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LOL, well, the butt was not really involved in the original (dialectal) expression, but you got the idea! :-)

stamo in una botte de fero, haha :-)

That is right. As mentioned, I missed typing the "hundred" after "couple". Keep in mind this is the complete round trip from sending the command to receiving the fill event back on our side. There are probably several servers involved coming from Europe, and a lot of software layers and order...

The following bit of magic is in honor of Overnight's FOPs OCD :) [and keep in mind at this very hour the spread is monstrous:)] ES FOP 20230616 2000 P GLOBEX 50 E-mini S&P 500 [ESM3 P2000, 561102564, mult: 50] ES FOP 20230616 2500 P GLOBEX 50 E-mini S&P 500 [ESM3 P2500...

It just occurred to me (better late than never) that it may be handy for option selection to display the Delta / Theta ratio (or the reciprocal). So I just added it: ES FOP 20220831 2600 P GLOBEX 50 → ES FOP 20221021 2870 P GLOBEX 50→ ES FOP 20221230 2500 P GLOBEX 50

For detail on executions, here is the excel file (Excel or the free WPS) with All executions (1168 fills at the moment, unexecuted orders not included) at this very moment ($ 342,157.57 including all commissions and spread to close all positions): Total commissions: 19844.99, Total elapsed...

LOL, I learn so much new English and new words from your posts :-)

did you miss the rally? Remember that I am handling 2M in this illustration :)

right, a couple hundred (IB servers in eu) [an example full round trip including the time taken by API and software to record the returning event: place send: Fri 28 Oct 2022 16:22:20:357 edt filled event received: Fri 28 Oct 2022 16:22:20:676 edt ]

executing from Rome, it, using a wifi conn, usually a couple of milliseconds or less

Today we are reaching a new max of our PNL: 341K. This is happening even though ES is slowly turning down: ES FUT 202212 GLOBEX 50 E-mini S&P 500 [ESZ2, 495512551, mult: 50] This is due to the fact that now we are "full" of those "protective structures" we have...

Since ES reached 4000, here we go: +7 ES FOP 20230818 4000 P GLOBEX 50 E-mini S&P 500 [EW3Q3 P4000, 574680266, mult: 50] -45 ES FOP 20230616 2000 P GLOBEX 50 E-mini S&P 500 [ESM3 P2000, 561102564, mult: 50] -35 ES FOP 20230616 2500 P GLOBEX 50 E-mini...

After this nice rally, we must prepare for the next DD. We do not actually care, about what the market is doing (remember, absolutely no prediction here: we just do what is "necessary" to stay safe), we just open new "protective structures" when there is a large enough move. This is obviously...

G-Bot Algorithmic Trading https://www.datatime.eu/public/gbot/

there are several, one important is to keep the margins carefully under control, with all that goes with it... :-)

Is there still anyone around wearing watches? :-)

File with all (filled) orders (1152 fills) so far. (Excel or WPS office)

We end this exceptional week with a new max value for the PNL, 323K, after touching 325K. Duration: 270 days elapsed from the start with 2M. Commissions 19.4K. Current fund usage 88.5%. All current instruments (59 layers): (the 2 red ones, are the "long legs" (high vega) of our...

If you think about it... if one starts up by defining those (long-term) "protective structures" (or whatever you may like to call them) that we have seen so far, while scalping/hedging algorithmically on shorter-term options, it is actually even better if the market declines a bit or it does...

ES continuing its rally: We have reached a new record high of 265K, currently 264K (266 days elapsed) with 18.8K commission: The "red" instruments are obviously the (high vega) long legs of our "protective structures", which we have discussed before. Note that even if ES is...