to mix and match different components of a timing signal. For example, user might want to test the results of GLB RT Kicker Up signal, combined with a DEW down signal. Another Example: DEW Up signal matched with a C/Dn down signal. User could then create tests using these timing system component combinations to see which combinations work…

    4 votes

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  14. I would like to be able to quick test the performance of all 1069 ETF's over a set period of time and not be limited to 100 ETF's.

    4 votes

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  15. you need to adjust the number of shares for reverse stock splits. not doing this gives very inaccurate results.

    4 votes

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  16. Add an option to stop criteria such as "hold for X days". Where 'X' would typically be 30/60/90 days. This would allow for backtesting against a strategy that was focused on collecting dividends.

    4 votes

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  17. In place of up dating the end date each day. Have the option to have the program enter the current date, for all Backtest searches.

    4 votes

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  18. the pain threshold would allow users to set a threshold for max drawdown. Once their overall portfolio had declined by x% all positions would be closed to prevent extreme losses.

    4 votes

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  19. Add more flexibility for stops on backtests such as a Profit stop percentage at a gain combined with a trailing stop loss or an ATR stop loss.

    4 votes

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  20. Present concept is to take a set of stocks at a certain date and see results at the end date. With a tiny capacity to have stops in place. This concept is static.
    I suggest to transform from static to dynamic by :
    1. adding sorting capacities in unisearch
    2. Every day, Backtest system takes the top N stocks (Display top N) of the search (with sort) and assume that this is the population to be present in the BT Portfolio that day.
    if one stock is new in list, this is a Long Entry
    if one stock was in…

    4 votes

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