314 results found

1. export backtest equity curve to excel

   Backtester currently plots the equity curve, but we need a way to export the same data into Excel so that we can do further analyses in Excel to be able to do more through benchmark analyses as well as to be able to compare across different markets and indices. The data is already available and plotted. We just need to export it to a file -- just like what was already done for "Trade History". Please make this available ASAP. Thank you.

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2. Enable dividend income (with an option to include franking credits) to be added to portfoliio value when doing a backtest

   Enable dividend income ( with or without franking credits ) to be included when backtesting

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3. A one hour webinar on backtesting

   I'd like a one hour webinar on how to use the backtester. They go over using the backtester in webinars for 5 minutes, but that's not enuf for me.

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4. Multi stop criteria in Backtester

   Can we please add the ability to use more than 1 stop criteria in Backtester. For eg, you can select 3 separate stop loss criteria in Backtester and whichever is first triggered on a particular day is the stop loss criteria that would be actioned on a particular stock. Thanks

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

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

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6. Software bug in Backtester

   In VV7 Backtester It is difficult, if not impossible, to reproduce the "Easy Rider" strategy as demonstrated in the 3 Easy Rider videos of 2011 (VV6 was in use at that time).
   The problems are:
   1. It is only possible to setup Long or Short trades and not both unless Market Timing is checked (Easy Rider requires both Long and Short trades and does not require Market Timing).
   2. Once Market Timing is checked it is necessary to elect one Search in the setup process which persists throughout the strategy run. This frustrates selecting the appropriate searches from the Derby Winners as required throughout the strategy run.
   3. Once the initial search is selected you then have to delete the replacement share that is automatically chosen during the strategy run to be able to run a search appropriate to the Derby Winners (Following steps 1 & 2, the option to deselect "Automatically replace closed positions" is not available).
   4. When "Trade from Search" is then selected to find a replacement share after Step 3 the share chosen by the software bears no relationship to the top VST shares of the Unisearch and seems to be arbitrarily selected.

   Finally, when I asked for an instructor to see if he/she could take me through the setup, or do it themselves, I was offered a 15 minute lesson "Getting started in VectorVest".
   Immensely frustrating and of no use to me at all !!!

   In VV7 Backtester It is difficult, if not impossible, to reproduce the "Easy Rider" strategy as demonstrated in the 3 Easy Rider videos of 2011 (VV6 was in use at that time).
   The problems are:
   1. It is only possible to setup Long or Short trades and not both unless Market Timing is checked (Easy Rider requires both Long and Short trades and does not require Market Timing).
   2. Once Market Timing is checked it is necessary to elect one Search in the setup process which persists throughout the strategy run. This frustrates selecting the appropriate searches from the Derby… more

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7. Make the Simulator and Variator function with VV7

   The true test of an investment process is its success over time. A one shot test of a process may or may not function well in other time periods. The Derby will tell what is working this moment. While that is of value I would like to discover if a process that is suitable to my risk parameters works over time.

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8. Increase capacity of saved back tests. VV deletes tests (randomly?) after ~ 500

   VV deletes tests (randomly?) after ~500. There needs to be an option (even at a slight $premium) to increase the allotted tests or allow export/import of results and settings.

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9. BackTester results grid sorting is slow when results are grouped

   To replicate the problem:

   Create 100+ backtests
   Group the results (e.g. by Start Date)
   Click a column header to sort (e.g. by % G/L)
   The UI freezes for several seconds while it sorts the results grid.

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10. When I try to print my backtest results, I can't get the results to print on one page. If I could select columns to print that would fix it.

    If I could select the columns I wanted to print, or reduce the width of a column, I could then get the results I want to print all on one page rather than having the last two columns on the next page.

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11. Backtester Stop Functionality

    Can we add into Backtester a stop functionality whereby a stop is triggered when a Stock's Price (low, high, open or close as selected by the user) crosses above/below (as selected by the user) a Moving Average (EMA, MA etc as selected by the user) please?

