Feature Requests

Carter from worth charting, always says 150 moving average is better than 200. I also tend to agree with him. Is it possible to add that. Thank you.

Carter from worth charting, always says 150 moving average is better than 200. I also tend to agree with him. Is it possible to add that. Thank you.

Toggle the ability to prevent tests from simulating new positions with legs that conflict with existing positions (e.g., selling a short put when a long put at the same strike is already open). Would be most useful at the portfolio level.

Customer feedback: > The Optimizer uses the terms Leg 1 and Leg 2, but the backtester does not use this nomenclature, and it asks for a leg name. Would it be possible either to add the terms Leg 1 and Leg 2 to the backtester, or use the leg name that we had entered in the backtester as the name used in the Optimizer. I just want to make darned sure that I am correct on guessing which one is Leg 1 and which one is Leg 2. I'm assuming that the first leg listed in the backtester is what is called Leg 1 in the Optimizer. Using the same terminology in both would be helpful to avoid confusion. Love the optimizer by the way! It's made my life much simpler.

If a multi leg trade (e.g. BWB) is entered then the price of the structure is shown for entry/exit but would be good if the component price of each leg is also available.

I've been an OO subscription member since late 2022. Options Omega recently changed their backtest method for handling 0dte stops. It’s a bad change. Prior to the last month’s change, OO used to go by 1-minute data, and they would simulate intra-minute stops by including any fill prices within the minute that were over a certain threshold. This would catch essentially all real-world stops. It would overestimate real-world slippage, but you could adjust for this by combining the choices for capping stops at the chosen threshold and by adding a custom average slippage. I liked it. As of late May 2026, OO now uses 1-second mid-price data without any additional fill price data, which misses many of the slight intra-second price excursions in the real world that can trigger stops. I do not like the idea behind this change. And by comparing with my actual trading, I have seen this new method underestimate high price triggers in actual trading. Here’s one example from Thursday, 6/18/2026. In the afternoon, the SPX P7480 had an intra-minute high price of $6.0 at 15:10, a high of $5.9 at 15:11, and a high of $5.8 at 15:12. Options Omega claims the high mid price was $5.75 at 15:12, so it seems to miss entirely the real-world prices of the previous two minutes. Including intra-interval high and fill prices, not just going by interval-based mid prices, is needed for 0dte backtests to be realistic. Thank you for your attention to this matter.

Please add a more hits options for PT. Two is not enough for a lot of tests even with high slippage. Maybe a multiple hit toggle and then you fill in the number of hits in a field.

Add ROR return on risk (aka return on margin, return on capital).. normalize per trade first then avg of trades. Apply same normalization to PCR. PCR calc add normalization, per trade, then avg trades. Current calc is sum P/L over sum credit received, so there is bias towards recency (if backtest is +EV) and premium (if backtest is fixed contract). Additionally the PCR calc cancels credit and debit received - this would be better served by only calculating for credit trades, this way in say a port with a credit selling and debit trade mix - the PCR calc would remain meaningful, alongside the ROR calc.

Allow a higher limit than the current maximum of 30 strategies per portfolio.

Include Leg Group Name as a column in the trade log and the CSV. This would enable deeper insights and analysis when evaluating the trade logs using, such as in Excel.