Right now your stop criteria for RT is set to a firm "<" criteria. The problem is that this assumes that everyone using VV is trend trading. But, if I want to use Low/High swing trading, then it could be valuable to set RT criteria to STOP when it is ">=" x.

For example, if I want to buy a stock when the RT is low (maybe crossing above 1) and then sell it when RT reaches 1.10. That would be a very useful stop.

so really, the user should be able to set whether they want > or < for the stop criteria for RT.

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 selected on the historical date. Rather it appears the back test is pulling stocks only currently in the watchlist.

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 be exportable to Excel for user annotation and analysis, please?!

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 simple way to improve the VV backtest software would be to at least fix the S&P 500 Watchlist so that its' components are always accurate and correctly vary with the date selected with the date of the search. That is, you could fix the S&P 500 Watchlist to accurately include the correct component stocks based on date.This data is available from the company responsible for the S&P 500.

Without these improvements, the Vectorvest Backtest simulations are not a reliable indication of how well a strategy performed in the past, nor can it be relied upon as an indication of statistical future performance.

In my view, this is the number one problem with the VectorVest platform. Without the ability to perform accurate backtesting, it is really impossible to assess the statistical future performance of a strategy. In the best case this amounts to nothing more than gambling, and in the worst case scenario it can mislead VectorVest subscribers into unnecessarily losing on their investments.

It would be great, if VV would at least improve the S&P 500 watchlist so it tracks the correct stock components over time. I am a graduate of MIT, with a background in mathematics. I would be happy to assist.

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 Winners as required throughout the strategy run.
3. Once the initial search is selected you then have to delete the replacement share that is automatically chosen during the strategy run to be able to run a search appropriate to the Derby Winners (Following steps 1 & 2, the option to deselect "Automatically replace closed positions" is not available).
4. When "Trade from Search" is then selected to find a replacement share after Step 3 the share chosen by the software bears no relationship to the top VST shares of the Unisearch and seems to be arbitrarily selected.

Finally, when I asked for an instructor to see if he/she could take me through the setup, or do it themselves, I was offered a 15 minute lesson "Getting started in VectorVest".
Immensely frustrating and of no use to me at all !!!