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VectorVest 7

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VectorVest 7

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317 results found

  1. Many, many users have discovered that rerunning backtests at a later date can produce different results -- sometimes radically different. We need to be able to automatically record the date of the run. It is really inconvenient to have to put this in the description field, which is length-limited.

    2 votes

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  2. 2 votes

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  3. Make the Neutral Signal smaller and/or C/Dn signal larger or otherwise rearrange

    2 votes

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  4. Allow more exit options such as: 1) entering on a DEW signal but exiting on a confirmed signal or 2) exit after x days in the trade or 3) entering on a pro-trader signal such as a MACD cross-over and then exiting on a confirmed signal.

    2 votes

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  5. Enhance Stop Criteria by adding selection that combines % Gain with Trailing Stop.

    2 votes

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  6. Add max %Gain over backtest period in the summary table of My Backtests, not just the %G/L on the end date. This would allow for a quick and valuable comparison of different backtests without having to look at each graph. The peak is most important, not just the final value.

    2 votes

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  7. BackTests: Add the capability to execute Buys and Sells at different times like VV Online (not being restricted to executing Buys and Sells using either Close/ Open/ Average for both)

    2 votes

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  8. I was thinking it would be great to add into the Backtester an option to have it withdraw cash at whatever frequency you like. Maybe it could include whether it would be a specific percentage of profits each time or a fixed amount.

    2 votes

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  9. Updating backtest from day to day for the same search over an extended period of time requires the recalculation of all points each time. This would save an amount of time by reducing a ten year run to a 5 day run. It would be at least 500 times faster.

    2 votes

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  10. It is unclear how to set this to use the stop criteria of 20% loss or 50% gain.

    2 votes

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  11. The truth table is cited frequently in market climate. I would like a table of truth table case start dates. Further this should be used for back testing

    2 votes

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  12. In Vectorvest 6 you had the option to buy at the open and sell at the close, or buy at the close and sell at the open, etc.

    In Vestorvest 7 you must buy and sell at the same time, buy/sell at close, buy/sell at open.

    Is it possible to have the VV6 flexibility put into VV7 ? I really need it for the type of backtesting I do.

    2 votes

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  13. Currently the Detrended price oscillator and moving average for the VVC is used in backtesting. It would be great to have this as a default, but be able as a user to override this and enter IWM if I am testing a small cap strategy, or GDX if I am testing a strategy that focuses on precious metals stocks. Let me pick a symbol for the DEW entry/exits that represents the class of stocks my strategy is working with!

    2 votes

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  14. It would be useful, especially for those who don't want to flip stocks often, to include a "turnover" calculation as part of a Back-Test.

    While this can be approximated by the number of trades, the duration of the test is also a factor. 10 trades over 100 days is very different from 10 trades over 20 days.

    If there is no obvious turnover calculation, an "average days held", for all positions taken during the test, would suffice.

    Max draw-down is a measure of how much pain one may have to tolerate. A turnover measure would be a measure of portfolio…

    2 votes

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  15. a) Custom sell criterion based custom fields.
    b) Custom sell criterion based on Moving average

    2 votes

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  16. Would appreciate one-click selection of common Test Periods, e.g. week, month, quarter, year, which would auto-calculate either the corresponding start date or end date.

    2 votes

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  17. 2 votes

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  18. 2 votes

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  19. 2 votes

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  20. As many as desired - to allow user selected sorts of backtest results. 3 should be plenty. Right now you can only create a field if it is a "formula"

    2 votes

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