VectorVest 7

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VectorVest 7

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  1. In back testing on 6/20/10 w/ VV 7 Intraday, I can only back test up to Wednesday, 6/16/10 instead the weekend (6/18/10). I want to do back testing to get ready for Monday's market. I can do better using the ProGraphics, except for some of the searches are not available. When I selected VV7 Intraday, I was told the data was 15 minutes behind real time. Now I am told that it will not be available until Tue 6/22/10 (6 days later!!!). This is a serious handicap and should be resolved ASAP.
    Jim W.

    4 votes

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  2. 27OCT2020
    I'd like to be able to make timing lists with the Backtester, specifying only a single stock and multiple purchase dates and multiple sale dates without using VV indicators, searches or watchlists -just the stock I'm interested in and what would have happened if I had bought and sold it on specific dates that I choose to include in the test. This was a great feature of Simulator when it was available.

    3 votes

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  3. Make it possible to back test buy at open and sell on the close of the same day or 1 to x number of days. This seems like it would be easier to code than most of the stop criteria that is available.

    3 votes

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

    3 votes

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  5. In addition to the magnitude of the max drawdown, the backtester should tell us the the location on the chart of the max drawdown.

    3 votes

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  6. 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.

    3 votes

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  7. Include CALMAR ratio as a column in list of backtest results; risk adjusted performance is a critical decision criterion which distinguishes VV from other backtesters.

    3 votes

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  8. 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.

    3 votes

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  9. 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.

    3 votes

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  10. Different Backtesting
    I would like to enter my own stocks by symbol and date (no searches).

    Would also like to have the sell price be the actual Trailing Stop Price (if it traded there that day) - Much like if it was a market order and was executed @ that price immediately. The closing price is not where I would sell nor is the average or opening.

    3 votes

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  11. 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.

    3 votes

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  12. 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

    3 votes

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  13. 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.

    3 votes

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  14. 3 votes

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

    3 votes

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

    3 votes

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  17. 3 votes

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  18. 3 votes

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  19. 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.

    3 votes

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  20. 2 votes

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