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Lol run from this offer. Without a ton more info..

You need a macro to save the data. If you insert a row with new data at the top it can work. But excel won't automatically save a snap shot.

How can reducing your potential profitby 10% and increasing your potential loss by 20% not substantially change your ROI or expexted value?

Calls are .60 and puts are .40. Why do you think you are getting them for free?

Find an way to front run him/ reverse engineer what he is doing?

I have found it better to predict change in vol than absolutle levels. Since it is mean reverting, you will get some significance even if it isn't real predictive.

Works same with options but easier to see in eurodollar futures. M9. 1 Z9. -2 M0 1 Same as long 1 m9u9z9, long 2 u9z9h0 long 1 z9h0m0 flys. Sorry if this is jumbled. Best way to see is play around in excel with different combos. See how they combine to make others.

Do it! Bob is the best around.

Wow. I can see why you get in fights on here. I asked your opinion of someone who you might know better than me. That is all. As far as professional, I have owned seats on the cme and cbot. Trading and trading alone has been my sole source of income for the last 15 years. If that is not...

Didn't this guy work for Larry Connors? What is your opinion of Larry?

Sorry you feel that way. They might have been harsh but there are legit criticisms to your strategy. Are the 6 levels uncorrelated to you current levels? If not that would just be the same as increasing size. In all honesty it doesn't look promising to me. Maybe try on other contracts to...

I just looked at the first chart. You traded 50 times in 4 years. Once a month. Time frame matters a bit. Number of data points matters more for statistical significance. 22 average. Once a month trade isn't going to excit anyone. Win percentage is meaningless on that few trades.

What is pine script?

Either you are being intentionally obstinate or you don't understand what you are trading. If you buy a contract on the bid. There are 1000 offered on the ask and a 1 lot trades on the ask. Your pl will show the price as the last traded price the ask. But you would have to wait in line until...

In less liquid contracts the last traded price on a leg might be outside the bid ask. PL is calculated by last traded price in outright market not spread market. Calculate right doesn't imply that the price is currently tradable.

You can't. A spread market is synthetic. Only the legs matter. What is probably happening is the quote from the less liquid market last trade is stale. Meaning the last trade could be at 10, but the quotes in the leg market are 12 at 14. But since it hasn't traded again, pl is still...

The last traded prices on the legs is what is changing. The bid ask in the spread market is meaninless in your pl calculations.

Tell that to the hedge funds and market makers on the CBOE.

Good luck. Unless "dynamically changing range/tick bars" are part of someones backtesting package that is a real project to create from scratch. As is working with tick data in general. What you are asking is well eyond the capabilities of all but the most extreme outliers of retail traders.

Why do you believe your strategy is worth testing?