OO already does a pretty good job of figuring out the max. loss on a trade (and uses that to determine 'margin required'). By simply inverting the position, it would be relatively easy to use the same algorithm to calculate the max. profit of a trade. Given that mid-NBBO sometimes gives values which are ahem implausible (and most brokers, most of the time, won't give an 'impossible' fill even in vol spikes) how about ... toggle to 'cap profits at max. profit' toggle to 'cap loss at max. loss' This will improve the robustness of backtesting, and may be welcomed by many: for debit butterfly trades (4 complex legs) it will not give spurious bonus fills (if 'cap profits at max. is _ON_) for DCs, a user can turn OFF 'cap loss at max. loss', and then Alpha can at least see a mid-NBBO value for his deep ITM DCs ... The current implementation is: cap profits OFF cap losses ON ... I would suggest that, for simplicity - if the upgrade is implemented - both are either on or off Better Backtesting -> More Trust In Results -> More Success Live Trading
