Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade

I'd like to be able to rerun a backtest after changing the underlying UniSearch. As it is, I have to make a useless change to the test, initiate a run, stop, and go back and fix it and run it again. The Run button is not enabled unless a change is made to the test.

When a stock is sold, everything gets sold then is reinvested in many of the stocks that were just sold but rebalanced. This way the best performing stocks are reduced and worst performing are increased. Also, % stop losses are reset when they shouldn't be.

To backtest the "Cherry Picking with CI Up and Comers" SOTW, the backtester would need to halt when the number of positions < the normal portfolio size. Cherry Picking is a GREAT method that VV does not currently support. VV would create a tremendous marketing win by publishing the incredible gains possible using the above-mentioned SOTW.

Since we can only print all of our backtests it would be nice to see what market timing was used for each test. Currently this market timing column does not show up when printing.

Auto tester should reflect the so common amount of target % gain + %trailing stop. For instance take profit at 20% but trailing stop at 10

I'm using rt kicker combo with no stops and close all positions when criteria is met and keep top 8 stocks as quickly as possible. This is a phenomenal strategy but the only possible drawback (I don't know because I can't backtetst the theory) is that it rebalances the portfolio as it replaces stocks that are no longer in the top 8 with their replacements. If we had 2 sales, I would like to take that cash only and buy the 2 new indicated purchases. That way, I'm not reducing the winners and increasing the losers.

I suggest to add a new stop to the backtester : a comination of X% gain and y% trailing loss stop( as opposed to regular loss) , to be triggered based on whichever incurs first.

Expand the stop criteria for the back tester by allowing the use of candles.

In the backtester under "More Settings" is "Close any position when entering this situation". I would like to close only bullish or short postions (L & S get confused with contras), i.e. when entering an Up condition I want to close all bearish positions and when entering a Down condition I want to close all bullish conditions. I'm surprised that VV doesn't already allow this. Thanks, Wayne

Make the Neutral Signal smaller and/or C/Dn signal larger or otherwise rearrange

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.

Allow more exit options such as: 1) entering on a DEW signal but exiting on a confirmed signal or 2) exit after x days in the trade or 3) entering on a pro-trader signal such as a MACD cross-over and then exiting on a confirmed signal.

Would like to see the option in VV7 BackTester to not repurchase the same stocks during the Market Timing Period like in the Simulator under Money Management / Purchase Options. Not just limiting how many days before repurchase.

Enhance Stop Criteria by adding selection that combines % Gain with Trailing Stop.

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.

BackTests: Add the capability to execute Buys and Sells at different times like VV Online (not being restricted to executing Buys and Sells using either Close/ Open/ Average for both)

I was thinking it would be great to add into the Backtester an option to have it withdraw cash at whatever frequency you like. Maybe it could include whether it would be a specific percentage of profits each time or a fixed amount.