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You originally stated S&P pit. Very different than SPX.

Spx is cboe not cme. I actually clerked there. Only options. No futures. Select options pits still have some people.

Have you ever been to the pit? The died a long time ago.

Try to execute. See what happens.

Cbot cme did 4 years ago. I haven't heard they stopped.

In

This is pretty do able. Let me know if you want help. Probably more of a button than hot key. But doable.

Would you be ok with hotkey / button in excel not adl?

I have used it. In production. It would be MUCH better for people trading outright or exchange supported spreads. Two legged spreads were barely feasible if you wanted all decisions in the ADL. Multi leg spreads were not doable to my knowledge. Unless you wanted to build multi legged...

There was no way to manage hung autospreader orders in xtrader. Has that changed in TT? The order block you showed has the same hedge fill port to monitor hedge leg fills. Is there a way to cancel or modify the price of the hung leg?

Lol sure. Transfer my X trader workspace into the new TT so I can make the switch. The other big one is manage hung orders when using an autospreader with adl.

I have used it. Not bad for simple stuff.

I agree. I'm probably much less sophisticated at analysing it, but I have been noticing as well. I only really focus on 1 portion of what you described. I hadn't proved/ decided if I believe it is more portfolio rebalancing or gamma scalping or a combo of each. But it is more pronounced.

Does all that stuff help? I have tried all the new age regression procedures. In my experience, nothing beats the original.

Interesting. I have been looking at something similar but for a different purpose. Have you found something similar with gamma/ delta hedging in individual stocks and etfs?

Futures are your best bet. Are most of your trades the same direction?

Describe your trading style. Are you spreading, scalping?

Spread trade means nothing to anyone but you. Each option is an individual contract.

Did you read the thread? Murray did talk about 100% win rate. You have had some very intelligent responses here. There is no universal truth here. Backtest on you system and see for yourself if it does.

100% win rate is a gigantic red flag. Either it means you are doubling down/ martingaling. Something that works in a short trading contest but not over the long term. Or, in very rare circumstances, you should reduce parameters because you are missing very good trades that might only have a 75%...