Feature Requests

Allow SPX automation to extend into the 4:00–4:15 p.m. ET curb session
Please add optional support for SPX automation during the 4:00–4:15 p.m. ET curb session for brokers that support it. I understand the concern that curb-session liquidity is thinner than during regular trading hours, and I also understand why OO may not want to extend standard backtesting through 4:15 by default. However, for live automation, the logic is different. OO already supports Entry Windows, which means automation is not trying to fill at one exact timestamp only. The whole purpose of an Entry Window is to continue attempting entry for several minutes after the intended start time in order to get a fill. So once a strategy is allowed to keep working beyond the initial trigger time, automation is already prioritizing execution opportunity over an exact backtest-time match. Because of that, if a user sets an SPX strategy to begin entry at 3:58 or 3:59 p.m. ET and gives it an Entry Window that extends beyond 4:00 p.m. ET, it would make sense for OO to continue seeking a fill through 4:15 p.m. ET when the connected broker supports SPX curb-session trading. I can understand why OO may want backtesting to stop at 4:00 p.m. ET for consistency, even with Floating Entry. But that does not necessarily justify a hard 4:00 p.m. cutoff in live automation, where the purpose of the Entry Window is specifically to allow fills after the expected entry time. If liquidity is the concern, that seems addressable without a blanket prohibition. Possible implementations: 1) restrict it to limit orders only, if necessary 2) make it optional / opt-in 3) enable it only for supported brokers 4) display a warning that curb-session liquidity is thinner and fills may differ from regular-hours conditions This would give users more flexibility while still preserving OO’s current default behavior for those who do not want to use the curb session.
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Automation
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