StrategyXL StrategyXL

Roadmap

Help shape what I build next.

StrategyXL is built around what users actually want. The core platform is paid-once, not subscription, so there's no incentive to manufacture features to justify a monthly fee — I just build what gets requested.

This page is the public list of what's on my radar. It's a living document; the queue gets re-ranked whenever a new request comes in or an item ships. If something here matters to you, send the email below — your message is a vote.

Send us your idea

Email ideas@strategyxl.com with:

  1. The feature you'd like to see.
  2. How you'd use it — the why matters more than the what.

Every email gets read personally. Spam, profanity, and off-topic submissions get dropped quietly. Good ideas get added here within a few days, with credit to the requester if you'd like.

Status

Shipped Building Planned Considering Awaiting data source

Alternative Price History chart styles

Planned

Candlestick, Heikin Ashi, and Line styles alongside the existing OHLC bars, so you can match the visual style you're used to from your preferred charting platform.

Parameter sweeps

Planned

Run the same strategy across a range of parameter values (e.g. SMA periods 10, 20, 30, 50, 100) and rank the results, so you can see which configurations actually held up across the test window.

Russell 2000 (IWM) holdings

Considering

Same parser pattern as SPY — small-cap ETF would round out the index lineup.

More signal types

Considering

Ichimoku Cloud, Donchian Channels, ATR-based breakouts, and other commonly-requested signals to extend the existing seven.

Multi-condition signal composition

Considering

Build entry signals from layered conditions — e.g. "RSI > 70 AND price crosses above SMA(50) AND MACD histogram positive." Extends the existing entry/exit condition framework into full multi-signal logic.

Walk-forward / out-of-sample validation

Considering

Train on one period, validate on a held-out period, repeat. The standard antidote to overfitting — surfaces which strategies are genuinely robust vs. which were lucky on a specific window.

Portfolio-level position sizing

Considering

Trade a basket of tickers as a unified portfolio: shared capital pool, position-sizing rules (fixed dollar, fixed percent, volatility-targeted), and concurrent-position caps. Lets you answer "what would my P&L look like if I'd traded these signals as one strategy?"

Public upvoting is on the way — for now, the queue is ranked by how many separate emails request the same idea. A request from you counts as a vote.