318 results found
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Add per share/per trade commission combinations and conditions in Backtest
Many brokers use combos of charges and conditions to charge for trades. For example, Optionshouse charges $3.95 per trade, but adds $.005 per share for the entire order for stocks under $2 that are non-optionable. It would be great if this could be configured in a Backtest.
1 vote -
Add ability to set Backtest cash interest rate to 0%
Currently the lowest it can be set is .1%
1 vote -
Add automatic cash withdrawal option to Backtests
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.
2 votes -
reverse stock splits need to be accounted for currently it can appear as a huge profit in back testing when it is really a loss
you need to adjust the number of shares for reverse stock splits. not doing this gives very inaccurate results.
4 votes -
Alow for user generated timing signals(Custom dates supplied by user) for up down or cash
Enable a way for user supplied dates for backtesting, searching. These dates can come from user timing signal they have developed and not VV timing signals. Like to see buy, sell and cash capability.
3 votes -
Graph of Trade History auto displays the trade from open-to-close.
I would like to see the BackTest's Trade History allow a Graph to open to the trade dates, open-to-close. If the trade (especially from a backtest) was June 5 to Sept 20, show the graph from June 5 to Sept 20.
This avoids an excessive manual step, to locate the trade timeframe. One can inspect other graph layouts, and may need to expand the time window slightly, to see chart warning signs.
This feature would be the alternative to manually scrolling/expanding/contracting, to the trade timeframe that needs to be inspected.
0 votes -
Trailing RT Stop
As a backtester, I would like to set a Trailing RT Stop, so that i can trigger a sale before round-tripping the trade back to "even."
I think a Trailing RT Stop is far more valuable than the current "RT < n" stop. An example would be "Stop if Trailing RT delta is at least 0.50". For a long position, this closes if RT drops by at least 0.50 from peak. For a short position, close if RT rises at least 0.50 from trough.
1 vote -
Allow backtest to update.
Updating backtest from day to day for the same search over an extended period of time requires the recalculation of all points each time. This would save an amount of time by reducing a ten year run to a 5 day run. It would be at least 500 times faster.
2 votes -
Reword - "Close any position when entering this situation"
Change to "Close all open positions in portfolio upon receiving this market signal."
1 vote -
Make Backtest Commission more robust
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 -
Add dividend stop criteria to backtester
Add an option to stop criteria such as "hold for X days". Where 'X' would typically be 30/60/90 days. This would allow for backtesting against a strategy that was focused on collecting dividends.
5 votes -
Add "No new positions" to Backtest
In back-testing, add a feature that prevents new positions.
My use case is one that watches some technical indicator on the market, which is more precise than VV market timing signals. For example, "Don't open any new long position if MTI < 1.05".
Currently, I build a search that I know will yield zero results. I modify the back-test to use that search until the condition changes.
If this feature were implemented, the back-test would only have to evaluate stop criteria until the constraint was lifted. It would bypass running searches until the back-tester stopped, and the constrant "unchecked."
1 vote -
BackTesting, End date Option, Current Date
In place of up dating the end date each day. Have the option to have the program enter the current date, for all Backtest searches.
4 votes -
Fix page width problem when printing list of back tests. Last column spills to separate page.
Fix page width problem when printing list of back tests. Last column spills to separate page.
1 vote -
1 vote
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1 vote
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1 vote
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Allow Backtest to be Re-Run on Search Change
If a backtest is completed, and the search parameters/sort is modified, the backtest is not enabled to be re-run (Finish and Rerun). Some change must be made to the backtest parms, or a complete BT copy must be made.
Sometimes, I am able to manually re-run to the start date, then push the Run To bar to the end date. This tends to produce execution failure messages.
It seems that a back test defintion would know the last update timestamp of its currently selected search, and treat that as a re-runnable change.
Other than that, a brute-force Rerun command would…
1 vote -
Add 'pain threshold' to backtester options
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.
4 votes -
Ensure Backtest results summary matches results from Report Summary
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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