My interpretation was: Run up = Gross Profit and Draw down = Gross Loss. I could be mistaken... That does not coincide with the Gross Profit/Loss on the Monthly Period Analysis. Further, some of the monthly drawdown figures are larger than the strategy's maximum peak to valley drawdown so the usual...

I am having trouble interpreting the data on the Monthly Returns & Drawdowns page of the Strategy Performance Report. Does anyone happen to know the definition being used for Run-up and Drawdown?

This functionality is definitely needed, and I think we're simply approaching implementation differently. While a menu-style option for moving fills might be the simplest way to address your immediate need, it doesn't present a lot of flexibility. As an example, slippage rarely comes in full tick in...

I agree on limit orders (and stop orders for the same reason). OOEL lets you do this right now, by the way. However, market orders should execute on the close. Otherwise there can be issues. For example, I am frequently the opening tick of the following bar when I place a trade. I avoid backtesting ...

Good to be here!

I handed them a Porsche and they handed me a used Honda... I'm still open to the idea. I think the pros far outweigh the cons.

I can hand you a Ferrari, but what would I do with a Porsche?