Feature Requests

If we want to use the "trade now" rocket to enter an order in a different account than normal that strategy uses, there is no dropdown for account selection. so #1 is that possible to create? #2 if possible is it in Canni already? (we could not find it)

Please allow the use of the VIX level (multiplied by a constant) as the percentage in the "VIX moves up" / "VIX moves down" exit conditions. For example: For "Exit when VIX moves up," use 0.5 times the VIX level from the entry moment as a percentage. So, if the VIX is at 15% at entry, exit when the VIX moves up 7.5%. Or, for example, if the VIX is at 40, then exit when the VIX moves up 20%. This could take into account the dynamics of the VIX, since a 7.5% rise in the VIX from 15 points might take days, while a 7.5% rise in the VIX from a high level of 40 points might take only minutes, so a 20% move up (0.5 times the VIX at entry) in this high vol environment could make more sense.

Please add a timestamp option to the exit conditions. For example, "Exit when the VIX rises 25% since entry" AND it is 3:30 PM. This would be a solution for traders who only want to be active at certain times of the day and don't want unobserved exits throughout the day.

It would be nice to have a filter on volume - either on the underlying itself (when applicable), or comparing against SPY. For instance, "open when SPY trade volume is <2M", "open when SPY volume is x% above average".

Hi Option Omega Team, I wanted to highlight a practical issue I encountered that might merit an update in the backtest logic, especially for short premium strategies on ETFs like SPY and QQQ. Recently, I sold a 20 delta iron condor at the close, assuming the options would expire worthless. However, I was forcefully closed out of the position by Schwab’s margin team at 4:10 PM EST, even though the true expiration is 4:15 PM EST. When I reached out, Schwab explained it was due to pin risk and post-close exercise risk, which extends through 5:30 PM EST. Unless the account has sufficient capital to take assignment (often 10x the account size), most brokers will auto-liquidate near-the-money positions before the true expiration. The Option Omega backtest currently assumes: SPY and QQQ options are worthless at 4:00 PM EST, which is inaccurate. No exercise or margin-related broker intervention happens after 4:00 PM. This leads to inflated win rates and mispriced risk for EOD iron condor strategies, especially those relying on pinning near the short strikes. One improvement would be to add a checkbox or toggle for “Account meets margin requirements to hold through expiration." This would allow users to simulate the impact of broker margin calls or forced closures due to lack of assignment capital. OR Extend modeling for SPY/QQQ options to 4:15 PM EST. Simulating pricing through the true expiration (4:15) window would better reflect how OTM options behave and avoid assuming they’re worth $0.00 at 4:00 PM. This would give traders realistic expectations around forced exits or early closures.

Ability to close all open trades at once with selection of a button that will send a market order to close all open trades that are running at once. In addition if there would be an option to close all open trades if the account is at an xyz loss e.g. If I have a 100k account and I see a total loss for the day at 3k close all open trades at once.

Would be very helpful, in addition to the Trade Log results, to have another tab that shows cumulative P/L per strategy when looking at a portfolio result. MEIC: $xxx.xx, EMA: $-xxx.xx, etc. Not a daily strategy PL result, I know that would probably be too much (unless its not, then that would be cool too), but the cumulative PL result per strategy, for the time period tested. Thanks!

Would love a report of actual slippage (from mid price) experienced on entries/exits by live running strategies. That way we can update the backtest to be more in line with live trading.