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All road lead to Rome. Seems more that these steps are/were yours. I'm not identifying myself in most of them.

The OP was not really asking a question, but more showing his so called expertise in trading options. There is no way to explain him why the formula is correct and why it's used.

Could you dare to elaborate why it seems to be illogical to you? Could you enlighten us of your option trading expertise?

An interesting read on ODTE options (4 min read). https://www.nasdaq.com/articles/analyzing-expiry-date-options-trading

Do you have statistics to support that claim, or is it just an hypothesis?

As usual, when you don't understand something, it's automatically a bug, a lie or a fraud. Here's the explanation for CGC (took me 2 minutes to find out!): https://finance.yahoo.com/sec-filing/CGC/0001193125-23-155433_1737927 You're welcome.

Yes, I did test NQ, for the last 6 months. Here are my findings comparing to ES, using my algo: Profit ($): +9% (better) Time to recover DD: +70% (worst) And we must take into consideration that the margin for NQ is 65% higher than ES (at IB). So bottom line, with my algo, NQ is no...

Wake me up guys when the market will start moving.....zzzzzz

From the Economic Nobel Prize winner. There are a couple of chapter that can be applicable to trading.

Yeah sure nice try... I'd bet that you understood that the problem was 18 inches from your keyboard.:rolleyes:

What do you mean by 'mobile trading'? Are you referring to trading on a cell phone (or mobile phone)? Are you referring to trading while not behind a physical desk, away from the computer where your trading application is running?

If you can't hear the truth, then don't ask the question. You didn't provide enough details for anyone to help you understanding these numbers. All responses will just be pure speculation. You're welcome.

Rithmic API can be used with AMP. Maybe other brokers, idk. Not sure either about stock. I'm only trading futures. As for the maximum number per second, I don't know and it's the least of the problem. And it should be the same for you unless you're an HFT. And if you are one, you wouldn't be...

'VMS', that was the first OS I worked on when I started my career (more than 30 years ago!!).

How much are you willing to pay for that type of work? Like spy said, there ain't such thing as a free lunch!

Trading API are mostly associated with executing broker. You choose your broker, and you see which API they are offering. Personally, I'm not a big fan of REST API, especially for trading. I've developed trading applications using IB-API, IQ Feed (although not a 'real' API) and Rithmic R|API+...

For the exact parameters, I wasn't able to be profitable during ETH. I had to extend the number of period used, meaning waiting more time to enter/exit a position. Trend in ETH seem to be slower to form than during RTH. I'm still validating the ETH because I'm stuck with the 6-month download...

Thanks for the suggestion. I know many good and not so expensive sources of tick data as well. The thing is, I like to use the same exact source for backtest and live trading. That way, I don't get any surprise when switching from backtest to live trading. 'anfutures' website look fishy and...

At what price did you buy and sell your second position? Anyway, even without any more details, I'd say that your calculations are wrong. And you probably need to step back and understand trading 101 first.

That's an interesting fact. I'm currently testing ES during ETH cause right now I'm only trading during RTH. The thing is, with my current market data provider (IQ Feed) I'm allowed to download only up to 6 months of historical tick data, which is not enough to assess anything with a good level...