I like my backtest columns in a certain order and would like to save this sort so I do not have to set up the sort each time that I log in. IE drawdown after value.

one exit on a C/DN but a different exit for Primary wave Dn or a DEW Dn.

Please add the ability to have multiple signals / criteria's for exits.

Allow moving average crossovers to serve as entry AND exit stops on backtesting

in UNISEARCH function.
being able to use MACD on a weekly basis for Bullish/bearish conditions
MACD positive or negative on daily basis
put a condition on ATR, aka when ATR is above or below its 14 dmva or 20 dmva
or even when the 14 day is over the 20 day moving average of ATR. i tend to notice that when 14 day is over 20day MA stocks tend to be falling, not always but more often then not the indexes always seem to be droping when 14 day ATR is above 20 day ATR.

i would like it, if there were either more options to use in the automated program
whether they were defined or like unisearch or like custom field builder we could build a stop that we could then use in the automated backtest.

We can enter a description field, but I could not find a way to add it to the My Backtest view

Currently there are different Stop/Exit Strategies. If I design my own search criteria via automation rules, it is basically a True/False result. It allows results that are true.
I would like a Stop Loss/Exit Strategy to exit the trade when that True/False on the Search Strategy is no longer True.

I have tried 3 month portfolio refresh at Trading Central. It produces great results. I believe if we can rebalance or refresh (sell everything and buy fresh from the search) after a given period (say 3 months, 6 month, 1 year etc.) rather than holding a stock till its stoploss, it'll give extra strategies to test and find better ones.

ATR Stops are a great inclusion. So is Profit Locker. What I'd like is an ATR Profit Locker Trailing Stop, where instead of a fixed percentage Target and Stop, I could specify and ATR multiple target and Stop.

In addition to whats available now. Arguably, one of the greatest trading systems of all time was the Turtle System, and the Turtles used a 10 day trailing low price when they were long and vica versa on the short side. Right now thats not available in the Backtester. I submit adding the ability to select 1. a prior low price, and 2. Flexible days or periods. For example , test a trailing 4 day low, or maybe a 17 day low, and trailing highs for short sellers. Thank you for your consideration.

Provide a trade management option to exit positions prior to earnings dates for those of us who do not hold positions into earnings release dates. This would make the back-test more realistic for us that exit prior to earnings. Thanks

Add the ability to use MTI above a specific value (say 1.5) as a condition for not allowing a trade in a backtest.

At this moment it appears that there is no way to run a backtest that will start with only a cash position and select stocks based on a specific timing signal.

Customer support tells me that I have run a back test using a set of stocks and enter trades myself.

Moreover I cannot seem to be able to identify which stocks would have been chosen when a timing signal criteria was satisfied.

Create stop loss for a portfolio, not just stocks in portfolio. This may help reduce drawdown.

One of the big issues with VV is the survivorship bias in the database. So old failed companies are removed from the database. You only back-trade against existing companies. This can skew results badly.From what I remember it can cut performance to 1/3 in the real world. You’ll be trading companies that will not survive and have yet to fail.

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.

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.

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.