Advanced Signal Custom Indicators
highly unlikely
Jay Bennett
The current advanced signal functionality input is based on a CSV where I know when I want to execute the trades. But what if I just want to have a custom indicator which is not yet supported? For example, VIX1D/VIX ratio. But it could be anything.
The request would be for the platform to support a CSV of time series float data whereby users could provide their own custom derived numerical indicator and then have the backtester use it as an additional entry / exit conditon. This would allow limitless customization and provide an outlet for people whose specific feature request will never become a full fledged option.
e.g. open 0DTE SPX 25 delta iron condors when entry time = 9:45 AM AND my_custom_indicator > 1
r
rusty.moorman@optionomega.com
highly unlikely
@
@wizzy
While waiting for this to be implemented, you could run your own backtests:
- Helper Backtest A ... featuring all the other conditions natively available in OO
- Export the trade log
- Now filter those results for only when [your custom condition] is true
- Use that filtered subset to generate the new CSV file for backtesting
- Run the backtest
Voila!
This would take about 5 minutes to do manually. Or you could code it (not difficult) and automatically produce your filtered backtest.csv input file in seconds?