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Back after the holiday. The situation is an acceptable DD, with a good investment in OIL related stuff. We are at this very time: NetLiquidation 849,827.07 USD with: Δ NetLiquidation -150,172.93 USD -15.02% so about a 15% under. Most importantly, closing the ERY...

Finally we got rid of the ERY options and our IB trade report is ready with all the settlement results. So we can now re-sync all the positions, taking care of all liquidations, assignments and exercise actions. Of course our application is signalling we have several position which are out of...

Yesterday we had some more liquidations (6 ERY CALLs 21): ============================================== NOT MATCHING PRESENT IN THIS INSTANCE =============================================== Symb This G-BOT IB...

While tomorrow we will have several ERY options expiring, yesterday we had just one CL futures option expiring OTM, because I closed all the other various expiring legs in profit before the expiration date. This option has symbol: CL FOP 201502 47 P NYMEX 1000 Light Sweet Crude Oil [LOG5 P4700]...

Rough day today. Lot of volatility and ERY spiking to the roof again. Clearly no good news for our situation, with the PNL descending to hell (but as I learned in the past, I am not certainly going to close anything on a spike :) ) Anyway, we had some relief towards the end of the session...

As to out-of-sync positions, the app is giving full information about that, in the section relative to the account state. For instance, I have re-synced some positions but I still have 2 left to be done, and the account info look like this: ============================================== NOT...

We have already noted that the massive ERY option position (300 options) represents here a big mistake, for various reason. First of all, it is unnecessary in the first place, because we have seen that ERY become practically unusable due to the continuous limitations on shortability. Second...

It's time to remind ourselves what we are doing and it's important that while looking at trading details we do not lose the general meaning of what we are doing. We might imagine the trajectory of the price of a financial instrument like a walk of the price along time where it can go up, down...

I am continuing the scalping action on the CL layer: mostly loading up buy players. In the meantime, to recover some margin and to protect the scalper I have been adding a few (8) PUTs 47 (expiry Jan 14): it turns out that I needed to grew up the position to 8, in order to balance the...

A lot of action just after the holidays, with crude oil (CL) plunging quite massively to new five-year low: http://www.reuters.com/article/2015/01/06/us-markets-oil-idUSKBN0KE06V20150106 We have also taken a substantial hit with a large drawdown (15%). In this case he DD was only in very small...

imho, that should be the last of your worries. IB feed is good enough for automatic trading at any "frequency" which can make any sense for automated real trading (via API and internet connection). First, focus on methodology and implementation issues. If, later on, should any problem arise...

How about some general strategic considerations, taking advantage of the holidays ? Happy holidays by the way! :) As you can notice I have arrived essentially at the conclusion that we need to perform creatively and dynamically, by using all the arsenal of tools that both mkt, technology and...

End of day... and begin of some overnight fun with CL :) Situation currently as follows. IB credit us with $47K in terms of of net liquidation, even though my app shows we have "actually" made about $11K. Not bad for 15 days. All looks fine except the short position on ERY put 24 (see yellow...

ok. Closed this "incursion" too (another $1,700 which won't hurt :) ): The logic for these "incursions" is obviously to grab as many scalps as possible, by replicating the action, while the instrument fluctuates and before the it starts running for real, in which case we have the CL layer...

Added another pair: +4 CL FOP 201502 61 C NYMEX 1000 -2 CL FOP 201502 57 P NYMEX 1000

Since we are playing a bit, I had an idea for another experiment. We have been adapting the games to various "drifts" and for instance applied the biased scalping games to various leveraged ETFs which have an apparent drift. Looking at CL options and noticing how liquid and relatively tight...

+3 CALLs 60 (Feb expiration) -2 PUTs 55 (Feb expiration) I have closed it already. Made $306.14 on CL FOP 201502 60 C NYMEX 1000 Light Sweet Crude Oil [ LOG5 C6000 ] and $310.76 on CL FOP 201502 55 P NYMEX 1000 Light Sweet Crude Oil [ LOG5 P5500 ] not bad for a 5 minutes incursion...

The new CL layer has started placing some orders, 17 fills so far. Overall PNL still underwater for the layer, but scalped away about 1K, which is not bad To make this information more evident in the app, I have also added an additional on screen-info (see circled green figure "closed...

I have started a new layer for CL: I have also made the game less frequent and slightly changed the terminology for the scalping parameters (and "grouped" visually the rules). Instead of using the terms "outer" and "inner" entries, seems more appropriate to use the terms: averaging and...

Just closed a "scalping session" on CL. This time, instead of let it run forever, I set up a take profit at about 8K. I prefer to do that at the moment because this way I have time to think again, make possible changes on the scalping parameters (frequency is too high to trade futures with...