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VectorVest 7

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VectorVest 7

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318 results found

  1. My best backtest strategy does great when confirmed up and terrible when confirmed down. Would like to test whether it is better to sell entire portfolio or hold until stop when a confirmed down is called. As a bonus: The ability to switch strategy with confirmed calls would be nice.

    1 vote

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  2. 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?

    2 votes

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  3. 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?

    2 votes

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  4. %G/L is the only stop which allows taking a profit, why? RT<1 is a great stop, if I have a 50% Gain, I don't want to wait for the RT to go below one to be left with whatever profit may still be available, I want to take the 50% profit. Same applies to every stop in the program, why allow a good profit disappear by waiting to get stopped out? Is the name of the game taking profits or getting stopped out? This of course needs to be added in portfolios and backtest

    15 votes

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  5. I would like to export data such as mti data, stock data and quick test data.

    55 votes

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    8 comments  ·  BackTests  ·  Admin →
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  6. 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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  7. This would bring the power of unisearch to the backtest automation rules.

    6 votes

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  8. I want ability to create new stop criteria in the backtester and portfolio settings.

    1 vote

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  9. I day trade stocks entering at market open based on previous days closing signals and close today 15 minutes before market closes, win or lose. Repeat the next day. I cannot seem to make the backtest module replicate this process. I decide on bullish or bearish positions based on my own proprietary market direction signals not VV calls. I would like to test a search by putting my start and end date for bull or bear move in backtester, then have the backtester buy previous day's search results at market open price today and close all positions at market close…

    4 votes

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  10. 72 votes

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    9 comments  ·  BackTests  ·  Admin →
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  11. Backtester and Genius need to have an option to protect profits.

    For example, say the criteria is 50% profit & 10% loss and you have unrealized 40% profit. There should be an automatic method to trigger a sale to protect the profits before incurring 10% loss during a downturn. Perhaps a option to sell when 50% of the gain is lost or a trigger based on Moving Average Stop.

    I discussed in Tampa with Dr DiLiddo and he agreed this should be an option.

    2 votes

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  12. Currently Backtest does not sell at end of test period - always uses current day close price info for the end date - not next day's open, if checked. Also, does not account for the broker charge on the final sell of the stock.

    19 votes

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  13. I'm finding the name field for each back test to be too short (at 50 characters). That probably seems like a good number of characters but when trying to organize my tests (which accumulate quite fast even without auto tester) I find I'm running out of characters.

    2 votes

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  14. Include BACKTEST documentation in the online HELP file as well as the PDF Help file.

    3 votes

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  15. I would like to see Contra ETFs and Leveraged Contra ETFs included in the backtesting setups for the 2014 Confirmed Call Sure Fire Success series. This would allow use in IRA accounts. My Backtest results using Leveraged Contra ETFs as a substitute for the Short strategies have yield approximately 3% improvements in % Gain, ARR, and DrawDn percentages.

    2 votes

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  16. 84 votes

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  17. member; 354571

    dear customerservice,

    I like the following suggestion:
    can you install the UNISEARCH tool in the backtester - Automation Rules - Stop Criteria, so that I have a lot of more possibilities in the backtester.

    for example: I want that the backtester sells the stock in the portfolio, if the MA stock price 20 days is becoming under the MA stock price of 50 days.

    thank in advance for putting this in your software updating.

    best wishes,

    Leo J.M. van der Werf

    1 vote

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  18. add a button to the backtest list screen that will copy the list and data to the computer clipboard as a table. this will allow it to be imported into an excel file or any other document ie MS word, wordpad, notepad, etc.

    6 votes

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  19. UniSearch allows many options for selecting individual stocks during backtesting. However stop criteria for stocks in the portfolio are much more limited.

    So here is the idea. Have a "Buy UniSearch" and a "Sell UniSearch" . For stop criteria in BackTester add one new capability -- stop if stock in the current portfolio meets (or does not meet) "Sell UniSearch criteria.

    Your first thought might be of concern for the extra compute power this might take. Perhaps this can be mitigated somewhat by having an implied criteria on Sell UniSearch to filter by stocks in the current portfolio, much as…

    4 votes

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  20. When using Auto tester, add a new feature called Override Stop (in addition to Buy Long, Cash, No Action). This feature would allow a strategy to override Stop Criteria during that signal phase. For example, if the Up phase Buy Long used a Stop of VST < 1.0, the strategy could change to VST < 1.1 during a Neutral Phase. If the signal phase goes back to Up, the Stops for those positions returns to VST < 1.0.

    1 vote

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