Settings and activity
31 results found
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24 votes
Ken Reso
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42 votes
An error occurred while saving the comment An error occurred while saving the comment Ken Reso
commented
I just watched the SOTW Q&A archive for Feb 16 2015. Todd demonstrated using a "my portfolio stop criteria" search, as a means to implement a custom stop condition. Automating this would cover just about every stop criteria one could imagine. It would be as limitless as Unisearch.
An error occurred while saving the comment Ken Reso
commented
This is a great idea. My design would be to allow the Backtest definition to specify a user-defined Unisearch, and it would implicitly run against a "watchlist" that represents the Backtest holdings. Positions that are returned by this Unisearch are then closed.
Yes, this results in more Unisearch type processing, but it's limited to Backtest holdings. But Stop Criteria could specify conditions like RV, RS, GRT, GPE, combinations of VV fields, and even ProTrader conditions (for those subscribed to ProTrader).
Ken Reso
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1 voteKen Reso
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3 votes
An error occurred while saving the comment Ken Reso
commented
When I have tried Chrome, for VV U.S. Online, there's no menu ribbon (Unisearch, Portfolio, etc), and the left navigation menu links fail.
There is definitely a user movement, away from IE, and to Chrome.
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1 vote
An error occurred while saving the comment Ken Reso
commented
VectorVest Online User Group (Yahoo Groups) suggested to use Internet Explorer's Compatibility Mode. This worked for me.
Ken Reso
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4 votes
An error occurred while saving the comment Ken Reso
commented
The Strategy of the Week for March 22 2013 could have benefited from this feature. It wanted to show the overall market (VVC) as compared to the Backtest, but could only do so through screen context switching. A second graph series, assuming the portfolio invested 100% in the VVC, could plot on the same scale as the series representing the individual trades.
Ken Reso
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10 votes
An error occurred while saving the comment Ken Reso
commented
I can't speak for the others who voted on this item, but I'd consider this to be "completed." The AutoTester allows one to optionally close positions opened under a different scenario. It's not quite "opposite," because that option will close positions opened during a neutral scenario, on change to up or down.
Ken Reso
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3 votes
An error occurred while saving the comment Ken Reso
commented
Just as the Stock graph has REC {B,H,S} on that top bar, the Market Timing graph needs at least GCPRC {R,Y,G} in that same place. it might be a bit much to show three rows of colors, but selection similar to the market timing could work.
Ken Reso
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12 votes
An error occurred while saving the comment Ken Reso
commented
Also include GLB, and GLB/RT. Consider adding to the gadget configuration (VV7), for the end user to select which are to be displayed.
Ken Reso
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1 voteKen Reso
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2 votes
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47 votes
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3 votes
An error occurred while saving the comment Ken Reso
commented
VV6 Online has a "help" feature, which defines each individual field. If that were available as part of a VV7 glossary, it would be be a step in the right direction. Then, one could reference that, and evaluate the compound expressions.
Steve... Consider subscribing to the VV online user group (Yahoo Groups). You'll definitely find others who can explain these in detail, when/how to use.
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STRATEGY OF THE WEEK; BACKTEST THEM FOR SEVERAL YEARS AND PUBLISH THAT ALSO, NOT JUST A SINGLE TIME.
6 votesAn error occurred while saving the comment Ken Reso
commented
Gerald... An individual can re-test the Strategy of the Week over longer time periods. However, I find it hard to believe that any one search/strategy works in all markets. It is the same reason why the Triathlon strategies did not do well, and the Nov 4 2011 SOTW conclusion that no one of these should be used going forward was correct. Multiple strategies are needed, much like a baseball team that has starters (March 2003, 2009), mid-relievers (2004-2005, 2010) and closers (2006-2007. ?).
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10 votesKen Reso
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1 voteKen Reso
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3 votes
An error occurred while saving the comment Ken Reso
commented
Export to local file, import from local file, would be nice to have. I continue to see my custom searches randomly lose parameters.
I updated VV7 to build 1.3.0.7, one day ago. I converted some searched in from VV6 online, successfully. One day later, and two have lost several parameters.
This problem is not unique to searches from the online conversion tool. It happens frequently for me. I routinely have to save the search paramters to a document. I have to verify the search has not been corrupted when I want to use it, and manually re-create it from the document.
There seems to be some data integrity issues at work here. if I add a parameter using "filter by portfolio," I can see a set of about 15 back-test names of mine, and these I had deleted long ago.
An error occurred while saving the comment Ken Reso
commented
Two Use Cases that I can think of:
1) I have seen my search parameters mysteriously disappear. I copy/paste to a document, so that I can manually recover. Export/Import would be a better recovery method.
2) If I am not saving progress to a document, or making copy after copy, an export/import would allow a restore point if I find that I've made several destrimental changes to a proven search.
I didn't make the original post, but these are my thoughts in the matter.
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1 voteKen Reso
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2 votes
An error occurred while saving the comment Ken Reso
commented
Isn't this already a back-testing option? I have always set a max Stocks per Sector, max Stocks per Industry in VV7. Pretty sure it was also in 6.
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6 votes
An error occurred while saving the comment Ken Reso
commented
I'm not sure, but this may address many "stop criteria" requests. My intepretation is "Sell, if my currently held position would be a result of search XXXXX". If I can write a "sell" search, it's no longer just a sell-short, but could be used to define more sophisticated stop criteria.
It is more demanding on computer resources, as VV can't anticipate all user-defined variations. It may near-double the searches for a back-test (one sell-if, one buy-if), but defintely puts more flexibiity into search/backtest.
Special Presentation (SOTW) for July 24 2015 has another example of showing a Unisearch workaround for signaling an exit. Adding a "Unisearch Stop" to the Backtester would be incredible!