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Congratulations on entering the market. But what triggered the Buy, hmmm? A robust system is the product of robust entry signals AND robust exits. :rolleyes: But I guess it's different from your world. Regardless, volatility/true-range-price-action will still confound algos, and different ranges...

It's not a 50 day moving average, but a 50 period moving average. (So, it's a feature entirely under your control.) The maximum period-length TWS allows is 1000: or a 16.67 hour MA on a 1-minute chart. On my ES chart, I maintain a 12 hour MA: a look-back of 720 minutes.

That cracked me up. :D But consider this -- I was on a firearms site the other day, and kept looking around for the "Like" button, and there was none. I thought, "No *wonder* I haven't been here for a while...!" Just takes all the fun out! Off-topic, but I love the ET format. Funny, but I was a...

:confused: Errrrr, whut? I think you must have a fold in your space-time blanket, but in *this* reality, whether you get shaken out or are able to maintain a signaled trade is very much dependent on pricing's true range, by construction: either ATR or volatility will tell the tale, AND will vary...

Not to be mean, but.....

I dunno! Seems like a rather scenic ride. Good Training -- 7 weeks away!

You can't have it both ways, Charlie. Either robust performance adds value to the strategy, or testing it is irrelevant. Your lack of cohesive logic is rather glaring. Fire your risk manager.

No way, Ray. There are single, whole months that have high flops and flips, whole months where volatility approaches single digits, whole months where the air leaks slowly out of the market balloon. Their intraday behavior reflects that variety very much, and whether your (or the OP's) intraday...

{chirping crickets...} Fine, then! Sell 2x2955 Buy 1x2960 pocket $1.95 RISK FREE. ["And what if the market goes to 2955 tomorrow??" You wish.]

Precisely! ES long/short swings SPX short option spreads: "Please be nimble!"

https://duckduckgo.com/?q=black+scholes+merton+pde+profit+attribution+form&t=ffsb&ia=web As well, your trading platform probably has per-strike theta available. Throw it into a .csv, and when you have enough, have at it.

There's this thing called A SEARCH ENGINE? And if you were to pose "Option Time Decay image" to it?? You'd see stuff like https://duckduckgo.com/?q=option+time+decay+image&t=ffsb&iax=images&ia=images

So, Mr. Market is a cross-dresser? :wtf:

...just Donnie and Eric earning their bonus. When they resurface? Vol will have dropped. :cool: This will work, until it doesn't.

In equities, you get 2:1 leverage. In derivatives, you get 50:1, 100:1, 1000:1, and what's oil?? :rolleyes: That's what you want to focus on, first: leverage. Riskier? Less Risky? More reward? These things all balance reward against risk. If you have an equity position on that changes 1.0%...

You can exit your 2950 for ~$1.50 right now. If you insist on staying in, sell the 2955 ASAP.

:banghead::banghead::banghead: You are still not doing ANY homework. Re-read each of my posts, and figure out what you do not know. Respond to Traderjo and explain sunk costs to him. Respond to this post, and explain the risk of going from a longES+longESput trade to an ES covered call and how...

To put on a new trade, you are correct. To consider the trade as the OP presented it, it's the $1.25 difference. PLEASE let's not have to go over sunk costs again...! :D

You'll see the volume switch into Dec'19 during the second week. If you're on IB, they'll switch any futures charts/headers during the second week, as well. But follow the volume flow, for sure, just for the educational end of it.

This carries a bizarre disconnection to reality. But, "Oh well." Your original query asks about a lack of correspondence between the QuoteZone VWAP and the intraday VWAP which you display on your charts. The lack of correspondence is a mathematical necessity. Regarding necessities, your...