BTW, I'm glad you're finally using code blocks a little more... given that your product is a piece of software and you're a wold-renowned professor of statistics who is a master of software development it's very refreshing.
Well thanks, but I prefer to think of myself as a sort of
eternal student, always ready to absorb anything, like a sponge.

Other people prefer to assume they
know it all, and end up like you
Well if you look through my post, you will find that I posted a lot of code.
Actually, once I posted here on ET the entire program to compute the PNL decomposition. But don't ask me to retrieve it, because I would not be able to find it
Later, I will show you the exact shape of our
payoff emerging from our
many layers.
Keep in mind, though that it will not be "static" (like it happens in a single trade), as the whole point of automation is to make it
slide along with the underlying. This is necessary to make sure we constantly find ourselves in a zone of positive payoff.
I will show you that using a little
plugin for quick and unlimited option payoff computations that I coded last Saturday, and which is also freely available for
download
(btw, still testing/debugging it: so let me know any bugs or malfunctions you see)
For the lovers of
source code, I will also provide a few "snippets" later on of the most interesting code "details" of the above, in case you are interested to replicate something similar for your own needs.