4475 results found

1. Watchdog - Stock Price Filter

   Can you make it possible to receive alerts for stocks that range in between two price points? For example, from 0 to 5...

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   0 comments  ·  Watchdog  ·  Delete…  ·  Admin →
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2. New Marketing Timing with ADX and Directional Movement

   It would be great if we can add filters to current VV timing signals and backtest them. For example, I would like to test DEW but only if the DI+ is greater than DI-. This will keep me out of bad markets. Would be interesting to see how it improves the results. Maybe other ways could help us improve our trading with VV.

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3. Average true range 3 points above or below market search for any stock - create new search for average true range

   Average true range 3 points above or below market search for any stock - create new search for average true range in unisearch

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4. It would be good to have the Genius system under portfolio's issue an alert when the timing indicator required to invest changes.

   It would be nice if the Genius system under portfolio's issues an alert when the timing indicator (Confirmed Call) changes. I was fully invested when C/Up changed to C/Dn and the portfolio alerts indicated that there was nothing to report throughout.

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5. In Protrader, allow the ability to query Moving Average crossovers for Custom Fields, for example RT 10 day MA crossing over RT 40 day MA.

   In Protrader, allow the ability to query Moving Average crossovers for Custom Fields, for example RT 10 day MA crossing over RT 40 day MA,

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6. 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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   0 comments  ·  BackTests  ·  Edit…  ·  Delete…  ·  Admin →
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7. Please provide an alpha data value for each stock in VectorVest

   Add a data point for 12-month alpha or whatever the industry standard is.

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8. I would like to be able to enlarge the overall fontsize for all applications

   overall font size customization would be greatly welcomed!

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9. Choice for Portfolios Summary

   As we are limited to only 10 portfolios with the Genius/Auto Timer ON, for those of us with many portfolios, it would be a lot easier to have an option to check only those. You could have a checkbox like you now have for VV Portfolios to only select and see the active ones (Genius/Auto Timer ON). This way, we don't have to scroll down by all the Manual portfolios to see how we're doing with the 10 Auto ones.

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10. Would be great to be able to insert a benchmark graph such as S&P 500 equivalent into portfolio minigraph

    Would be great to be able to insert a benchmark graph such as S&P 500 equivalent into portfolio minigraph

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11. Performance Graph should accept a Portfolio/Watchlist name input to compare all of the items therein.

    Allow the input of a Portfolio or Watchlist name to create a performance Graph comparing all of the items within the portfolio or Watchlist.

    8 votes

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    0 comments  ·  Graphs  ·  Delete…  ·  Admin →
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12. Add Custom Fields using Exponential Moving Averages

    Could you please allow subscribers to add custom fields using exponential moving averages (EMAs) in addition to the current capability of simple moving averages (MAs)?

    Thank you.

    Richard

    23 votes

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    2 comments  ·  Unisearch  ·  Delete…  ·  Admin →
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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

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14. Add Sort/insert to UniSearch Parameters

    Adding a sort/insert function to UniSearch Parameters would make modifications/editing so much easier to accomplish. I'm surprised it isn't there.

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15. Subject: Pending orders

    When one has selected a basket of stocks in the portfolio, and populated the pending order page with IB brokers; entering symbols and quantity and the market turns down, one is locked into the IB page. To leave the brokers page, one must cancel all input, loose data manually entered.
    Please allow the IB trade pending to remain populated when exiting and hold the pending orders for the remainder of the trading day. that way one can return to the populated pending page later, and quickly execute orders.
    Thanks,
    Jim Ownbey

    1 vote

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16. Is it possible to program Unisearch for MACD cross over in weekly mode?

    Weekly MACD cross overs

    6 votes

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    1 comment  ·  Unisearch  ·  Delete…  ·  Admin →
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17. your site is very difficult I registered for 10am today no one called

    your site is very difficult I registered for 10am today no one called

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18. Standard Deviation Analysis

    Based upon a 2011 paper published at S&P, there is evidence that Low Volatility equities have delivered higher compounded returns over time than high volatility equities.
    I would like to be able to screen watchlists periodic Standard Deviation (Asc or Desc) to exploit this documented market anomaly. To be able to see the market's appetite for these characteristics might also enable an investor to see trends in the overall risk appetite prevailing in the market.

    3 votes

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19. cust 363860 looking for DPO crossover via Watchdog

    cust 363860 looking for DPO crossover via Watchdog

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    0 comments  ·  Watchdog  ·  Delete…  ·  Admin →
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20. Correct the date-handling for the Portfolio Manager

    After entering the original purchase plus the various dividends rec'd in the Portfolio Manager, I was surprised to find that the latest date, not the date of the original purchase, was used for the purchase date. It should be the original purchase date, not the date of the latest dividend, that is shown.

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    under review  ·  0 comments  ·  Portfolios  ·  Delete…  ·  Admin →
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