314 results found
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reverse stock splits need to be accounted for currently it can appear as a huge profit in back testing when it is really a loss
you need to adjust the number of shares for reverse stock splits. not doing this gives very inaccurate results.
4 votes -
BackTesting, End date Option, Current Date
In place of up dating the end date each day. Have the option to have the program enter the current date, for all Backtest searches.
4 votes -
Add 'pain threshold' to backtester options
the pain threshold would allow users to set a threshold for max drawdown. Once their overall portfolio had declined by x% all positions would be closed to prevent extreme losses.
4 votes -
Backtest Stop Loss Options
Add more flexibility for stops on backtests such as a Profit stop percentage at a gain combined with a trailing stop loss or an ATR stop loss.
4 votes -
New Backtest Concept
Present concept is to take a set of stocks at a certain date and see results at the end date. With a tiny capacity to have stops in place. This concept is static.
I suggest to transform from static to dynamic by :
1. adding sorting capacities in unisearch
2. Every day, Backtest system takes the top N stocks (Display top N) of the search (with sort) and assume that this is the population to be present in the BT Portfolio that day.
if one stock is new in list, this is a Long Entry
if one stock was in…4 votes -
Back Testing Data Availability
In back testing on 6/20/10 w/ VV 7 Intraday, I can only back test up to Wednesday, 6/16/10 instead the weekend (6/18/10). I want to do back testing to get ready for Monday's market. I can do better using the ProGraphics, except for some of the searches are not available. When I selected VV7 Intraday, I was told the data was 15 minutes behind real time. Now I am told that it will not be available until Tue 6/22/10 (6 days later!!!). This is a serious handicap and should be resolved ASAP.
Jim W.4 votes -
Create a timing criteria that is based of number of days.
A fixed number of days for a market time criteria would allow for swapping out your stock selections to continuously reflect the top selections of your watchlist. Any backtest currently done needs to be done manually since a 7 day(or however many) rerack and stack is not possible. This will allow you to keep riding your fastest horses.
3 votes -
Run Multiple Backtests Simultaneously
Afford the ability to do multiple backtests simultaneously.
Especially on updates to existing backtests.
A graph display during the backtest is not entirely necessary; making the display optional would clutter the screen less.
And potentially save on test run time.
An option to either display a graph or a progress bar to show the percentage of the backtest completed should be made available.
3 votes -
Fix the Print Output of the Backtests
Fix the output so that it generates all columns on a single page. Currently, CROR and Max Drawdown show up on a separate page.
In addition, give the user the option to output either as a PDF or as an Excel doc.
3 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 -
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 -
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.
3 votes -
CREATE A STOP CRITERIA THAT IS BASED ON A PERIOD OF TIME SUCH AS 1-WEEK
If we were able to use a period of time as a stop criteria for the back tester we could rebalance our portfolio on a weekly or monthly basis with the current top stocks from a search. Any stocks that dropped from the top ten list would be sold and new replacements would be purchased from the current top ten stocks in the search.
3 votes -
Add a "tightening stops" function to the backtester.
Hi. Quite often, when the market is about to head lower, the folks who give the Daily Color Guard presentations talk about tightening up your stops. However, the backtester doesn't allow for this option, other than doing it manually, which would be really tedious for any extended length of backtest. In addition to Buy Long, Sell Short, Go to Cash, or No Action, it would be extremely helpful to have the option of tightening the stops on what's currently in your portfolio. Thanks!
3 votes -
Can you please add dividend info to reit performance graphs,i.e.,equals actual performance
dividends greatly impact performance, otherwise, present system
displayed not accurate.3 votes -
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
3 votes -
Add Dividend Payments made on stocks during the period of the backtest
To assess the overall performance of a backtest, the details of dividends paid during the period of the backtest are a vital component of the assessment.
3 votes -
In addition to the magnitude of the max drawdown, the backtester should tell us the the location on the chart of the max drawdown.
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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