Feature Requests

So many portfolio analysis tools require Daily Log type data work (ChatGPT, custom spreadsheets, etc.) Creating Tests then also creating Portfolios with just those tests to get that data is time consuming and seems unnecessary.

Provide the exact details of the trade the strategy has defined for order execution, even if the trade didn't fill and/or had a strike conflict and wasn't sent for execution. This would help determine when/where strike conflicts occur. Would also help track and ensure correct strikes are being chosen for the strategy.

Percentage and points

Option to apply a tag to multiple tests at the same time.

Currently, a profit action is triggered at a user input profit target, and the Stop Loss adjustment is made relative to whatever the "top of minute" price is. For example: Initial trade credit = $10 At profit target of 50% (ie. $5), adjust the SL to 100% First data point exceeding 50% PT is $2 Stop loss is adjusted to $4 User is expecting the stop loss to be adjusted to $10 (100% of $5) In this case, the trade will now be stopped out at $4, not 10$.

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.

Problem For long-duration backtests and persistent live strategies, a fixed values for premium targets, spread premium targets, spread offsets, and entry premium filters can represent materially different trade setup and risks as the value of the underlying changes. Suggested Solution Add percentage-of-underlying options for strike selection and entry premium filters. Premium target based on Percentage of Underlying Price Spread Premium target based on Percentage of Underlying Price Child leg offset based on Percentage of Underlying Price Child leg Premium target based on Percentage of Underlying Price Child leg max offset based on Percentage of Underlying Price Min/max entry premium based on Percentage of Underlying Price

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.

When entering via percentage add a min/max number of contracts per trade. When using conflict resolution there's a risk that the number of contracts can changed and this can mitigate. TS has the option for a global minimum which helps for certain trades when certain conditions arise, but having the setting in the trade is also desirable.