Add more info in trade log (VIX O/N move, VIX iat trade open, etc) | Voters

Add more info in trade log (VIX O/N move, VIX iat trade open, etc)

FenG

more info in trade log for BT analysis. Not all BT filters are available in the trade log. Can we add them in? For example, VIX O/N change, VIX intraday move at trade open, VIX9D/VIX at trade open, RSI at trade open, etc)

October 16, 2025

Jeff

this would be very helpful in evaluating and optimizing guardrails as well. the hope would be that if we can filter trades based upon it, it should be observable so that we can then both externally confirm consistency and optimize.