Feature Requests

Problem For long-duration backtests and persistent live strategies, a fixed values for premium targets, spread premium targets, spread offsets, and entry premium filters can represent materially different trade setup and risks as the value of the underlying changes. Suggested Solution Add percentage-of-underlying options for strike selection and entry premium filters. Premium target based on Percentage of Underlying Price Spread Premium target based on Percentage of Underlying Price Child leg offset based on Percentage of Underlying Price Child leg Premium target based on Percentage of Underlying Price Child leg max offset based on Percentage of Underlying Price Min/max entry premium based on Percentage of Underlying Price

Assume a $10 wide debit spread is opened for $1. Its Maximum Profit would be $900 = (($10 - $1) * 100). Now further assume that at some time before expiration, the position can be closed for a profit of $895. That's 99% of its potential Maximum Profit. Does not make much sense to keep the position open, hoping to capture the remaining $5 of potential profit while risking $895! So... I suggest implementing an Exit instruction that can be set to trigger when a position or leg group achieves NN% of its Maximum Profit.

ATR provides valuable triggers / filters when trading volatility

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.

It is quite useful to disable PT/SL for some trades. While in the BT, there is an option to bump up the PT/SL threshold to unreal levels, this will not work in Automation, especially with Broker Resting PT/SL. -- Another crucial option -- By disabling PT/SL, the BT and Automation have to disable Profit Actions and Trail SL. For example, if I have PA for @50%PT adjust SL to 100% --> having TA to disable the global SL, has to disable this PA too. Another example, if I have PA for @50%PT close 25% allocation --> having TA to disable the global PT, has to disable this PA too. Final example, if I have PA for @50%PT close 25% allocation and adjust SL to 100% --> having TA to disable the global PT or SL or both, has to disable this PA too. Then, if I want to re-enable PT/SL (including PAs) --> I can add additional TA with some values for PT/SL. There are two approximate pictures attached. It might be good to make the words 'Disable' in red, rather than in white.

Unfortunately I could not find anything in the documentation about 2FA. When I tried to setup 2FA I was asked for my phone number. Using a phone number is not the best practice considering that hackers can take control of your phone via a SIM swap. Therefore, please add the option to use an authenticator app for 2FA.

Percentage and points

Just like TS, efficient spreads to dynamically adjust long legs to get the closest-to-the-money strike that has the same mark price as the target leg. For example, if your target leg definition selected a 4300 Put, but a 4340 Put had the same current mark price, the system would use the 4340 strike instead of the 4300 strike.

We currently can select child strikes on the basis of 'points offset' (+ or -) .... the parent strike is selected based on delta (or dollar offset from [something]), and then OO selects the child strike by calculation. I would like the opportunity to select the child strike by 'dollar offset' (+ or -) .... in which case the parent strike is as usual selected based on delta (or dollar or offset from [something]), and then OO would select the child strike based on price difference. Example:- sell a 5 DTE 20 delta put- buy a [50 cents cheaper] put, 7 DTE There is no hack to do this currently. I have manually tested the concept, with what looks to be promising results ... This would probably come shortly after MEIC-style spread premium entries, I guess/hope �

Currently Strike Offset supports: Current Price, Current Day's Open, Previous Day's Close, Previous Week's Close, and Current Week's Open. Being able to use these variables in context of "Use Gaps" would be very beneficial such as- "Min/Max Gap [from <input variable>]" thresholds. 'Min Gap from Weekly Open' -2% etc. If we can use/re-use these anchor points within a Gap Filter option, this will allow us to setup potential mean-reversion plays and knowledge of which side of the input variable we are on. Example: If I had an assumption that we will come back to weekly open, the current context doesn't allow the test to know if it's above or below one of those anchor points, so you don't know if you should be on the Put/Call sides. This would help segway towards weekly expected move plays and mean reversion on outlier moves. Many ideas surrounding how this could influence certain positioning mechanically and compliment the usage of those strike offsets currently available today. I believe this should just be re-using an input that already exists in the table with a simple calc for runtime (hopefully)? Thanks!