- Reliability with IB connection. Support for IB two-factor auth.
- Data beyond 2002. Ideally to 1980s, even 1990s would be great
- Speed of backtesting
My list would be very different as I dont have IB issues really and I would really not want 2 factor, old data would be great but doesnt stop me now to upload data in the Notebook to do tests and speed of backtesting: would be great but I just have a lot of them running at the same time and service my cafeine and social needs in the waiting times... My list and sublists would be:
1) IMPROVE DATA
2) IMPROVE BACKTEST PLATFORM IDE
3) IMPROVE LIVE TRADING
Dividend-adjusted price history. Drops in price following dividends lead to false signals. I would like to see price history where q adds the dividend amount statically to the stock price on the exdate so that no drop occurs until the payment date at which that amount should start compounding as if reinvested. That would be so much more useful.