Having folders within the Backtester tab would make it easier for organizational reasons, especially during times of competition.

Performance of a given idea/strategy is more useful when compared to a benchmark so you can show that your approach will be more rewarding than simply indexing the S&P500.

In AutoTester, allow for the ability to use different timing signals to drive up and down calls. For instance, allow for the use of the DEW on the up side and the Primary Wave on the down side.

I have a history of my purchases and would like to test sell strategies. I would like to just add a symbol and date and purchase price. Then test sell strategies on all stocks. i.e., % trailing stops. Also like the idea of selling at the stop price if it traded there, not at the close or open.

Interactive Brokers charges 0.005 per share with a $1 min per trade and a max fee based on purchase amount. Your price per share field only goes as low as 0.01 and no max or min inputs.

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.

Baktest results on My Backtest page do not match results from 'Report Summary' (Tot Value, % G/L, % Winners) I understand that they would match if all positions were closed at end of backtest. However we may want to keep equities open so test can continue in future. I suggest that the two reports be set up to match even when backtest positions not closed

Currently the Report available for VV7 backtests are pretty pitiful. I know you are working hard to improve VV7. The backtest reports need to be as complete as they are in the Simulator.

Include BACKTEST documentation in the online HELP file as well as the PDF Help file.

VV6 has it. Positive expectation over time will have profit, while negative will not

When I run a search for backtesting purposes, it would be helpful if the graph would default to that specific date. Example - run a search for stocks on 1/3/07 - graph should appear as it would have on 1/3/07 not as of today's date.

Add the ability to use MTI above a specific value (say 1.5) as a condition for not allowing a trade in a backtest.

One of the big issues with VV is the survivorship bias in the database. So old failed companies are removed from the database. You only back-trade against existing companies. This can skew results badly.From what I remember it can cut performance to 1/3 in the real world. You’ll be trading companies that will not survive and have yet to fail.

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.

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.

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

VV deletes tests (randomly?) after ~500. There needs to be an option (even at a slight $premium) to increase the allotted tests or allow export/import of results and settings.