Feature Requests

Would love to be able to sort backtests by creating folders where we can store and organize them. Right now I have a big long unorganized list.

I would like to create multiple strategies that depend on opening range breakout. For example, if the opening range is an hour, I would like the high and low of that hour be saved as variables high and low. If the high of the opening range is broken I would like to enter a put credit spread that has shorts at the high and vice versa. The stoploss would be breach of the low, if I entered on high and vice versa ( or specified points away, which could be experimented in back tests). The strategies should not be limited to verticals of course, and can expand to bullish and bearish butterflies. Additional features would be ability to reenter, if the the technicals that fell apart reappear a second time, taking a reverse position when conditions reverse, etc. So, essentially we want to be able to use the opening range highs and lows to create more sophisticated trading strategies.

Add Interactive Brokers support for trade automation

Currently I have many automations that trigger throughout the day for 0dte. If I didn't want to trigger, i currently either have to alter every strategy to put in a blackout date for each one, or go down the list to pause all of them (and hope to remember to unpause them the day after). I also don't trade these the end of the month. I believe it would be great if there was a centralized blackout scheme that I could create. Call it "0dte". Assign the specific automation to the blackout scheme. And when I want to add a blackout date for the future, I just modify the scheme and it'll then propagate down to all the automation that has that scheme. I imagine being able to create multiple schemes and being able to pick and choose which scheme (or multiple schemes) for the automation. I think this will make the management of blackout dates much easier. Especially for the folks that have many test/automation. Thanks

A functionality for backtests and portfolios where the trade log and/or the daily log is used for a monte carlo simulation with random sampling to test the strategy / portfolio for robustness.

Can you please add more tickers like NVDA, MSFT, GOOGL, META, AMZN and UVXY.

The backtester currently has a flaw: it allows trades with conflicting strikes when a short position and long position coincide on the same strike price. In real trading, brokers would reject these trades. The automation system attempts to execute these invalid trades, only to have them rejected by the broker. This creates two problems: The backtester records trades that cannot actually exist The automation wastes time on rejected orders Proposed solutions: Prevent the backtester from recording impossible trades Add logic for the automation to handle conflicts by either: Skipping the conflicting portion of the trade Selecting a different strike price for the conflicting leg

The current filter uses absolute values, but that's problematic when backtesting across many years, as the underlying can change much. This is similar to using points vs delta, to choose strikes. The UI could simply have a dropdown where you can choose $ or % (similar to other UI elements)