Strategy Settings by Module
Ticker
inherited from base backtest
Leg Structure
inherited from base backtest
Leg Quantities / Ratios
inherited from base backtest
Strike Selection Method
inherited from base backtest
Strike Selection Value
Child Leg Offset
Leg DTE
inherited from base backtest
Use Exact DTE
inherited from base backtest
Round Strikes to Nearest
inherited from base backtest
Starting Funds
Margin Allocation % Per Trade
select from margin (%), max capital ($), or max contracts (#)
Max Open Positions
inherited from base backtest
Prune Oldest Trades
inherited from base backtest
Max Contracts Per Trade
inherited from base backtest
select from margin (%), max capital ($), or max contracts (#)
Ignore Margin Requirements
inherited from base backtest
Max Allocation Amount Per Trade
inherited from base backtest
select from margin (%), max capital ($), or max contracts (#)
Entry Time
one entry
Floating Entry
inherited from base backtest
Frequency
inherited from base backtest
Blackout Days
inherited from base backtest
VIX
value and unit
values only
value and unit
Technicals - RSI
Technicals - SMA
above/below only; no compare
Technicals - EMA
above/below only; no compare
Gaps
value and unit
values only
value and unit
Intraday Movement
value and unit
values only
value and unit
SqueezeMetrics DIX / GEX
inherited from base backtest
Opening Range Breakout
opening range end-time only
Min/Max Entry Premium
Min/Max Short/Long Ratio
Re-Enter Trades
inherited from base backtest
Profit Target
value and unit
values only
value and unit
Stop Loss
value and unit
values only
value and unit
Per Leg Stop Loss
inherited from base backtest
Use 0-DTE Intra-Minute Stops
inherited from base backtest
Profit Actions
inherited from base backtest
Early Exit Date
value and unit
values only
value and unit
Early Exit Time
Time Actions
inherited from base backtest
VIX
value and unit
values only
value and unit
Technicals - RSI
Technicals - SMA
above/below length; no SMA compare
Technicals - EMA
above/below length; no EMA compare
Underlying Price Movement
value and unit
values only
value and unit
Exit When OTM Short Put/Call within distance from underlying
value and unit
values only
value and unit
Position Delta
Leg Delta
Short/Long Ratio
Fees & Commissions
inherited from base backtest
charged by broker/exchange
Slippage
inherited from base backtest
market dependent
Cap Non-Opening Profits at Profit Target
inherited from base backtest
Require Two Consecutive Hits at Profit Target
inherited from base backtest
Cap Non-Opening Stop Outs at User-Defined Stop Amount
inherited from base backtest
Last updated