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VectorVest 7

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VectorVest 7

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  1. If the dates and NAVs of back-tests could be exported to excel then users would be able to create a spreadsheet for each strategy. You could then calculate the volatility (standard deviation ) and calculate a risk return (sharpe) ratio for the strategy. Also you could combine the spreadsheets of different strategies to find a combination that gives the highest returns with the lowest risk (highest sharpe ratio).

    1 vote

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  2. It would really be great if you could allow the backtester, just like in the simulator, to allow buying stocks at days open, and selling them at close of the current day or the next day, and to allow selling them at next days open or next days average as well.

    1 vote

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

    2 votes

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  4. I would like to be able to quick test the performance of all 1069 ETF's over a set period of time and not be limited to 100 ETF's.

    4 votes

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  5. i would really really like to see the primary wave macd timing calls added to the market calls so i can easly plot them and use these dates in my backtesting as this is how i trade.needed especially using auto tester then in my eyes vv7 would be perfect.

    1 vote

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  6. 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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  7. 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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  8. Vector Vest promotes covered call strategies a lot. I trade covered calls a lot but there is no way that I have found to back test a covered call strategy. Does VV have any plans to incorporate back testing for covered calls or collars?

    1 vote

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  9. include the current day, current time, (as though it were end of day) not just the last real date with end of day information. As things now stand, backtest only runs thru the last completed day of trading.

    1 vote

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  10. you need to adjust the number of shares for reverse stock splits. not doing this gives very inaccurate results.

    4 votes

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  11. Many brokers use combos of charges and conditions to charge for trades. For example, Optionshouse charges $3.95 per trade, but adds $.005 per share for the entire order for stocks under $2 that are non-optionable. It would be great if this could be configured in a Backtest.

    1 vote

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  12. Currently the lowest it can be set is .1%

    1 vote

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  13. 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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  14. 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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  15. As a backtester, I would like to set a Trailing RT Stop, so that i can trigger a sale before round-tripping the trade back to "even."

    I think a Trailing RT Stop is far more valuable than the current "RT < n" stop. An example would be "Stop if Trailing RT delta is at least 0.50". For a long position, this closes if RT drops by at least 0.50 from peak. For a short position, close if RT rises at least 0.50 from trough.

    1 vote

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  16. In place of up dating the end date each day. Have the option to have the program enter the current date, for all Backtest searches.

    4 votes

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  17. Change to "Close all open positions in portfolio upon receiving this market signal."

    1 vote

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  18. In back-testing, add a feature that prevents new positions.

    My use case is one that watches some technical indicator on the market, which is more precise than VV market timing signals. For example, "Don't open any new long position if MTI < 1.05".

    Currently, I build a search that I know will yield zero results. I modify the back-test to use that search until the condition changes.

    If this feature were implemented, the back-test would only have to evaluate stop criteria until the constraint was lifted. It would bypass running searches until the back-tester stopped, and the constrant "unchecked."

    1 vote

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  19. 1 vote

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  20. Fix page width problem when printing list of back tests. Last column spills to separate page.

    1 vote

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