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Composite Lead Ind - Looking at Future?
Last Activity 8/5/2019 5:24 PM
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Duxx

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Subject : Composite Lead Ind - Looking at Future?
Posted : 5/18/2014 1:31 PM
Post #7648

Hi Support,

One key feature that I like in VT is the Composite Leading Ind. I was doing some testing on the VT simulator and rank the strongest stocks based on the Composite Ind. (have Daily, weekly and monthly bars)

But while doing the testing I realized that within the simulator we maybe looking at the future.

On the simulator does the higher timeframe bars on the composite indicator considered "previous bar", "dynamic bar" or something else?

Since doing some testing is extremely important in VT and the simulator is fantastic in order to help on this would like to ensure we are not looking at the future and thus our testing will never reflect reality.

The concept of the composite indicator looking at multiple timeframes is powerful, hope it does not look at the future
Thank you


[Edited by Duxx on 5/18/2014 5:00 PM]

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Duxx

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Subject : RE: Composite Lead Ind - Looking at Future?
Posted : 6/26/2014 9:23 PM
Post #7674 - In reply to #7648

Hi Support

Just finished doing some analysis on this topic and unfortunately the answer is that it does look into the future.

Here are the steps I did:

1) every day took a picture on how the opportunity list looked based on Composite Indicator.
2) Recorded around 20 days of #1
3) Ran simulation to see the list on those days and rank based on composite indicator
4) List are very different.

Here is one example:

First picture is Jun 9th. As I saw the list during that day.
Second picture Jun 9thth as simulator shows going back to that day.
Composite is based on volatility breakout

Would be very beneficial to do a dynamic bar on the simulator as well - so composite reflects reality in simulation.

First:


Second list:



[Edited by Duxx on 6/26/2014 9:30 PM]

Attached file : Composite Jun 9.JPG (99KB - 440 downloads)
Attached file : Comp Sim Jun 9.JPG (89KB - 414 downloads)

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Duxx

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Subject : RE: Composite Lead Ind - Looking at Future?
Posted : 8/16/2015 7:13 PM
Post #9384 - In reply to #7674

Support - now that we have the ability to test everything on the opp list with the Auto Sim.

This becomes important as a fix in order to test if the Composite Indicator is useful for your strategy or not.

Would like to add this as a request.

Thank you
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