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12. backtesting

    I have been using the Back test facility for some time now and would offer some observations and comment that I feel might improve the understanding and use of this tool.

    1. There is a possibility that members could be confused between the terminology of a HOLDING in a portfolio and the number of positions within a holding.
       You use the term POSITION in the MORE SETTINGS tab where I think you mean HOLDINGs

               When the options are positioned NOT to restrict further investments in a company, multiple positions can arise in one        HOLDING.
       
               A breakdown of the portfolio clearly shows the difference, but the phrase is misleading in the settings options
       

    2. Whilst the settings allow for a restriction on the INDUSTRY or SECTOR of a holding, there is no restriction on the overall % of a holding in the portfolio. Might it not be a good idea to allow members to set a max parameter for a holding?

    I have found that when I do not restrict multiple purchases of a particular stock, it can distort the portfolio quite significantly by becoming the largest holding and conceivably the majority holding of the resultant back tested portfolio.
    It is not a position I would like in real life and I think the back tester ought to reflect my preferred stance in such circumstances.

    1. I have a number of friends who participate in Investor Clubs and only meet once a month. I think they might be more inclined to trust and use VV7 information if they could see that VV7 can deliver good selections when it can mimic the way their clubs trade.

    That would involve back testing having an option to dealing once a month or other intervals of time, rather than daily as is the case when running currently running back tester. This would allow them to develop strategies they can feel comfortable about using the info that VV7 provides.

    Currently they some of them dismiss its usefulness, because they do not want to trade as often as the system suggests they ought.

    I appreciate it is not a trivial matter to consider changing terminology or layout of the Back Tester’s options, but I hope you can see why I am making these points.

    I have been using the Back test facility for some time now and would offer some observations and comment that I feel might improve the understanding and use of this tool.

    1. There is a possibility that members could be confused between the terminology of a HOLDING in a portfolio and the number of positions within a holding.
       You use the term POSITION in the MORE SETTINGS tab where I think you mean HOLDINGs

               When the options are positioned NOT to restrict further investments in a company, multiple positions can arise in one        HOLDING.
       
               A breakdown of the portfolio clearly shows

       … more
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13. Monte Carlo Simulator with Unisearch random selection

    Take VV out of the DARK ages with Monte

    Typical Scenario

    Go to cash on a certain "sell" signal (or short) then buy the top x number of stocks from a given Unisearch based on a certain "buy" signal. But obviously, the top 5 stock by RT will be different to the top 5 by CI and so on an so forth, so you do another backtest sorted by CI and other by RT etc. However, one run of a Unisearch mechanic based on picking the top (say) 5 stocks using CI or RT etc may result in a freak once off "non statistical occurance". This is crazy - all you are doing is looking at "non statistically significant" "once offs", there is a better way - A Monte Carlo Simulator with random selection generator.

    QUESTION - How do we get better statistical significance in out Unisearch?

    ANSWER - RANDOMIZATION and MONTE CARLO SIMULATION OF A UNISEARCH

    OK let me explain

    Say I have the signal to buy so I run a certain Unisearch and get a list of 20 stocks. Obviously, the top 5 by RT will be different to the top 5 by CI as previously mentioned. But lets just say they are sorted by "CI descending" and I chose to buy stocks 1 through 5 (from this Unisearch in each up/buy cycle and go to cash in each down cycle). I then backtest this Unisearch mechanic to get a result of 7% return.

    However I then I run the Backtest mechanic agains but suppose I chose stock 1, 2, 3, 4 and 6 for a 105% return (a random 5 of the top 20 by CI decending). And then ran a third backtest but select stock 1, 3, 5, 8, 12 (another random 5 of the top 20 by CI) for a 185% return.

