Index futures automation

[hilmy83]

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[ondafringe]

If I sell 1 ATM MNQ put expiring tomorrow: I think the credit will be 85.5x0.5 (tick) = or $42.75?

well this blows....

basically simple long call/put

that's not even a level 1 option access.

You don't know how to calculate your credit and you actually tried to initiate an options trade?

That makes me cringe!

 

[hilmy83]

You don't know how to calculate your credit and you actually tried to initiate an options trade?

That makes me cringe!

Normally these platforms show it beforehand when you're filling out the order ticket, but I couldn't see anything since AMP restricts selling. I thought they base it on tick multiplier..

Oh well, it's irrelevant anyway since I'm not going to bother with options with AMP if I can only go long.

 

[hilmy83]

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[hilmy83]

Took all the live trades I've made (on QT and MT5) since 2/20/23 and removed positive outliers (algo malfunction).

Did some basic stats:

Not sure if this is the right risk of ruin.

 

[hilmy83]

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[Mo06]

The last chart 'Cumulative Profit' suggests a pretty significant drawdown, I take it that was just intraday drawdown ?
How large was it ?

 

[hilmy83]

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[hilmy83]

The last chart 'Cumulative Profit' suggests a pretty significant drawdown, I take it that was just intraday drawdown ?
How large was it ?

i think peak pnl dd was like 60%

 

[hilmy83]

I'm not sure if I'm exploiting some inefficiency, a pattern of some sorts, or just plain lucky.

But 8 months in, live has so far reflect backtest results to a "T".
Last black swan was in early 2021, but luckily it was somewhat small range market. I can't fathom a black swan on a large volatility. That would be pretty scary.

Seeing signs of it the last few months of what that might look like