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VectorVest 7

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VectorVest 7

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  1. 1 vote

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  2. From: Trudy Loper [mailto:trudyloper@suddenlink.net]
    Sent: Friday, December 17, 2010 10:36 AM
    To: VECTOR TECH SUPPORT VEST
    Subject: ATTN: BRYAN BARNES (Thread:78419)

    In the backtest, I am still seeing a yellow green number for the GAIN/LOSS, and the ARR. This is still difficult to see. You helped me change the colors elsewhere in the V.V.7 but I can not find out how to change this color.

    TRUDY LOPER

    1 vote

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  3. 1 vote

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  4. 1 vote

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  5. 1 vote

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  6. VV6 has a limit to the final date in Portfolio Manager.Needed for backtest. e.g Search June11th Buy June12th10 through to Sell June22nd10.

    1 vote

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  7. Add the ability to add to an existing position (e.g. Double Down) and liquidate a partial position

    1 vote

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  8. DO NOT remove the "history" of a stock's performance for those stocks that have been removed the VVC Database. By removing the history, you are skewing the results of the Simulator, a tool that I rely heavily upon.

    1 vote

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  9. Please allow start and end dates to stay fixed from one test to the next so a series of tests can be run on different strategies.

    1 vote

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  10. Hi,

    I would like to create a search and back test using a

    30+60+90 day price performance divided by ATR or STDEV sorted in descending order.

    Is there a way to do something like this or something which comes close to this concept?

    I am missing ATR or any volatility function other than BB, do you plan to include this into the protrader?

    Rgds
    Edy Leuenberger

    1 vote

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  11. 1 vote

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  12. 1 vote

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  13. 1 vote

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  14. I backtested a portfolio (using Stalwarts) with long STOP at REC=S for 2 weeks. Looking at the stocks which were stopped-out, and the history of the stocks, they were stopped at less than 2 wks. Please fix.

    1 vote

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  15. Add RS<"n" and RV<"n" in the Stop Criteria setting in BackTester. Currently the RT and VST parameters are there, but not the other two.

    0 votes

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  16. Allow back-testing to limit the portfolio amount to be invested. This would be useful for users of AutoTester, as well as those who execute tests manually.

    For example: "During Confirmed Up, I want to ramp up to 100% invested. During Confirmed Down, I still want to buy long (?from a short ETFs list?), but only maintain positions up to 50% invested."

    There are currently these two mutually exclusive choices:
    ( ) Invest all buying power
    (O) Invest average portfolio value

    I am suggesting a cap, by which these two are constrained:
    Limit overall portfolio exposure to [______] %

    If I…

    0 votes

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  17. I would like to see the BackTest's Trade History allow a Graph to open to the trade dates, open-to-close. If the trade (especially from a backtest) was June 5 to Sept 20, show the graph from June 5 to Sept 20.

    This avoids an excessive manual step, to locate the trade timeframe. One can inspect other graph layouts, and may need to expand the time window slightly, to see chart warning signs.

    This feature would be the alternative to manually scrolling/expanding/contracting, to the trade timeframe that needs to be inspected.

    0 votes

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