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VectorVest Simulator

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VectorVest Simulator

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50 results found

  1. The cloud simulator of VV7 will never be able to support rigorous high-volume backtesting -- just anecdotal testing. There is no plan to implement the toteboard totals to the actual simulator. So, why pretend?

    6 votes

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  2. Add Green Light Buyer timing system to the Simulator

    5 votes

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  3. Add a few days time limit for back testing to hold flat lined stocks. Example: Teeny Boppers 9/9/10 to 12/31/10.

    1 vote

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  4. add simulartor to online eu

    1 vote

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  5. 1 vote

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  6. 5 votes

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  7.     I recently built a buy search and sell criteria that would buy high dividend stocks. When I reviewed the "Log" I noticed that the "Log" was not picking up the dividends. I understand that VectorVest does not know when the dividends are either "paid for the record date" or "actually paid". I recognize that it may be difficult to acquire this information but it would be very useful to add the dividends to both the "Log" and "Return" as they are being "paid for the record". Many of us are quite happy with 10% to 15% total returns per year
    1 vote

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  8. SIMULATOR IS CLUMSY. NEEDS REFINEMENT. ALLOW PRINTING OF STOCK LISTS TESTED & SELECTED IN QUICK SIM, FOR EXAMPLE. LOTSA WORK NEEDED TO MAKE THIS PRODUCT READY FOR PRIME TIME, BUT IT'S DAMN PROMISING!

    1 vote

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  9. I'd like to be able to test hedging in the Simulator in addition to switching to a Long or Short portfolio. i.e., the ability to add a % of the portfolio to be allocated short on a timing signal while the rest stays long with existing stops in place.

    4 votes

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  10. I'd like to be able to create and test a carve-out for a percentage of a portfolio to hedge. The idea would be to create a situation where a long strategy would be maintained with existing stops during a "timing sell condition," but with the ability to add a hedge, i.e., a Contra ETF, to be held in the carved out portion of the cash until the next "timing buy condition."

    3 votes

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  11. Currently the simulator "sells" a stock at the close price if the stop is reached at that time.

    A very easy to code feature that would help immensley in simulating the real world would be to add a switch (or just make it true for all sims) to "sell" the stock at the open price if is it below the stop price for the stock, otherwise sell the stock at the stop price if the close price is below the stop price.

    The reverse logic would be true for shorts.

    1 vote

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  12. 1 vote

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  13. In QuickSim, after pressing Edit, the list of searches at the bottom of the window are shown in a random order. If I want to make sure a particular new search of mine is in the list, among 200 other searches, it is very hard to find.

    1 vote

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  14. Parabolic stop and reverse, in my experience, is very effective in trending markets. I believe it would test better than most (possibly all) of the existing choices.

    9 votes

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  15. 1 vote

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  16. 4 votes

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  17. THE PROGRAM (AS TOLD TO ME BY ONE OF THE SUPPORT PEOPLE) WAS WRITTEN FOR A SINGLE CORE PROCESSOR. IF THIS CAN BE REWRITTEN TO WORK WITH MULT-CORE PROCESSORS, THE PROGRAM MAY RUN FASTER. SOME SIMULATIONS HAVE TAKEN SEVERAL DAYS TO COMPLETE. (I HAVE A QUAD CORE )

    5 votes

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  18. Can you add a new timing system to the Simulator that utilized the DEW system with MACD and the Green tight system that was discussed in the views on 2/19/10 so that we can use it to back test strategies with the Simulator. Currently there is only the cofirmed calls and DEW system or the primary wave to use in our back testing with the Simulator. Your new system with MACD and combining the Green light to this is GREAT....but hard to back test.

    8 votes

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  19. 1 vote

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  20. The fear is that the promise will evaporate unless a real ETA is established and shared.

    1 vote

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