In both the Backtester and Portfolio I can use “Prior Day’s Low Price” as a stop. This is great for when I purchase a stock LONG, but there is not an equivalent stop for when I Sell Short. Adding “Prior Day’s High Price” as a stop would enable me to use the same logic when I sell short.

I want to back test my Day Trading system, and would like to have the ability to include daily close of all positions without the Derby module.

Fix the output so that it generates all columns on a single page. Currently, CROR and Max Drawdown show up on a separate page.

In addition, give the user the option to output either as a PDF or as an Excel doc.

Right now can only do automated backtest using same Market Timing Signal, for example Confirmed Up and Confirmed Down.

Right now can do MANUAL backtest of MIXED Market Timing Signals of Dew Down and Primary Up but would like MIXED Market Timing Signals to be AUTOMATED.

I AM A LONG TIME CUSTOMER AND I VIEW VV7 AS A NON EFFECTIVE VERSION OF VV6 & US .......SO BEFORE I QUIT USING IT I LIKE TO ASK YOU TO IMPROVE THE FANCTIONALITY OF IT (& FAST)

27OCT2020
I'd like to be able to make timing lists with the Backtester, specifying only a single stock and multiple purchase dates and multiple sale dates without using VV indicators, searches or watchlists -just the stock I'm interested in and what would have happened if I had bought and sold it on specific dates that I choose to include in the test. This was a great feature of Simulator when it was available.

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.