Feature Requests

Add the ability to close a trade based on the delta. For double calendars, an example is to exit to the trade if the delta of the short call or put exceeds 70. The logic could be for TAT to scan the deltas of all the strikes in the position, and use the largest absolute value as a trigger to exit. Link to example https://optionomega.com/share/J1s0C3gyJaciSobznsmw

I would like to request closing out a position based on touching the short strike. It would close out the long and short strike. Currently, the way REL works, it only works on the short strike. Having a way that TAT would either set the position to close, or track it to close the long, would be beneficial. Certain strategies such as a DC with a rule that says to close out on touch can only be automated if both short and long can be closed with that rule.

Would love an entry condition based on whether price is above or below the open(day)

Enter trade contingent on gap up/down by x points on market opening.

The current value of VIX and the daychange of the VIX (open vs close) as a filter for trading. I know this is already mentioned, but I personally cannot understand why that is not implemented. It is very important in this LOW Vol environment to stop trading some credit stuff. I do this manually every day, which is annoying. And wrong at some point as I do this not in the moment the trade would be placed. I like to port OO backests to TAT trading. As clean as it could be ported......

Would like to be able to enter a single put or call calendar and have it not have to be a double calendar.

Would like to ability to re enter a trade if one side of an IC gets stopped out. This would re enter the whole trade and not just one side. Example, a call spread gets stopped, a new IC would open.

Would be really nice and powerful to be able to write pinescripts and have TV trigger our trades.

I'd like the ability to target the premium of a short strike in a spread, rather than target the credit of a spread. This is important especially for changing volatility environments. On volatile days, especially prior to events, the skew is "expensive", so targeting a spread credit can sometimes end up with a spread closer to ATM than I wish. Example: I want a $3 short with a 50-wide wing. In higher IV, that spread might be $2.30. In lower IV it could be $2.60 spread. While I could make the template wider I'd prefer to really zone in on the short. It would also help those of us who use OptionOmega to backtest, and improve our accuracy, since their tests work by targeting the credit of the short.