318 results found
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Allow custom timing systems for back testing.
It would be great to be able to create a custom timing system to back test strategies. For example, I'd like to use an MTI moving average crossover to test various strategies.
3 votes -
Add MACD as market timing in backtester
Current BackTest tool down not allow to select MACD as market timing signal. Please add it in BackTest tool.
6 votes -
Add buy & hold comparison to backtest results
An important issue for me is always would I be better off trading this system over this time frame vs buying the market. Please add a buy & hold equity curve for the SPY or VVC to the backtest results to help with that evaluation.
2 votes -
1 vote
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Add Dividend Payments made on stocks during the period of the backtest
To assess the overall performance of a backtest, the details of dividends paid during the period of the backtest are a vital component of the assessment.
3 votes -
Replicate old system (VV US) whereby backtesting can be marched forward one day at a time.
In the old system, one could create a portfolio on a certain date and then march it forward one day at a time with one click. This was a wonderful educative tool and enabled the member to observe the behavior of the portfolio vis a vis the broad market and other factors. This is a big confidence builder in using the more aggressive and successful but highly volatile strategies. (Think bottom fishing strategies).
2 votes -
Add portfolio setting
Add custom portfolio setting for new BackTests. It exists for a quick test, where it is largely irrelevant.
1 vote -
BackTest breakdown: After running a backtest over several confirmed ups, I'd like to be able to break it down into each specific c/u
I recently ran a backtest from 1996-2016 covering 58 confirmed ups. In order to see the graph of each confirmed up individually, I had to run each test individually. Could a feature be added to BackTester that would allow any individual backtest, likely based on date, to be seen individually?
1 vote -
AutoTester In-depth Training Webinar Needed
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 -
control max drawdown of portfolio automatically
we can set up a portfolio control automatically not only with stop criteria { for example 50% gain 15% loss } but also with maximum draw down of the portfolio when the portfolio is reached for example 30% negative draw down it will stop out all the position in the back testing , and change to a new Unisearch to build up another good new portfolio to fit the right trend in the right time
2 votes -
Add Unisearch to backtest stop criteria
Unisearch is a great tool that can be used to finds the best stocks to buy and sell. Unisearch, with a portfolio filter, is a great way to decide when to sell stocks held in your portfolio based on very powerful and complex stop criteria. Enabling Unisearch as a backtest stop criteria would allow users to test the benefit of various "sell criteria"$$$.
24 votes -
Average True Range (ATR) – Plot Stops on Charts, Enable use as a Custom/Calculated Field and Enable Use for Volatility Based Position Sizing
There are a range of ATR requests so this is to some extent duplication.
VV currently offers the use of ATR as a stop in back tests with variables being the lookback period and ATR multiplyer. Can this facility be extended to allow plotting such stops on stock and index charts please?Please introduce the capability to use ATR as a calculted/custom field in Watch Lists, Viewers, Portfolios and Backtests.
Can VectorVest implement the use of ATR volatility to generate volatility based position sizes for backtests and portfolio management.
Much has been written about the importance of correct Position Sizing…
6 votes -
stop criteria using rule parameters
Use the rule parameters to trigger the Stop Criteria in BackTester; when the rule is selecting the top n number of stocks, and during the test period a stock no longer meets the rule parameters. A simple example would be Select the 10 top stocks sorted by Price descending, and trigger a sell when a stock no longer conforms (is not in the top 10) and buy the new top 10 stock to replace it.
1 vote -
Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade
Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade
3 votes -
Allow the creation of custom stop criteria
Unisearch is a very strong platform for selecting stocks for a portfolio. However in the backtester, the options for selecting which stocks to sell is severely limited. The ability to create custom stop criteria integrated with backtests & autotester would be a powerful expansion of the Vectorvest tool.
42 votes -
Add stock symbols used quarterly in backtests
Because the VV data base loses stock symbols due to delisting and buy outs (the survivorship bias), results of backtests sometime cannot be repeated a second time. The user can manually find out
if there are changes in the stocks selected in the second run by examining the Trade History under the Reports tab of the Backtester. This tedious and time consuming when the backtest covers several years. By adding a list of stock symbols used each quarter or less under the Reports tab, the user can quickly compare and follow up on the missing symbols.2 votes -
Integrate color guard timing recommendations in backtester or allow nested timing signals
When using the longer term timing signals, I would like to be able to tell the backtester to not purchase new positions when the shorter term signals are down. For instance, if using the confirmed calls timing system I'd like to not purchase positions when the primary wave is down even though the confirmed call is still up. It would be nice to be able to do this in any combination of signals, but certainly we should be able to simulate the color guard recommendation (which seems to be in large part based on the primary wave).
1 vote -
Add logarithmic scaling capability to BackTester graph.
Backtests run over longer time periods, and graphed on the typical arithmetic scale, do not provide a satisfactorily visualization of the results. Significant moves in the early portion of the graph are "cramped" because the scale range must be increased to show later results.
Example: Start w/ $100,000. A simple increase of 25% per year over 10 yrs requires an arithmetic range from $100,000 to $1,000,000. A significant increase of 10% ($10,000), early on, is only 10,000/900,000 = 1.1% of the scale -- totally undistinguishable from a visual standpoint. On a log scale the same 10% move from $100,000 to…11 votes -
In the Back Testing page allow the user to move Backtests into folders for organizing and sharing
In the Back Testing page allow the user to move Backtests into folders in order to store and organize. This will allow the user to store their results for the future without having to sort through hundreds of back tests. Also along with this allow the user to share their back tests with other users.
23 votes -
BackTest Transaction Log Include Reason for Trade
When I study the transaction log for a backtest, I'm trying to determine why a particular trade was made. It's not always easy to tell, and it takes a lot of study. It would be very helpful if the transaction log would include a column for the reason for the trade with some degree of detail, such as "trailing stop hit at 99.99," or "RT Combo up signal," etc.
2 votes
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