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you don't get it, what you write is the initial hedge, not the active delta-neutral hedging in proces ... this last thing derives from the gamma-scalping and that is where you lose your money if you are short the options and make money when you are long the options ...

even market makers use the mid-point ... this idea of two delta's is totally illusional ...

man this is totally basic options theory stuff ... it's the same delta but when you buy the call you sell the delta: so -60 for example, when you sell the call you buy the delta: +60. But it doesn't stay like that: there you have gamma which will move your delta-position: when you are short the...

discussing options theory with you is like talking to a wall ... nothing seems to sink in whatsoever ... your code is wrong, 100% sure ...

This is once again totally wrong thinking because you haven't read serious stuff about options ...

option market makers make the spread ... that's how they profit ... they do tons of volume ... they make cents per option in the long run ...

yes, it's zero ... that's what the whole options theory is about: you try to artificially recreate an option ... market makers use it to hedge there exposure when they buy or sell options ... Black, Merton and Scholes won the Noble prize for it ...

Everybody is telling you you are wrong (including several option-veterans), yet you keep insisting you are right ... what do you honestly think ...

you are basically on your own for that ... unless you go work as an analyst / trader somewhere ... and even they can be incredibly wrong ... some people swear by value investing and the stuff from Benjamin Graham, others say: just stare at charts untill you see blue ... don't expect succes...

Made 6 trades according to my system today: 3 for profit of 14.8 pips, one for 8 pips, one for 7 pips and one be. Late in the afternoon managed to take a trade that I shouldn't have :-(. The waiting must have gotten to me. Overal good day with 54 pips. I think I finally might have found...

yes, sad news despite it happening 100 km from here ... religious fanatics :-(

I am from Belgium, and it was rather late last night so ...

the 2M is a bit too fast for me; I am mainly using the 3M and the 6M, still waiting for that last trade to come home ... but going to bed here, nothing bad can happen. I want to be a fresh for tomorrow :-)

got one last trade running: short from 1.1251, got my stop at be now, my target is +14.8 (derived from rolling month backtesting as optimal for my strategies)

made another 12 pips for a total of 26.8, not a great day but can't complain.

took 14.8 on that second long trade and now long again on the 5M pinbar.

out be and new long at 50 ... hourly looks interesting with doji at backside leve ... might give us some serious upside later ...

I spend all weekend (hours and hours) looking at intraday eurusd charts in many ways. First I tried a few exotic timeframes like the 20 minute. Tried to combine that with inside bar breakouts. Then tried to define my goals better. Went totally mutli-timeframe: hourly, 30M, 20M,15M,10M,5M and 3M...

you really would better read some decent book on optionstheory try this one:

The whole idea of delta neutral hedging and the option theory behind it is to 'replicate an option' so of course if you sell one and replicate it accordingly the result should be zero if everything goes according to plan and within the restrictions held by the options model (no transaction costs...