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VectorVest 7

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VectorVest 7

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317 results found

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

    3 votes

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

    3 votes

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  3. It would be great to be able to create a custom timing system to back test strategies. For example, I'd like to use an MTI moving average crossover to test various strategies.

    3 votes

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  4. To assess the overall performance of a backtest, the details of dividends paid during the period of the backtest are a vital component of the assessment.

    3 votes

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  5. Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade

    3 votes

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  6. In addition to the magnitude of the max drawdown, the backtester should tell us the the location on the chart of the max drawdown.

    3 votes

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  7. Performance of a given idea/strategy is more useful when compared to a benchmark so you can show that your approach will be more rewarding than simply indexing the S&P500.

    3 votes

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  8. The power of technical analysis to generate timing signals is not as strong as it could be. Note that DEW is the top contender for the ETF challenge and GLB/RT kicker is just emerging as a strong signal. In the case of the latter, using confirmed down as an exit signal is not as strong as it could be.

    3 votes

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  9. Include CALMAR ratio as a column in list of backtest results; risk adjusted performance is a critical decision criterion which distinguishes VV from other backtesters.

    3 votes

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  10. In AutoTester, allow for the ability to use different timing signals to drive up and down calls. For instance, allow for the use of the DEW on the up side and the Primary Wave on the down side.

    3 votes

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  11. I have a history of my purchases and would like to test sell strategies. I would like to just add a symbol and date and purchase price. Then test sell strategies on all stocks. i.e., % trailing stops. Also like the idea of selling at the stop price if it traded there, not at the close or open.

    3 votes

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  12. Different Backtesting
    I would like to enter my own stocks by symbol and date (no searches).

    Would also like to have the sell price be the actual Trailing Stop Price (if it traded there that day) - Much like if it was a market order and was executed @ that price immediately. The closing price is not where I would sell nor is the average or opening.

    3 votes

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  13. Enable a way for user supplied dates for backtesting, searching. These dates can come from user timing signal they have developed and not VV timing signals. Like to see buy, sell and cash capability.

    3 votes

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  14. Interactive Brokers charges 0.005 per share with a $1 min per trade and a max fee based on purchase amount. Your price per share field only goes as low as 0.01 and no max or min inputs.

    3 votes

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  15. Baktest results on My Backtest page do not match results from 'Report Summary' (Tot Value, % G/L, % Winners) I understand that they would match if all positions were closed at end of backtest. However we may want to keep equities open so test can continue in future. I suggest that the two reports be set up to match even when backtest positions not closed

    3 votes

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  16. Currently the Report available for VV7 backtests are pretty pitiful. I know you are working hard to improve VV7. The backtest reports need to be as complete as they are in the Simulator.

    3 votes

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  17. 3 votes

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  18. Include BACKTEST documentation in the online HELP file as well as the PDF Help file.

    3 votes

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  19. VV6 has it. Positive expectation over time will have profit, while negative will not

    3 votes

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  20. Allow me to set up more than one stop parameter in backtesting. Specificly, a 30% ROI and a 15% TS

    3 votes

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