Are you blind or what ? The PNL is shown above, just below the label "PNL" Difficult ah? And you guys wanted the source code? What for? Do you need to start a fire? Why are you enlarging the order rejections and automated filtering? The bot filters most of the orders out of trading hours unless it's some very rare profitable occasion, as the spread is ridiculous or there are price limits in force and strict quote filters. That is just automation. Do you think it has meaning? Do you have the slightest idea how many filters are in place before an order is placed? You just have no idea! Stop the cluelessness and start learning something from the big picture, my boy
I'll repeat it one last time. Nobody cares what your open sim-PNL is. I doubled that PNL today on $72K in haircut. lol source code. Shorting (to open) a $40 notional ES put is criminally stupid.
lol it's probably Java. While you're on the floor you'd better grab that nickel for lunch. You're going to need it. Approaching 6 AM in Roma!
Ok fine. Go buy the toys now. Thank you for the entertainment. I have to go as I have a lesson in a few hours. Today it's time to deal with the GBM and other stochastic processes.
Overnight offers a good point for discussion. After all, we are here to explain what we are doing, even against what other traders might consider counterintuitive. And it's not following the herd that one can accomplish what the herd does not. If it were "good" to run as soon as you see a profit, that would often mean that what we are doing is essential "gambling". And we would not go far with that. There are various aspects. One aspect is the "stop-loss-order recovery mechanism". What does that mean? Consider for instance the following picture: This price curve represents the following "information transfers" (rollovers): ES FOP 20220916 2850 P GLOBEX 50 → ES FOP 20221031 2880 P GLOBEX 50 → ES FOP 20221230 2700 P GLOBEX 50 Look at the blue circles with a white border, pointed by the yellow arrows. Those denote buy orders, which cannot be matched (yet) with profitable sell orders (in my approach these "unmatched" entities are called "players"). Now, the point is that the algorithm does not ever "forget" about them ("trading information"). Think about a person you have unwisely "wronged". He may be saying nothing. But at the first chance, he will get, the goodfella will make you pay the bill. Given enough time, keeping this trading information, we can revert any "stop order" into a profitable match (buy, sell). This happens with probability 1, due to the fact that this price curve, through the rolls, will always converge to 0, and we will be always, in turn, able to "rise" it as high as we need, choosing suitable options in the options matrix. Another aspect is due to the particular "shape" of the dynamic payoff that the bot is building up and maintaining, which can be imagined as building up a sort of lottery where we do not even pay the ticket as the "decay" pays for it but given enough time, we will eventually cash it. This will require a bit more explanation and will be clearer when you understand the shape of the option payoff that is being created through these many layers and how it is made to slide along with the underlying so that we remain perpetually in a profitable zone. In the next episodes.
OMG, @fullautotrading ... you're back for more? Ok, since you said the above... I'm in. Give me a live demo. Set up a machine for me, install your 1e6 lines of spaghetti code and let me log into it and view the magic you've created Here's my public ssh key: Code: ssh-rsa AAAAB3NzaC1yc2EAAAADAQABAAABAQDcV984OE1epH2ZWBJ6Pg15krRC+NVGtJtoUNTx2Jq9dKXH96wDZUKhQjAPHZPrY7trsERz+6B2kJ9d94yegUMZ0qScEPj/sHtDXVUex0p8E5EAMwm33faTnjIbNlipmoPMK5Q1GH8Zb07UrX2DG1uscYq71ux+k0D1Y/yCOOhvjhi8w1LyRwobXwvdxy3mUmsUEC0Jq7dzJLzkk/IGHF/AMVbnCSSBSbVdRUD0gSJHm44FN/2EyVKkc4w0X2azcEt/WjBZGFQcVbrdivIgHf3zVSPYh3fGGFdgE4N4hOb0lKSlUwxuial+ZLGslmGYKS5kgcYwNlJIVe1vBBjf8Nnr fat@et When you're ready reply with the ip address and port that ssh is running on. DON'T TAKE FOREVER please; 1 week at most.