Feature Requests

IVR filter to add. Having IV rank as an entry filter, especially for DCs on QQQ would be a significant improvement. Its far more accurate that VIX / VIX9D for QQQ. Been able to filter out DC entries when IV rank is high has a profound improvement on the results! Currently I have had to source IV data for the last 4 yrs and use it calculate my own IVR to obtain those dates when IVR > certain values and then plug those dates into OO to blacklist them. For longer dated DC's its more beneficial. I've tested IVR with the standard 1yr lookback and custom 6 month lookback, 3 month lookback, 1 month look back, IV Percentile - the standard IVR (which is 1yr lookback) is the most reliable. DC's for life!

I would love if IV Rank can be included in the backtest so we can use it instead of VIX

Additional technical indicator for price breaks and volatility moves.

The backtester currently has a flaw: it allows trades with conflicting strikes when a short position and long position coincide on the same strike price. In real trading, brokers would reject these trades. The automation system attempts to execute these invalid trades, only to have them rejected by the broker. This creates two problems: The backtester records trades that cannot actually exist The automation wastes time on rejected orders Proposed solutions: Prevent the backtester from recording impossible trades Add logic for the automation to handle conflicts by either: Skipping the conflicting portion of the trade Selecting a different strike price for the conflicting leg

I'm assuming that someone has already asked but just wondered why there's a "below" and not "above". Keep up the good work. Thanks, Tom

Potentially very useful omission - I'd like to be able to backtest and run when price is WITHIN the ORB range as a filter for rangebound day setups. I don't think this is currently possible?

Would love the ability to create your own predefined groups of dates to quickly add/update backtests and strategies with blackout and specific dates. Then simply add the groups of dates similar to how tags currently work via a dropdown (Holiday Weeks, FOMC Days, EOM, OPEX, etc) in the blackout/specify dates and only need to update them once under the date group rather than every backtest and strategy individually. Also would really help see which groups of dates are in the backtest rather than just a jumbled mess of comma separated ISO dates.

In light of how Deltas and S/L ratio moves during the course of a trade, it would be great to be able to modify Delta action for the position and legs using Time Action as trade progresses, especially for verticals where the shorts can expand to very large ratio compared to the Longs. Also, the short long ratio need to be added as an exit when it is above a number as well as a time action. In particular, I think Calendars would benefit from these actions.

Expanding Intra-Minute Stops beyond 0-DTE could improve risk management and profitability by preventing real-time losses that traditional stops miss. Applying this to 1-DTE, 2-DTE, and beyond with tick-level data, volatility-adjusted stops, and adaptive execution would enhance precision and flexibility.

Percentage and points