FYI, this particular feature is available in a major competitor's platform for both backtest and automation. Although OO has many more features than the competitor, this one is missing. Currently, in OO backtester, under Use Intraday Movement section, there is no way to test an entry condition based on the underlying's real-time movement from the previous Close because Intraday Move is defined with respect to the same day's Open. This excludes some viable and testable strategies where entry is invoked when the underlying daily move from the previous Close exceeds a certain threshold. There is no way to combine Use Gap and Use Intraday Movement filters to exactly replicate the Daily Move From Previous Close criteria. I have some ideas to test which I think may be robust but cannot do so in OO at this time. It would be nice to add it in the same format as the Intraday Movement section either as a separate section named Daily Movement or just with a toggle added under Intraday Movement section to let the user choose between "From Open" and "From Previous Close" to define the reference point for the movement.