VectorVest
Sign in with VectorVest
Sign in
prestine
Sign in with VectorVest
Signed in as (Sign out)
Close
Close
  • Sign in
  • Sign up
← VectorVest 7

How can we improve VectorVest 7?

Feedback

VectorVest 7: BackTests

Categories

  • CATEGORIES
  • All ideas
  • My feedback
  • BackTests 289 ideas
  • Derby 79 ideas
  • General 234 ideas
  • Graphs 362 ideas
  • Help 21 ideas
  • Homepage 82 ideas
  • New Fields 121 ideas
  • New Stocks 145 ideas
  • New Tools 127 ideas
  • Options 55 ideas
  • Portfolios 364 ideas
  • ProTrader 90 ideas
  • QuickTest 23 ideas
  • RoboTrader 9 ideas
  • Stock Analysis 66 ideas
  • TradeNow 2 ideas
  • Unisearch 320 ideas
  • Viewers 100 ideas
  • Views 55 ideas
  • Watchdog 38 ideas
  • Watchlists 94 ideas

JUMP TO ANOTHER FORUM

(thinking…)
  • Searching…

    No results.

    Clear search results
    • VectorVest 7 3,667 ideas
    • VectorVest Express 18 ideas
    • VectorVest Mobile 36 ideas
    • VectorVest Online 119 ideas
    • VectorVest Simulator 50 ideas
    • VectorVest Stock Advisory 405 ideas
    • VectorVest University 39 ideas
  • VectorVest

Average True Range (ATR) – Plot Stops on Charts, Enable use as a Custom/Calculated Field and Enable Use for Volatility Based Position Sizing

There are a range of ATR requests so this is to some extent duplication.
VV currently offers the use of ATR as a stop in back tests with variables being the lookback period and ATR multiplyer. Can this facility be extended to allow plotting such stops on stock and index charts please?

Please introduce the capability to use ATR as a calculted/custom field in Watch Lists, Viewers, Portfolios and Backtests.

Can VectorVest implement the use of ATR volatility to generate volatility based position sizes for backtests and portfolio management.

Much has been written about the importance of correct Position Sizing by writers such as van Tharp - “Position Sizing is the Key to Meeting Your Trading Objectives” & “90% of Performance Variation Among Professional Traders Is Due to Position Sizing Strategies” - http://www.vantharp.com/tharp-concepts/position-sizing.asp#How & http://www.vantharp.com/products/definitive-guide-position-sizing.asp.

Offering VV subscribers the opportunity to move away from equally weighted 5 or 10 stock portfolios/backtests with percentage based stops towards volatility based position sizing and stops such as Chuck Lebeau’s Chandelier Stop (https://community.tradestation.com/discussions/data/20050225165005lebeau.pdf
) would be a major service enhancement for VectorVest.

4 votes
Sign in
prestine
Sign in with VectorVest
Signed in as (Sign out)
Close
Close

We’ll send you updates on this idea

Derek Goodyer shared this idea  ·  May 18, 2013  ·  Flag idea as inappropriate…  ·  Delete…  ·  Admin →
Tweet

1 comment

  • Remove
Attach a File
Sign in
prestine
Sign in with VectorVest
Signed in as (Sign out)
Close
Close
Submitting...
An error occurred while saving the comment
  • Paul Alexander commented  ·  February 03, 2014 11:31  ·  Flag as inappropriate  ·  Edit…  ·  Delete…

    This is a big deal for me. I've discovered that a 4, 5 or 6 day period with a 2.56 multiplier is by far the best stop of all other choices (The multiplier is very sensitive, and it's hard to get the multiplier dead on 2.56, so that's another programming problem that could be solved). It's a money making formula. The problem is that I can't find a way to see the stop price to know how close I am to the trigger. I need a field for this. Please make it happen!!!

    Submitting...
VectorVest
VectorVest Terms of Service Powered By UserVoice

Your password has been reset

We have made changes to increase our security and have reset your password.

We've just sent you an email to . Click the link to create a password, then come back here and sign in.