Backtesting for individual strategies and portfolios has been re-architected for major performance improvements. On average, we are seeing a 10x speed increase, though this can depend on the nature and complexity of the strategies tested.

We have improved the Intra-minute Stop Loss feature (available for 0DTE tests) to use 1 second data, replacing the old method of using 1 minute OHLC data. This should result in higher accuracy of stop loss simulation during large moves.

XSP has been released for Automation. You can now trade the S&P 500 at 1//10th the size of SPX, while benefitting from Section 1256 tax treatment and no assignment risk.

Be aware that XSP can have significantly lower liquidity than SPX and SPY, particularly in volatile conditions. For more information:

Automation support has been added for:

The broker / account name is now shown for automated trades:

When running a Portfolio backtest, the Strategies tab now shows the P/L and P/L % for each strategy of the portfolio.

When routing stop order, if the trade's value is past the stop trigger, a market order is immediately sent instead. This is primarily an issue with Schwab, who rejects stop orders that would be immediately triggered. Other brokers handle this as expected, converting to a market order instead of rejecting outright.

Original request: https://optionomega.canny.io/feature-requests/p/send-regular-market-order-instead-if-price-is-higher-than-stop-loss-trigger