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Automation (56)
Backtesting (61)
Automation & Backtesting (42)
More options for Intraday Movement
Add an option to the intraday movement trigger that allows the movement to be measured from the previous day's close, current week's open or previous week's close (like the strike offset has the option). Also, allow for it to be measured from a specific time of day. For example, enter the trade when the SPX has moved up by 20 points after 13:00
1
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maybe? someday?
3
Make all columns sortable
Standard table behaviors - click on a column to make it sort ascending, click again and have it reverse. Make it work for numbers, dates, names, etc. In backtests, portfolios, and on trade logs
2
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maybe? someday?
14
Add more tickers
Can you please add more tickers like NVDA, MSFT, GOOGL, META, AMZN and UVXY.
1
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maybe? someday?
3
Backtest Metadata Search Filtering - "Includes VIX O/N" or "SMA" etc. dropdown
Some inspiration struck me from the recent OO Show about VIX O/N Up and Down scenarios. I started trying to dig up backtests with certain conditions, and I realized it was actually hard to find unless I declare a variable in my naming or descriptions, and digging through the massive list is rather tedious. Potential Solution: Similar to Tags, a great enhancement could be to have "Includes [x]" with list selectable criteria, and perhaps an "Excludes [x]" may have merit for someone trying to not use a certain metric in their plethora of saved backtests. This would give us a nice tidy list of relevant backtests we can use for references with quick search ability. Thanks!
1
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maybe? someday?
1
Add 'Created' and 'Last Saved' identifiers. History of Updates?
Initial thought is to add a 'created' timestamp and a 'last saved' timestamp to the backtest cards, and to also make them filterable by these metrics. It would be nice to see a "history of last-saved" or "history of updates" within each backtest card to view the former iterations of the backtest; a compartmentalized structure anchored to the original test... we're all working through a variety of variables & combinations when trying to optimize a strategy (or tuning a strat based on risk tolerance, etc) and sometimes need to reference previous testing variations...It's pretty much just like your 'view recent test runs', but only applies when you save over an already existing backtest, and it's accessed through the primary backtest card. Something like 'view recent saved test runs within this backtest'.
1
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maybe? someday?
2
Add entry parameter for backtesting
Can you please add an entry parameter based on % change from prior day's high and low
1
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maybe? someday?
2
allowing using a function of VIX value (1D, 9D, 30D) to set the strike price for a leg, for instance ATM + VIX1D treated as 1 standard deviation for the day
Ideally a factor of of one of the vix would be most flexible e.g. ATM + 1.5 * VIX9D .. something like that
1
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maybe? someday?
1
Tranche Group Stop Loss
For risk management, it would be nice to have the ability to set a stop loss on a tranche group. Currently, the stop loss works on a per trade basis. So if I have 6 tranches and I set a stop loss of 2%, my total loss could be 12%. I would like to have the ability to set a second stop loss (i.e 3% of portfolio value) that takes into account all open tranches and if the total draw down exceeds the 3% of my portfolio value, all open tranches are closed and no other tranches are opened that day.
1
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maybe? someday?
4
Adding stock ownership to the position
Would be great to be able to add stock ownership to simulate e.g. Covered Call. P&L would be the sum of current Option P&L as well as Stock P&L
1
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maybe? someday?
2
Direct Access to Trade & Portfolios Links, Remove Dropdown
With clicking on Tests or Portfolios links frequently, would be nice and more efficient to skip the new dropdown menu.
1
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maybe? someday?
4
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