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  1. fullautotrading

    Long-scalping equity options against time decay and market drift

    Well thanks, but I prefer to think of myself as a sort of eternal student, always ready to absorb anything, like a sponge. :) Other people prefer to assume they know it all, and end up like you :) Well if you look through my post, you will find that I posted a lot of code. Actually, once I...
  2. fullautotrading

    Long-scalping equity options against time decay and market drift

    Thank you lucysparabola :-) Can you enumerate and motivate actual examples where you feel my quotation marks are better to be avoided? And why? I will take note.
  3. fullautotrading

    Long-scalping equity options against time decay and market drift

    Sure, it's a good suggestion spy, finally! :) I may do that later. For the moment, I much prefer real human interaction (instead of writing monologues or "essays" on my website). Because through discussions and "fights", I can better understand the possible vulnerabilities, and what may not be...
  4. fullautotrading

    Long-scalping equity options against time decay and market drift

    A byte of (personal) "trading philosophy" :) You see now how the concepts of "Realized" and "Unrealized" are quite arbitrary, and essentially just useful for accounting purposes (paying taxes). I understand that some people, who perhaps have not really thought about it and for some reason...
  5. fullautotrading

    Long-scalping equity options against time decay and market drift

    That would depend on the accountant working for the investor (if any :-) ).
  6. fullautotrading

    Long-scalping equity options against time decay and market drift

    I am glad we finally got there. :) In my app, by default, I use the lot-matching method which, in practice, would maximize taxes. :) (But it can be changed at will, as it can rearrange the order matches in whatever way one desires: the net PNL remains always unchanged, obviously)
  7. fullautotrading

    Long-scalping equity options against time decay and market drift

    I gave you the PNL. Also, I made a post to explain to you that there is no such thing as unique figures for the components of the PNL (Realized and Unrealized). Because they depend on the lot-matching method that is used to match the orders. In other words, they are arbitrary numbers. You can...
  8. fullautotrading

    Long-scalping equity options against time decay and market drift

    Well, I told you, and I have been saying it in almost all PNL summary. We started with a 2 Million account. And the current PNL is what you see in the chart posted in the reply above. The "total" is the PNL we made of 360K + the initial 2M, obviously. Sorry, but is this not what you are...
  9. fullautotrading

    Long-scalping equity options against time decay and market drift

    The "paper trading" account was initially reset with 2M. And the report from IB gives now this: it says, as you can see, 2.383.175,50. But you do not have to trust this number because IB does not incorporate the closing expenses (commissions and spread). You need to trust my PNL, which is...
  10. fullautotrading

    Long-scalping equity options against time decay and market drift

    At any time, the PNL can be decomposed into components: PNL = Realized + Unrealized - commissions In turn, in the Realized, one could separate the positive "trades" from the "negative" ones (actually the word "trades" is used naively here: we should say more precisely order matches): Let's...
  11. fullautotrading

    Long-scalping equity options against time decay and market drift

    The daily average I print at the bottom of the window is computed according to this ratio: PNL / TotalDaysElapsedForSession so it's just the ratio of the current PNL to the total number of solar days elapsed in the current trading session. Probably not very interesting in the short period, as...
  12. fullautotrading

    Long-scalping equity options against time decay and market drift

    Sorry, what was your question? You guys have been doing so much confusion over here, I might have missed your question. Sorry about that.
  13. fullautotrading

    Long-scalping equity options against time decay and market drift

    Thank you for the question Overnight, Not sure what you mean by "captured any of the profits". Profit is continuously being "captured", as well as new losses are being created. I am not sure to understand what you really mean. Can you reformulate it? Are you asking whether I am always...
  14. fullautotrading

    Long-scalping equity options against time decay and market drift

    why only 500K? Is 2M too big? Are you now sparing on paper too? Don't be stingy. Are you afraid there would not be enough for the bathroom too ? :) You heard the music. Now show us!
  15. fullautotrading

    Long-scalping equity options against time decay and market drift

    Gambling, you can also have a 10M day. Does it matter? We are talking about long-term consistency. Years. Always in.
  16. fullautotrading

    Long-scalping equity options against time decay and market drift

    Sure it's pathetic like 20% profit with 5% DD with a war going on. I should have done 2.5% DD, like we did in the real accounts with the protections. My fault. :) Now load your paper trading account with 2M and show me your results :)
  17. fullautotrading

    Long-scalping equity options against time decay and market drift

    No. Because the bot unloads it all if the price moves (long scalps). And the whole payoff chart slides to the left. I do not expect you to grasp things that I built in many years, but I do appreciate you banging your head on it. At least we are beginning to make sense finally :-)
  18. fullautotrading

    Long-scalping equity options against time decay and market drift

    Well, thanks for the alternate spelling, at least we are making progress here :-)
  19. fullautotrading

    Long-scalping equity options against time decay and market drift

    If you had read the thread more attentively - instead of coming here only with the purpose to be of disturbance and attempting to defame someone who dared not to magnificate enough about your self-aggrandizing narcissist personality - you would have known, by now, that I have defined 3...
  20. fullautotrading

    Long-scalping equity options against time decay and market drift

    Do not protect yourself, then! We are doing serious stuff here. If you come only to disturb the readers, you are quite unpolite.
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