Option Omega
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Automation (189)
Backtesting (178)
Automation & Backtesting (146)
Modeling (9)
More hits for PT
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.
1
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Backtesting
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maybe? someday?
6
1 min RSI
Please add 1 min RSI to technical indicators, with customizable period(length) 5, 10, 15, 20, 25, 30 and min max inputs. This would be a nice compliment to EMAs and allow for mean reversion signals.
4
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Backtesting
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maybe? someday?
5
Add SPX AM Expirations
Add support for SPX AM expirations for backtests to support longer-term monthly expiration strategies.
1
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Backtesting
·
maybe? someday?
3
EMA cross for entry criteria
I can presently backtest strategies when an EMA is above or below another EMA, so it seems that with a floating time window, it should be easy to add the possibility to enter when one crosses the other. I know this would be possible with a CSV file, but it seems like it might be relatively simple to add
1
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Backtesting
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maybe? someday?
3
Add a daily profit target to the Portfolio back testing
I'd love to be able to test portfolios for daily profit target. Being able to stop automated trading and take risk off when I've reached a profit per day target.
2
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Backtesting
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maybe? someday?
9
Allow backtesting from 4-4:15
4
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Backtesting
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maybe? someday?
5
Add % Offset to the Parent Order Strike
Add the option to offset the parent order by %. For example if the 25 delta lands at 6500 for a call and I want the link/child to be 1% of the underlying away the BT will select 6565 as the strike for the linked order.
2
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Backtesting
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maybe? someday?
7
Add Additional data to trade log
The trade log should include VIX, VIX O/N move by default.
2
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Backtesting
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maybe? someday?
28
Add VVIX filter
1
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Backtesting
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maybe? someday?
3
VIX previous day's open VS VIX today's open
Manual testing shows there could be an edge in such a filter as VIX previous day's open VS VIX today's open
1
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Backtesting
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maybe? someday?
3
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