319 results found
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I would like to be able to quick test the performance of all 1069 ETF's over a set period of time
I would like to be able to quick test the performance of all 1069 ETF's over a set period of time and not be limited to 100 ETF's.
4 votes -
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 -
Provide ability to group backtests
Currently, all backtests show up as a simple list.
Providing folders as items in the list and allowing the users of VV7 to put similar backtests into folders would make the view less cluttered and more organized.
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 -
buy and sell indicators UNISEARCH / even custom fields as well as stops
in UNISEARCH function.
being able to use MACD on a weekly basis for Bullish/bearish conditions
MACD positive or negative on daily basis
put a condition on ATR, aka when ATR is above or below its 14 dmva or 20 dmva
or even when the 14 day is over the 20 day moving average of ATR. i tend to notice that when 14 day is over 20day MA stocks tend to be falling, not always but more often then not the indexes always seem to be droping when 14 day ATR is above 20 day ATR.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 -
survivorship bias
One of the big issues with VV is the survivorship bias in the database. So old failed companies are removed from the database. You only back-trade against existing companies. This can skew results badly.From what I remember it can cut performance to 1/3 in the real world. You’ll be trading companies that will not survive and have yet to fail.
3 votes -
Show a DATE RUN field for backtests
I run some backtests repeatedly using the same start and end dates, but I get different results when I rerun the tests on different days. I would like to see a DATE RUN field. This would also allow me to weed out old backtests and find recent ones that I may want to rerun or modify.
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
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