318 results found
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Have a stop criteria that lets me hold by number of days
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.
4 votes -
Selling Mode in Back Tester
I would like the back tester to fill sell orders based on a percentage of volume.
For example if the volume for the day was 1 million shares and the test owns 4 million shares when a stop is met I would like it to only sell a reasonable amount based on volume. Even if it takes a few days.
2 votes -
BackTest based on actual Portfolio holdings
BackTest while using Portfolio inputs. Need capability to use the entered data from portfolio to run tests from different time periods. Meaning if my portfolio was built in 2010 - 2012, I want to test various time period combinations from 2010 to present using actual purchased data, not generic inputs. This keeps my backtest results more accurate based on current asset weighting.
1 vote -
time stop
A time-stop is the point in time when you will sell the stock if it does not rise or decline as expected. Adding a time stop as a secondary stop criteria (along with existing stops such as Gain/Loss, ProfitLocker, etc.) would be beneficial in developing trading systems. Check out http://www.stockdisciplines.com/time-stops for more information on time stops.
2 votes -
Add Folders to the Backtester tab for organizational purposes
Having folders within the Backtester tab would make it easier for organizational reasons, especially during times of competition.
4 votes -
Bug with historical watchlists in back tester
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…
2 votes -
Backtest report software improvements
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…
1 vote -
Eliminate Survivorship Bias at least for the S&P 500
The existing backtest tools in Vectorvest are plagued by Survivorship Bias. This makes it impossible to get an accurate simulation of the expected future statistical performance of a strategy based on historical data, because the historical data becomes more and more inaccurate the further back in time you go in the backtest.
Even if you restrict your backtest search Universe to the 500 stocks in the S&P 500 Watchlist, that too is inaccurate. The 500 components contained within the actual S&P 500 varies from year to year. A committee meets each year and retires certain components and adds replacements.
A…
6 votes -
Can you add a purchasing window to the Backtester?
Adding a purchasing window to the backtester the same as it shows in Portfolio Setup would allow more accurate backtesting of our strategy.
2 votes -
Make MTI the underline market trend a Market Timing Signal
MTI the underline trend indicator is not considered as a market timing signal within the program, and so it can’t be used as a market timing signal for back testing and in a portfolio creation.
The underline trend would be very useful for back testing and portfolio creation.
Can this be included as a timing signal?
7 votes -
Software bug in Backtester
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…1 vote -
BackTester results grid sorting is slow when results are grouped
To replicate the problem:
Create 100+ backtests
Group the results (e.g. by Start Date)
Click a column header to sort (e.g. by % G/L)
The UI freezes for several seconds while it sorts the results grid.1 vote -
When I try to print my backtest results, I can't get the results to print on one page. If I could select columns to print that would fix it.
If I could select the columns I wanted to print, or reduce the width of a column, I could then get the results I want to print all on one page rather than having the last two columns on the next page.
1 vote -
Increase capacity of saved back tests. VV deletes tests (randomly?) after ~ 500
VV deletes tests (randomly?) after ~500. There needs to be an option (even at a slight $premium) to increase the allotted tests or allow export/import of results and settings.
2 votes -
backtesting
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.
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
1 vote -
Show a DATE RUN field for backtests
I run some backtests repeatedly using the same start and end dates, but I get different results when I rerun the tests on different days. I would like to see a DATE RUN field. This would also allow me to weed out old backtests and find recent ones that I may want to rerun or modify.
3 votes -
Make the Simulator and Variator function with VV7
The true test of an investment process is its success over time. A one shot test of a process may or may not function well in other time periods. The Derby will tell what is working this moment. While that is of value I would like to discover if a process that is suitable to my risk parameters works over time.
4 votes -
RS
Add RS as a Stop criteria on a sliding scale like RT & VST are listed
2 votes -
backtester
I have a large number of backtests that I run. I would like to be able to make change of the end test date and then run the test.
2 votes -
2 votes
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