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Hello, I recently read a study which shows that trailing stop can be beneficial for options trading strategies. I validated with the flys I'm trading and it indeed boosts the performance. There is a problem however: my broker (IBKR) doesn't allow to set trailing stop orders on complex/combo...

Thanks for sharing this! I'm wondering: is your study also includes shorts done through options, or just the equity shorts?

IBKR's approach also tricked me twice, glad tohear that i'm not alone

I heard an opinion from someone that if people start early with crypto they're in better position to get their accounts wiped compared to someone who risks a life-long saving. I'm not sure I agree to this, but applies here as well ;)

I see. I'm also in front, but unfortunately I can't (yet) dedicated my full time to trading. Did you try to enter less times a day, (like 3), trading similar 0DTE strategies?

I subscribed a year ago when they had only one plan, which is now the premium one. I think the above tests can be re-run in all the plans. Their premium contains VIX and RUT and something else which isn't used in the above tests.

Regarding May18: It is just a normal day in the strategy. As I see Jan 24 is more problematic: 76k down :( Try to click the "Log returns" switch and you will see the actual PnL numbers. I made some further experiments by adding SL as a function of credit received: - 2x Credit...

I created this backtest in MesoSim, with one modification (12 vs 13 trades per day): - ATM Straddle opened on SPX every 30 min, starting at 10AM - 12 trades per day run into expiration - Backtest period: 2022. 01. 01. - 2023. 05. 01. - Fills: At Mid Price (no slippage) - Commission: 1.5 per...

Thanks for the explanation, makes sense now!

Sorry for my ignorance, but what's the importance of this new exchange?

I saw similar trades described in HummingBird's documentation: https://hummingbot.org/scripts/pmm-scripts/ Never tried it myself, so not 100% sure that it would help your case.

I think you can model this with MesoSim. I will try to put this into a backtest once I get home.