    This tells me that although the first backtest appears pretty average on selecting the top 5 stocks (i.e. 7%), the Unisearch is actually pretty good as over 3 runs of selecting Random stocks from the Unisearches 20 stocks, the general return trend is 98%.

    Now 3 runs is pretty meaningless. So lets say we have the POWER of a MONTGEN (MONTECARLO GENERATOR)

    Say there are 7 "buy/go to cash cycles" over 3 years using your desired Unisearch Mechanic eg Using Unisearch X in buy cycles

    So the 7 cycles are (1)Buy Stock - (2)Go to Cash - (3)Buy Stock - (4)Go to Cash - (5)Buy Stock - (6)Go to Cash - (7)Buy Stock

    So the Montecarlo generator goes like this
    (1) Buy Stocks cycle - Run Unisearch x and randomly select 5 stocks from top 20
    (2) Cash cycle - Go to cash until next buy signal
    (3) Buy Stocks cycle - Run Unisearch x and randomly select 5 stocks from top 20
    (4) Cash cycle - Go to cash until next buy signal
    (5) Buy Stocks cycle - Run Unisearch x and randomly select 5 stocks from top 20
    (6) Cash cycle - Go to cash until next buy signal
    (7) Buy Stocks cycle - Run Unisearch x and randomly select 5 stocks from top 20

    (8) Check return over 1 run = 44% hypothetically

    (9) Go back to (1) and repeat (1) to (7) 1000 times.

    (10) Check return over 1000 runs = 36% hypothetically using random chance selection on a given Unisearch mechanic

    You then find that overall this unisearch mechanic produces a smoothed out return of 36%. This then tells us that over a reasonable time, even if you make some errors in judgement here and there, or the market does "out of the ordinary" things, your overall Unisearch mechanic is statistically sound over 1000 runs based on unknown random elements and randomisation.

    When running big $ projects that carry a lot of unknowns, you always run monte carlo simulators over your schedules to determine the most likely end date.

    What we are attempting to do is use the PC processing power to smooth out the random unknowns from the market chaos. Our VV group criticises the "cherry picked" nature of the Unisearches. You can't accuse of cherry picking when you do a Monte Carlo simulator. You see, many folks don't actually buy the top 5 or 10 from a Unisearch, they generally cherry pick from the Unisearch,

    If VV had a Monte Carlo Generator, it would be in a New League. The output could show scattergraphs of bunching.

    WOW you guys are nuts not to do this

    Take VV out of the DARK ages with Monte

    Typical Scenario

    Go to cash on a certain "sell" signal (or short) then buy the top x number of stocks from a given Unisearch based on a certain "buy" signal. But obviously, the top 5 stock by RT will be different to the top 5 by CI and so on an so forth, so you do another backtest sorted by CI and other by RT etc. However, one run of a Unisearch mechanic based on picking the top (say) 5 stocks using CI or RT etc may result in a freak… more

    7 votes

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14. Backtester stop criteria doesn't include ProTrader options.

    I just got your ProTrader Add On and so far in my back testing I'm not able to simulate the way I really try to trade. That is, if I buy on a MACD and DPO crossover I might want to stop out of the position on some combination of these ProTrader signals. Is there anything in the works or the pipeline to add such a feature to the Back Tester?

    7 votes

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15. RS

    Add RS as a Stop criteria on a sliding scale like RT & VST are listed

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16. backtester

    I have a large number of backtests that I run. I would like to be able to make change of the end test date and then run the test.

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17. would like to see a rank column for any list of stocks, watchlist, viewer or search so you'd know position of each stock
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18. Allow custom timing systems for back testing.

    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.

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19. Add MACD as market timing in backtester

    Current BackTest tool down not allow to select MACD as market timing signal. Please add it in BackTest tool.

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20. Add buy & hold comparison to backtest results

    An important issue for me is always would I be better off trading this system over this time frame vs buying the market. Please add a buy & hold equity curve for the SPY or VVC to the backtest results to help with that evaluation.

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