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Friday. Today we had 3 more orders for CL and 2 more for SI: CL FUT 202202 NYMEX 1000 Light Sweet Crude Oil [ CLG2, 256019290, mult: 1000] SI FUT 20220127 NYMEX 5000 NYMEX Silver Index [ SIF2, 405978963, mult: 5000] PNL chart: A great weekend to all :-)

Today CL price has returned within the "price corridor" of our layer, so we had some little activity (a couple of orders, one of which was just to hedge the short position): CL FUT 202202 NYMEX 1000 Light Sweet Crude Oil [ CLG2, 256019290, mult: 1000] Today I have also...

In one sentence, you managed to touch two big pillars :) Let me first address the first one, and later we will talk about the second one too (looks like we will have plenty of time:) ) I picture in my mind the situation approximately as follows. It's an antagonistic game. 1 - One side can...

Today very little has happened. CL has "lateralized". The bot did not place any orders on that layer. For that, we will have to wait for the price to exit the "price corridor" that the bot tends to create for its scalping action. Let's wait for now, and trust patiently the implemented...

I multitask across many things and interests. It helps incubate ideas:-)

new strategic "core" :-)

For now, I have "loaded" under watch only 4 instruments: CL FUT 202202 NYMEX 1000 Light Sweet Crude Oil [ CLG2, 256019290, mult: 1000] ES FUT 202203 GLOBEX 50 E-mini S&P 500 [ ESH2, 461318816, mult: 50] BRR FUT 202203 CMECRYPTO 5 CME CF Bitcoin Reference Rate [ BTCH2...

That means it was a good idea to include the "forward test" :-) "45 degrees curves" for pnl do not actually exist :-) those are merely backtesting artifacts :-) "just doing the best I can with what I ... " :-) this seems taken from a video of mine struggling with backflips, lol :-)

Thank you very much for the compliment traider :) I do not wish to abuse the hospitality of this great forum to advertise. Let's stick to actual contents here :)

Thank you SimpleMeLike :-) sure: always improve it!

Yes thank you angrytrader, that is exactly what one wants. If one "logic unit" is N contracts long and another one is N contracts short, in the "real" account you have a position equal to 0. You understood that well. The two (or more) layers still add up algebraically, whatever PNL they produce.

Thank you for the question SunTrader. I will explain what I have in mind with an example. Imagine that you hire a number of traders and tell each of them to trade, for instance, CL in your account. Each trader will only see the result of his own activity, and work according to his own trading...

Yes, thank you! so many things going on: let's keep busy and healthy until we are alive :-)

Thanks for asking :-) 1M seems fine. It depends on the instruments one uses. About aggressive, nah :-) It's more like a spider patiently weaving its web :-)

I wish to start a new demo of automated scalping algorithms (of a new build of my app). I will be using a clean paper trading account from IB (see picture attached). I will be showing pictures of all orders. Below is a brief description of the general approach, I will be using. [Feel free to...

You are playing against the algorithms implemented by market makers to (statistically) optimize their profits.

That's right destriero. This trading procedure is intended to keep SPAN and Exposure margin as low as possible (small investor). (It is in fact, understandably, quite hard and slow to produce a profit "juggling" only one contract, but the purpose of the experiment is obviously to see if it can...

Update. CL has been bouncing up after the large move down, and I have just rolled over ("information transfer") to the new contract [ CLQ9 ]. The price did not go down enough to start a new "scalping unit" (we said we would wait beyond a 20% move of the option...

Update. CL has been going down quite a bit, and the PUT option position (chart on the left) has been protecting the "scalper" tapering the drawdown. Margins: FullInitMarginReq 5,269.24 USD [Max: 8,411.90] FullMaintMarginReq 4,215.39 USD...

Update. Continuing on building up the "cloud" of orders. I have rolled over to CLN9 (CL FUT 201907 NYMEX 1000 Light Sweet Crude Oil). Margins: FullInitMarginReq: 5,957.33 USD [Max: 8,411.90] FullMaintMarginReq: 4,765.86 USD...