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VectorVest 7

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VectorVest 7

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  1. Currently only "canned" buy/sell signals can be used, i.e., GLB, GLB/RT, DEW, and CC. For example, right now the HUI "Gold Bugs" index cannot be backtested because there is now way to tell the backtester to buy when the 10 day moving average on the HUI stop price moves about the 65 day HUI stop price MA, and sell when it crosses below.

    Some other backtesters allow this. For example, years ago I used Omega Research's Tradestation 2000 on which any buy sell signal could be encoded by the user.

    Giving people this flexibility may pose problems for your current…

    17 votes

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  2. 2 votes

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  3. Allow MTI to be used in Backtester as a timing Indicator AND also allow MTI value to be used as a STOP

    26 votes

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  4. Add the following conditions to the BackTester/AutoTester Platform upon set-up before the backtest starts to run.

    Ability to select condition upon either Entry or Exit :

    1) Comparing the MTI value (such as MTI > 1.0)
    2) Comparing the BSR value (such as BSR > 1.0)
    3) Comparing the RT value (such as RT > 1.0)
    4) Compare the color of the VV-Price value (such as color <> Red)

    So for example, a backtest can be set such as buy when MTI > 1.0
    and sell when the MTI <= 1.0

    Using this VV indicators to determine entry and exit,…

    22 votes

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  5. The AutoTester checkboxes for "Close any position when entering this situation" are not sufficient, when the signal includes a Neutral phase.

    When checked... When the signal transitions Up-Neutral-Up, positions entered on the first Up signal are closed on the second Up signal. This is also a problem, and unrealistic, for Down-Neutral-Down transitions.

    When unchecked... Transitions from Up(Neutral) to Down will not close long positions. Transitions from Down(Neutral) to Up will not close short (or long Contra) positions.

    A more realistic behavior is to close positions which were entered during the opposite signal. When the signal is Up, allow (optional) closure…

    10 votes

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  6. In addition to the magnitude of the max drawdown, the backtester should tell us the the location on the chart of the max drawdown.

    3 votes

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  7. For instance; conservative entry at C/Up and quicker exit at DEW down. I notice that the C/Dn allows too much loss

    1 vote

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  8. Currently we can use preset timing systems where each part of the timing system is programmed. Example: GLB RT Kicker up signal is matched with a C/Dn down signal. A useful facility which would add flexibility, would be to allow the user to mix and match different components of a timing signal. For example, user might want to test the results of GLB RT Kicker Up signal, combined with a DEW down signal. Another Example: DEW Up signal matched with a C/Dn down signal. User could then create tests using these timing system component combinations to see which combinations work…

    4 votes

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  9. It would be great if we could use a simple or weighted MA for stop criteria in our back tests. If it were set up just the way it is in the graphs you could select either simple or weighted, and then adjust the days to match the moving average you were wanting to test.

    2 votes

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  10. The Limit Repurchases settings needs to be improved:
    1. Improve the feature:
    Currently: it will simply not repurchase any stock in the number of days whether you had a loss or a gain. The Wash Sale rule only applies to losses.
    Future: allow the limit repurchases of losses only in the number of days. There is no need to limit repurchases of stock with gains. better still, make a checkbox for each and users can choose.

    1. Improve the wording: Currently: there is confusion amongst subscribers and support staff about the wording "Don't repurchase the same stock for 30 days after…
    1 vote

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    under review  ·  2 comments  ·  BackTests  ·  Admin →
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  11. Please add a Calmar Ratio column to the backtester. Currently the Calmar Ratio is shown in the situational report.

    8 votes

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  12. I find VV a powerful platform in terms of allowing the mix of fundamentals and technicals for creating a search or a backtest.
    Unfortunately, the lack of a 'scripting language' to create more complex backtests is not available. This allows only the backtest of very basic strategies since you lack more powerful programming statements like if..then..else, switch... case.. etc. Some indicators in Protrader allow for only a selection from a list which is an unnecessary limitation.

    I would like to have a 'scripting language' capability maybe even in a well known language like C# for example. I believe this would…

    2 votes

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  13. When accessing the backtest section you can have a list of results from previous backtests. We should be able to export those results to an excel spreadsheet so that we can do further analysis of our results.

    19 votes

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  14. Select a unisearch and turn off market timing

    Have autotester buy stocks on Monday at open

    Have autotester hold those stocks for one week and sell on Friday at close

    Then repeat those steps for the time period chosen for the test -- at least a few years.

    This is how the VectorVest Stock Challenge works.

    1 vote

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  15. The power of technical analysis to generate timing signals is not as strong as it could be. Note that DEW is the top contender for the ETF challenge and GLB/RT kicker is just emerging as a strong signal. In the case of the latter, using confirmed down as an exit signal is not as strong as it could be.

    3 votes

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  16. 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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  17. 2 votes

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  18. This would give us a way to see "what if" we had our present positions and as the price hit our stop criteria we replaced it with a stock from the Uni-search list.

    1 vote

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  19. 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

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  20. I would like to see an stop option for a close below a highest stop for long positions and above a lowest stop for short positions. This would have to be coupled with a rule that the buy/sell price does not violate the stop criteria

    1 vote

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