319 results found
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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 -
Allow custom timing systems for back testing.
It would be great to be able to create a custom timing system to back test strategies. For example, I'd like to use an MTI moving average crossover to test various strategies.
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 -
Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade
Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade
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 -
Add Benchmark Performance (S&P500) column to the BackTester results
Performance of a given idea/strategy is more useful when compared to a benchmark so you can show that your approach will be more rewarding than simply indexing the S&P500.
3 votes -
Allow custom market timing signals and allow them to interact with backtests/autotester
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 -
Include CALMAR ratio as a column in list of backtest results; risk adjusted performance is a critical decision criterion
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 -
Enable use of different timing signals for up and down calls
In AutoTester, allow for the ability to use different timing signals to drive up and down calls. For instance, allow for the use of the DEW on the up side and the Primary Wave on the down side.
3 votes -
Enter My Own Stock Symbols & Prices and Backtest Sell Strategy only.
I have a history of my purchases and would like to test sell strategies. I would like to just add a symbol and date and purchase price. Then test sell strategies on all stocks. i.e., % trailing stops. Also like the idea of selling at the stop price if it traded there, not at the close or open.
3 votes -
Different Backtesting - Enter Stock Buy Info (no search) and use Trailing Stop Price as Sell Price (not closing price).
Different Backtesting
I would like to enter my own stocks by symbol and date (no searches).Would also like to have the sell price be the actual Trailing Stop Price (if it traded there that day) - Much like if it was a market order and was executed @ that price immediately. The closing price is not where I would sell nor is the average or opening.
3 votes -
Alow for user generated timing signals(Custom dates supplied by user) for up down or cash
Enable a way for user supplied dates for backtesting, searching. These dates can come from user timing signal they have developed and not VV timing signals. Like to see buy, sell and cash capability.
3 votes -
Make Backtest Commission more robust
Interactive Brokers charges 0.005 per share with a $1 min per trade and a max fee based on purchase amount. Your price per share field only goes as low as 0.01 and no max or min inputs.
3 votes -
Ensure Backtest results summary matches results from Report Summary
Baktest results on My Backtest page do not match results from 'Report Summary' (Tot Value, % G/L, % Winners) I understand that they would match if all positions were closed at end of backtest. However we may want to keep equities open so test can continue in future. I suggest that the two reports be set up to match even when backtest positions not closed
3 votes -
better VV7 backtest reports
Currently the Report available for VV7 backtests are pretty pitiful. I know you are working hard to improve VV7. The backtest reports need to be as complete as they are in the Simulator.
3 votes -
Include a do not replace sold positions in VV7 like in VV6 when seching for new portfolio positions.
3 votes -
Backtest - DOCUMENTATION
Include BACKTEST documentation in the online HELP file as well as the PDF Help file.
3 votes -
show Mathematical Expectation in backtest summary like in VV6
VV6 has it. Positive expectation over time will have profit, while negative will not
3 votes -
Allow me to set up more than one stop parameter in backtesting. Specificly, a 30% ROI and a 15% TS
Allow me to set up more than one stop parameter in backtesting. Specificly, a 30% ROI and a 15% TS
3 votes
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