314 results found
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Add Benchmark Performance (S&P500) column to the BackTester results
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 -
Include CALMAR ratio as a column in list of backtest results; risk adjusted performance is a critical decision criterion
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 -
Enable use of different timing signals for up and down calls
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 -
Enter My Own Stock Symbols & Prices and Backtest Sell Strategy only.
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 -
Different Backtesting - Enter Stock Buy Info (no search) and use Trailing Stop Price as Sell Price (not closing price).
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 -
Make Backtest Commission more robust
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 -
Ensure Backtest results summary matches results from Report Summary
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 -
better VV7 backtest reports
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 -
Include a do not replace sold positions in VV7 like in VV6 when seching for new portfolio positions.
3 votes -
Backtest - DOCUMENTATION
Include BACKTEST documentation in the online HELP file as well as the PDF Help file.
3 votes -
show Mathematical Expectation in backtest summary like in VV6
VV6 has it. Positive expectation over time will have profit, while negative will not
3 votes -
3 votes
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In VV 7 Backtesting, Allow commissions to the 1/2 cent range of i.e. $0.005 (our choice of 3 digits)
3 votes -
Backtest Graph - shown as it would have appeared on a given date, automatically.
When I run a search for backtesting purposes, it would be helpful if the graph would default to that specific date. Example - run a search for stocks on 1/3/07 - graph should appear as it would have on 1/3/07 not as of today's date.
3 votes -
Compare to S&P 500
Compare backtest to the S&P 500
2 votes -
Provide ability to group backtests
Currently, all backtests show up as a simple list.
Providing folders as items in the list and allowing the users of VV7 to put similar backtests into folders would make the view less cluttered and more organized.
2 votes -
Allow Backtester to 'Purchase' index 'stocks,' e.g. HUI, SPX....
We can use the index's (HUI, SPX....) in unisearch, and will get hits for specific dates that meet the criteria. When you go in to backtest using the exact same unisearch with an index, the index will never be 'purchased' in backtester. It would be nice to be able to backtest the index's using criteria setup in Unisearch.
2 votes -
Allow Relative Safety to be used as stop loss in back test
I would like to test various RS levels as a sell signal,
but have to do this manually at the moment2 votes -
Add “Prior Day’s High Price” as a Stop
In both the Backtester and Portfolio I can use “Prior Day’s Low Price” as a stop. This is great for when I purchase a stock LONG, but there is not an equivalent stop for when I Sell Short. Adding “Prior Day’s High Price” as a stop would enable me to use the same logic when I sell short.
2 votes -
Ability to close all positions daily without Derby
I want to back test my Day Trading system, and would like to have the ability to include daily close of all positions without the Derby module.
2 votes
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