Want to be able to specify an entry price for the next day based on the close of the previous day, eg. your search has come up with a potential trade/s based on the market action at the end of a day, you want your back test to buy at that closing price the next day, if price has gapped then no trade. Also when a % gain is required to exit then when that price is reached the back test should exit at that price that gives the required % gain if price during that day has reached or surpassed that price. Just as would happen if you put a buy order in today at yesterdays close, with sell orders for your calculated gain and stop loss, which would trigger should price move either way subsequent to order being filled. These features would more accurately reflect what happens in the market, and a more accurate indication of whether a strategy is successful or not.