319 results found
-
In the Backtester provide a way to make a timing list like I was formerly able to do with Simulator.
27OCT2020
I'd like to be able to make timing lists with the Backtester, specifying only a single stock and multiple purchase dates and multiple sale dates without using VV indicators, searches or watchlists -just the stock I'm interested in and what would have happened if I had bought and sold it on specific dates that I choose to include in the test. This was a great feature of Simulator when it was available.4 votes -
ALLOW TO CHANGE THE DEFAULTS AND PERSONALIZE THE SPAN OF BACK TESTING PERIOD
I AM A LONG TIME CUSTOMER AND I VIEW VV7 AS A NON EFFECTIVE VERSION OF VV6 & US .......SO BEFORE I QUIT USING IT I LIKE TO ASK YOU TO IMPROVE THE FANCTIONALITY OF IT (& FAST)
2 votes -
backtester
Allow moving average crossovers to serve as entry AND exit stops on backtesting
4 votes -
2 votes
-
Combine multiple signals for exit
one exit on a C/DN but a different exit for Primary wave Dn or a DEW Dn.
Please add the ability to have multiple signals / criteria's for exits.
3 votes -
buy and sell indicators UNISEARCH / even custom fields as well as stops
in UNISEARCH function.
being able to use MACD on a weekly basis for Bullish/bearish conditions
MACD positive or negative on daily basis
put a condition on ATR, aka when ATR is above or below its 14 dmva or 20 dmva
or even when the 14 day is over the 20 day moving average of ATR. i tend to notice that when 14 day is over 20day MA stocks tend to be falling, not always but more often then not the indexes always seem to be droping when 14 day ATR is above 20 day ATR.3 votes -
be able to save backtest column sort that i created
I like my backtest columns in a certain order and would like to save this sort so I do not have to set up the sort each time that I log in. IE drawdown after value.
2 votes -
More choices for STOPS in back test,
i would like it, if there were either more options to use in the automated program
whether they were defined or like unisearch or like custom field builder we could build a stop that we could then use in the automated backtest.2 votes -
2 votes
-
Add Description field as column in My Backtests
We can enter a description field, but I could not find a way to add it to the My Backtest view
2 votes -
Stop Loss Exit Strategy addition - Exit when search Criteria is no longer True
Currently there are different Stop/Exit Strategies. If I design my own search criteria via automation rules, it is basically a True/False result. It allows results that are true.
I would like a Stop Loss/Exit Strategy to exit the trade when that True/False on the Search Strategy is no longer True.2 votes -
ATR Profit Locker Trailing Stop
ATR Stops are a great inclusion. So is Profit Locker. What I'd like is an ATR Profit Locker Trailing Stop, where instead of a fixed percentage Target and Stop, I could specify and ATR multiple target and Stop.
14 votes -
Backtesting periodic portfolio rebalance or refresh
I have tried 3 month portfolio refresh at Trading Central. It produces great results. I believe if we can rebalance or refresh (sell everything and buy fresh from the search) after a given period (say 3 months, 6 month, 1 year etc.) rather than holding a stock till its stoploss, it'll give extra strategies to test and find better ones.
3 votes -
Enhance the Trailing Stop Capabilities in the Backtester
In addition to what
s available now. Arguably, one of the greatest trading systems of all time was the Turtle System, and the Turtles used a 10 day trailing low price when they were long and vica versa on the short side. Right now thats not available in the Backtester. I submit adding the ability to select 1. a prior low price, and 2. Flexible days or periods. For example , test a trailing 4 day low, or maybe a 17 day low, and trailing highs for short sellers. Thank you for your consideration.3 votes -
MTI in backtest
Add the ability to use MTI above a specific value (say 1.5) as a condition for not allowing a trade in a backtest.
3 votes -
Backtesting: Provide an option to exit positions prior to earnings for those of us who do not hold positions into earnings release dates.
Provide a trade management option to exit positions prior to earnings dates for those of us who do not hold positions into earnings release dates. This would make the back-test more realistic for us that exit prior to earnings. Thanks
1 vote -
Have a stop criteria that lets me hold by number of days
Make it possible to back test buy at open and sell on the close of the same day or 1 to x number of days. This seems like it would be easier to code than most of the stop criteria that is available.
4 votes -
survivorship bias
One of the big issues with VV is the survivorship bias in the database. So old failed companies are removed from the database. You only back-trade against existing companies. This can skew results badly.From what I remember it can cut performance to 1/3 in the real world. You’ll be trading companies that will not survive and have yet to fail.
3 votes -
Add Folders to the Backtester tab for organizational purposes
Having folders within the Backtester tab would make it easier for organizational reasons, especially during times of competition.
4 votes -
Eliminate Survivorship Bias at least for the S&P 500
The existing backtest tools in Vectorvest are plagued by Survivorship Bias. This makes it impossible to get an accurate simulation of the expected future statistical performance of a strategy based on historical data, because the historical data becomes more and more inaccurate the further back in time you go in the backtest.
Even if you restrict your backtest search Universe to the 500 stocks in the S&P 500 Watchlist, that too is inaccurate. The 500 components contained within the actual S&P 500 varies from year to year. A committee meets each year and retires certain components and adds replacements.
A…
6 votes
- Don't see your idea?