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Hi Qlai

"I subscribe to a service that uses similar approach to yours but he is very keen on rolling, which seems not to be in favor here"

I will like to hear/learn more about this approach , as it is currently something i am considering .. right now i take assignment as part of doing the wheel but looking at rolling the PUT instead.

Thanks
same here -- how do you post on elitetrader? if you can tell me, please let me know at r.pisani@mac.com. thanks.
Fintrader
Fintrader
I'm trying to find out myself let me know!
Hey, I am also building a python algo using oanda, you posted that you factored in spread. The current wrapper doesnt seem to get the current live spread. How were you able to get the spread?
Thanks!
E
El Trado
Hello. The spread is just the difference between the bid and ask, so I just calculate it and that result gets checked up to a table that I have with acceptable spreads
Rule #1: Preservation of Capital. I am a retired individual investor living in Southern California with a seven-figure portfolio.
I am no guru but retired and have plenty of time. I once had an options badge at the CBOT (ages ago, I have forgotten most of it but I do not trade options on futures anyway. ) I, however, trade(even scalp) options every day, I would be glad to help. Kick some ideas and see where it goes.
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