Feature Requests

Improve strategy or portfolio performance reporting to account for volatility of returns. The initial update will add: Sharpe Ratio Sortino Ratio These will be calculated on daily strategy or portfolio returns, annualized. Metrics to consider in future updates: Ulcer Index Ulcer Performance Index / Martin Ratio Profit Factor

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?

We currently have for VIX etc. a variety of exit triggers ... when VIX moves up/down points/% While I haven't found them particularly useful, I understand that some folks _do_ use them. What I think _would_ be very helpful for DC-style trades is an exit trigger: when S/L ratio moves up/down points/% Offline analysis suggests this is likely to generate additional EV This might also be an opportunity to move entry S/L Ratio from 'sundry' to its rightful (?) place in the main entry filters block?

For the backtesting and the automation -- could we get a light gray hover on the active row?

The change of the today's VIX open to trade entry.