Right now your stop criteria for RT is set to a firm "<" criteria. The problem is that this assumes that everyone using VV is trend trading. But, if I want to use Low/High swing trading, then it could be valuable to set RT criteria to STOP when it is ">=" x.

For example, if I want to buy a stock when the RT is low (maybe crossing above 1) and then sell it when RT reaches 1.10. That would be a very useful stop.

so really, the user should be able to set whether they want > or < for the stop criteria for RT.

When conducting back tests on searches that use historical watchlists like W-O-W, S&P 500, NASDAQ 100, the back test pulls from the current date watchlist rather than the stocks that show up in the search from the historical date.

The right stocks show up if you go back to a historical date (eg 1/5/2010) and view the watchlist with the Viewers Tab or run a unisearch on that historical date. But then when you run the back test, you can see when looking in the trade history or transaction summary, the back test not pulling stocks that should have been selected on the historical date. Rather it appears the back test is pulling stocks only currently in the watchlist.

The Trade History report is available from the Reports icon at the top of the screen, but not in the menu displayed from a right-click on the back-test row. Easy to fix!

The printout file of MyBacktests does not include the ‘Timing List’ column shown on the screen.

‘Timing List’ is quirky, how about Timing Regime or Timing Signal, or 'Market Timing'?

Would be very helpful for MyBacktests include the Stop criteria as this is one of the most common 'what-ifs' people run, I have observed in user groups.

The Trade History is currently exportable. MyBacktest and Transaction reports should be exportable to Excel for user annotation and analysis, please?!

In VV7 Backtester It is difficult, if not impossible, to reproduce the "Easy Rider" strategy as demonstrated in the 3 Easy Rider videos of 2011 (VV6 was in use at that time).
The problems are:
1. It is only possible to setup Long or Short trades and not both unless Market Timing is checked (Easy Rider requires both Long and Short trades and does not require Market Timing).
2. Once Market Timing is checked it is necessary to elect one Search in the setup process which persists throughout the strategy run. This frustrates selecting the appropriate searches from the Derby Winners as required throughout the strategy run.
3. Once the initial search is selected you then have to delete the replacement share that is automatically chosen during the strategy run to be able to run a search appropriate to the Derby Winners (Following steps 1 & 2, the option to deselect "Automatically replace closed positions" is not available).
4. When "Trade from Search" is then selected to find a replacement share after Step 3 the share chosen by the software bears no relationship to the top VST shares of the Unisearch and seems to be arbitrarily selected.

Finally, when I asked for an instructor to see if he/she could take me through the setup, or do it themselves, I was offered a 15 minute lesson "Getting started in VectorVest".
Immensely frustrating and of no use to me at all !!!

I have been using the Back test facility for some time now and would offer some observations and comment that I feel might improve the understanding and use of this tool.

1. 
   

   There is a possibility that members could be confused between the terminology of a HOLDING in a portfolio and the number of positions within a holding.
   You use the term POSITION in the MORE SETTINGS tab where I think you mean HOLDINGs

           When the options are positioned NOT to restrict further investments in a company, multiple positions can arise in one        HOLDING.
   
   
           A breakdown of the portfolio clearly shows the difference, but the phrase is misleading in the settings options
   
   

   
   



2. Whilst the settings allow for a restriction on the INDUSTRY or SECTOR of a holding, there is no restriction on the overall % of a holding in the portfolio. Might it not be a good idea to allow members to set a max parameter for a holding?

I have found that when I do not restrict multiple purchases of a particular stock, it can distort the portfolio quite significantly by becoming the largest holding and conceivably the majority holding of the resultant back tested portfolio.
It is not a position I would like in real life and I think the back tester ought to reflect my preferred stance in such circumstances.

1. I have a number of friends who participate in Investor Clubs and only meet once a month. I think they might be more inclined to trust and use VV7 information if they could see that VV7 can deliver good selections when it can mimic the way their clubs trade.

That would involve back testing having an option to dealing once a month or other intervals of time, rather than daily as is the case when running currently running back tester. This would allow them to develop strategies they can feel comfortable about using the info that VV7 provides.

Currently they some of them dismiss its usefulness, because they do not want to trade as often as the system suggests they ought.

I appreciate it is not a trivial matter to consider changing terminology or layout of the Back Tester’s options, but I hope you can see why I am making these points.