RexTrades

0dte spy options. Signals are Mountain time, not exchange time. Using this as a journal

[RexTrades @RexTrades2]

forgot to note that this was in a negative GEX environment, meaning that dealers sell the dips and buy the rips in order to stay delta neutral. I highly doubt this will hold up in positive GEX environments. time will tell.

[RexTrades @RexTrades2]

this strategy looks promising.. going to run it for a few days

[RexTrades @RexTrades2]

anything over 10 sigma is going to be my support resistance levels. wish i could auto plot those on trading view in real time. but trading view :/

[RexTrades @RexTrades2]

largest hedge was at 10:49, look what happened once price returned to it..

[RexTrades @RexTrades2]

Unprofitable in forward testing. Onto the next but got a few ideas from this..

[RexTrades @RexTrades2]

working on a browser based signal system..

[Not Jerome Powell @alifarhat79]

Every time

[RexTrades @RexTrades2]

full port calls on 7400?

[RexTrades @RexTrades2]

built a whole damn trading suite with ToS RTD data. 3 seperate tools, logs options time and sales, saves all SPX chart data per minute including market internals and vix, and my personal favorite, SPX 0dte Gex levels.

[RexTrades @RexTrades2]

seems like fade the move has the best possible edge... need to figure out how to refine these signals

[RexTrades @RexTrades2]

only the signals that match fast z premium worked.. going to back test this new setup over the last 9 days..

[RexTrades @RexTrades2]

something i'm working on.. too noisy

[RexTrades @RexTrades2]

No signals fired today..

[RexTrades @RexTrades2]

i did have 4 scripts/dashboards reading the same 1.5million data.csv at the same time... tomorrow i will try with just one.

[RexTrades @RexTrades2]

Took a big hit today. Accidentally went long when it was supposed to short. Was working at the same time. I added a signal quality column to rate these signals. based of time, signal #, move size, and the underlying vs open.

[RexTrades @RexTrades2]

data files are the exact same, one was taken half day and the other was taken at EOD so data is not the issue.

[RexTrades @RexTrades2]

Still haven't figured out why some signals show up late.. it's annoying.

[RexTrades @RexTrades2]

thinking about adding a quality signal based on time of day since the late day signals have less of a win rate.

[RexTrades @RexTrades2]

filtered out shorts over 20%. Still took them on another revision and they failed miserably.