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113 votes
We are planning on adding these Market Timing conditions to BackTester soon.
An error occurred while saving the comment Richard Pritchett supported this idea · -
72 votesRichard Pritchett supported this idea ·
An error occurred while saving the comment Richard Pritchett commentedI was wondering if the VV database had a survivor bias, and this seems to indicate that it does. So, if I chose a strategy that turned up CC and NT, there's a chance that strategy would generate heavy losses for me, yet my backtesting wouldn't reflect it. This is critical for accurate backtesting. Without turning up delisted stocks in historical backtesting, you lose a significant amount of confidence in your backtest.
The first thing I noticed that was missing in VV7 vs VV6 is the portfolio backtest automation which allows me to choose a historical start date and then run, pausing whenever a position in the portfolio hits a stop as it backtests and allowing me to decide to buy to fill stopped out positions or not.I usually make my buy decisions when backtesting based on RT,VVC,and BSR.I would love to see these conditions automated. If that's not going to happen, please at least give the VV7 portfolio backtest the same functionality that exists in VV6.