Adding a purchasing window to the backtester the same as it shows in Portfolio Setup would allow more accurate backtesting of our strategy.

VV deletes tests (randomly?) after ~500. There needs to be an option (even at a slight $premium) to increase the allotted tests or allow export/import of results and settings.

I run some backtests repeatedly using the same start and end dates, but I get different results when I rerun the tests on different days. I would like to see a DATE RUN field. This would also allow me to weed out old backtests and find recent ones that I may want to rerun or modify.

Add RS as a Stop criteria on a sliding scale like RT & VST are listed

I have a large number of backtests that I run. I would like to be able to make change of the end test date and then run the test.

An important issue for me is always would I be better off trading this system over this time frame vs buying the market. Please add a buy & hold equity curve for the SPY or VVC to the backtest results to help with that evaluation.

If we were able to use a period of time as a stop criteria for the back tester we could rebalance our portfolio on a weekly or monthly basis with the current top stocks from a search. Any stocks that dropped from the top ten list would be sold and new replacements would be purchased from the current top ten stocks in the search.

Hi. Quite often, when the market is about to head lower, the folks who give the Daily Color Guard presentations talk about tightening up your stops. However, the backtester doesn't allow for this option, other than doing it manually, which would be really tedious for any extended length of backtest. In addition to Buy Long, Sell Short, Go to Cash, or No Action, it would be extremely helpful to have the option of tightening the stops on what's currently in your portfolio. Thanks!

It would be great if we could use a simple or weighted MA for stop criteria in our back tests. If it were set up just the way it is in the graphs you could select either simple or weighted, and then adjust the days to match the moving average you were wanting to test.

Apple - !

A trading system that works for a $100,000 portfolio may not work well for a $10,000 portfolio. Suppose you usually want to backtest using an account size and commission rate that match your own account. Right now you have to change these account values each time you run a backtest. If the user could set different default values (instead of the current defaults of $100,000 account size and $9.95 per trade), it would save time and effort when running a series of backtests. Thanks!

I would like to see in the Bactester the following: now the backtester is created on DAILY basis.

I ask you to give me the choice also for the Backtest WEEKLY and END OF WEEK, like I see in GRAPH-item.

dividends greatly impact performance, otherwise, present system
displayed not accurate.

USING THE CONFIRM UP WITH A PORTFOLIO USING STOP 25% GAIN &10% LOSS ON THE UP SIGNAL. ON THE CONFIRM DOWN USING THE SAME PORTFOLIO DON'T BUY NEW POSITIONS BUT DON'T SELL JUST TIGHTEN MY STOP TO 10% GAIN & 5% LOSS AS EXAMPLE. THANKS

I'd like a one hour webinar on how to use the backtester. They go over using the backtester in webinars for 5 minutes, but that's not enuf for me.

Add 5 MA RT crossing below 40 MA RT as stop criteria for Backtests and Portfolios