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End of the week. We remain in the middle of an "investment" phase. Everything looks fine (apart the RegT margin question, which we need to live with for this run). TNA should have a larger "load" to be able to recover (this can be seen by the fact that the G-L value is currently strongly...

Today the ERY has surged further (to about 18.46) causing additional drawdown. Same thing for TZA and TNA. The scalping/hedging activity has been ok, apart the problem with the RegT margin, which, taking way too much resources, is interfering a lot with the scalping activity. Anyway...

Still in the middle of an "investment" phase, with a "load" on ERY, TNA, and TZA, we are at about 12% drawdown. RegT margin is preventing a lot of good scalps, anyway the application is able to deal optimally with the rejections due to the strict margin requirements, either automatically...

End of the week. We are still in the middle of an "investment" phase, with a good "load" on ERY, TNA, and TZA. Yesterday, since TBT turned positive (almost 5K) and margin hitting the (RegT) limit, I preferred to "flatten" TBT in order to be able to continue scalping with the other instruments...

Today and yesterday we have been continuing loading and scalping on ERY, TZA, TBT and TNA. The RegT margin in this case has been very annoying because has deprived us of a good number of large scalps (and profits), due to new orders being blocked. This shows clearly in the G-L (Gain - Loss)...

The week has started with a significant rise of ERY and TZA, which have pulled the PNL in the "underwater world". The RegT margin did not help at all, taking way too much margin (with "portfolio margin" requirements can be about 1/4) and thus annoyingly blocking some of the scalping activity...

Let's do some maintenance for the expired options. As said, we had 7 options expiring on friday. They all expired OTM, so no PNL "adjustment" is needed. I also double checked with the IB trade report and everything matches to the last penny. So we have actually nothing (like for instance...

End of the week. Today we spiked to a new PNL height (22.K) to end up about where we were yesterday, apart that the G-L (Gain - Loss) has also reached a new high value (which denotes a good "potential"). GDXJ has definitely taken the lead touching a max PNL of 19K. We also had 7 options...

On the scalping logic side, these last few days I have also been doing some more refinements to the player spacing algorithm. In fact, watching the entries, it appeared useful to have the possibility to specify 2 different rules for spacing from players that are above or below the new player...

Today the PNL has increased a bit, due mainly to scalping activity of TZA and UNG, while the main "investment" (in TBT and ERY) is, mostly, all there. (Peaked at almost 21K.) Today added a new "protective configuration" to TNA. Usual type (put/-call) UNG has been keeping, so far, an almost...

Let make a small summary scheme on the "protective structures" we have been using so far. So it can be used as a "flashcard", for future reference. In the future we will refine it. Let's also, with the occasion, introduce some more "terms" so we know what we are referring to when we use them...

Today GDXJ closed several scalps. Also TNA harvested the results of the latest investments. This caused the PNL to rise a bit, even if the "investment" on ERY and TBT is mostly still all there, so we have a good , still unexpressed, "potential". GDXJ has taken the lead on PNL, and this was...

Here is a PNL update. While ERY is coming back, reducing the drawdown, we have been making new "investments" on TBT and TZA. GDXJ also has a pretty large unrealized. The G-L (gain - loss component of the PNL) is pretty high, which denotes we have been scalping a lot and have a lot of...

Another problem I spotted is that some ERY options are not receiving BID quotes: This TWS screenshot is from a real account (so these are supposed to be live quotes). Bids are not coming in (for the first 3 options) and these options are expiring this Friday. (Same thing happens on test...

(I forgot to add that, as said previously, of course if the options were short, we need to close the "cover" shares, in case there was no assignment. I will make a nice summary scheme later, so it will easy to make the weekend "expiration maintenance", for any possible case.) Today ERY is...

In the case of ITM options we also have a perfect match with the broker computations. For instance: Now, if the options were "cash settled" we would need to do nothing, just as for the OTM options, because the PNL would already be accurate. However, being a "physical delivery" we have that...

At this time the broker has processed the expired options. Let's look a bit into the details of the process to understand what we need to do to "re-sync" the app with the account. The options which have expired are clearly shown by the application, which also shows now the shares which are not...

End of the week. Today ERY has moved up again, pulling our PNL curve "underwater" (picture below). [I opted in the PNL representation to not show the "unrealized" curve by default, because I think that information is anyway contained in the G-L (gain - loss) curve and it has the undesirable...

Today ERY did a bit of move down after an initial spike up, thus allowing the PNL to "emerge" again, towards the end of the day (touched about 13.6K). The G-L also spiked up due to the very large load we have on ERY (then dropped a bit, on close of a sell player). Today UNG made a nice spike...

Today ERY was quite active. Initially spiking up, and causing more DD and the creation of new protective buy players, and then, reversing, and falling quite sharply. In this case, it seemed to me a bit too much "protection" (buy players sized too large, too much hedging): we will see how it...