VectorVest 7

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  1. ATR Profit Locker Trailing Stop

    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.

    8 votes
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    3 comments  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  2. Enhance the Trailing Stop Capabilities in the Backtester

    In addition to what`s 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 that`s 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.

    1 vote
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  3. Backtesting: Provide an option to exit positions prior to earnings for those of us who do not hold positions into earnings release dates.

    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

    1 vote
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  4. MTI in backtest

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

    2 votes
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  5. Improvement of stop criteria (RT)

    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 <…

    1 vote
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  6. Back Test that uses timing signals to select stocks

    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.

    1 vote
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  7. Create a stop loss on portfolio value, not just an individual stock. Ex: if portfolio, goes down 10% +, go to cash. Re-enter on signal

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

    1 vote
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    0 comments  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  8. survivorship bias

    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.

    1 vote
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  9. 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.

    3 votes
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  10. 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
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    1 comment  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  11. 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
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  12. 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
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  13. 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.

    2 votes
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  14. 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…

    1 vote
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  15. 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
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    0 comments  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  16. 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…

    3 votes
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    1 comment  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  17. 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.

    1 vote
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  18. 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?

    5 votes
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    0 comments  ·  BackTests  ·  Flag idea as inappropriate…  ·  Admin →
  19. 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
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  20. 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
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