G-Tool subscriber FYI

G

garyw

Active member
Gold Member
I am considering having the G-Tool produce a 2nd set of Entry Reports late in the session (30 miin prior to the close). If an existing subscriber (or via the RTT service) has issue with this addition, please inform me (either here or privately). I think this can be useful if market moves after the first report, and/or for those wishing to enter later in the day.
 
Beginning today, a 2nd run of the Entry Reports will be done around 12:00Noon Pacific (about 1 hr before market close).
Also the Risk Reversal reports will be re-run at 12:30PM Pacific (about 30 min before market close).
This addition will be the new normal.
 
FYI: Today's late-session G-Tool Entry reports are missing the 29NOV expiry. Investigating.
 
This morning's Entry reports were delayed (still investigating root cause), however todays reports for the 29NOV entries, list some candidates with narrow wings, which meet the test criteria (coincident with larger lot sizes). These narrow wing candidates are not typical RTT entries!
 
When using the G-Tool reports, verify the time/date stamp within the report is the one you want! Some issue (being debugged) is causing some reports on old data (timestamp within report is accurate). Resolving issue, but be aware until this is back to normal.
This mornings (later than normal) Risk Reversal reports will be missing the Monday and Wed expirys! For anyone this is impacting, please contact me, and I will provide provide a temporary solution.
 
Last edited:
Another small tweak to the G-Tool Entry reporting.
With the elevated volatility, RTT candidates may be found with the Short Strike with greater (safer) distance from the spot price recently. -- There was a limit of 5.5%, that has now been pushed back to 10% (see bold red) change below in the Criteria! section. -- This change included with the late session G-Tool Entry reports today, and to be used going forward.
---------------
Criteria used for Report
STATIC POSITION ANALYSIS: Annual Volatility of 16.86%, Annual Interest of 2.08%
Selection of Short Strike 2.50% to 10.00% below LAST price!
Criteria filter prior to evaluation:
 
Some anomaly occurred today that terminated the late session Risk Reversal reporting. I reran at 1:02PM Pacific (when I discovered the reports failed to be produced). Pardon the snafu, but not clear this was preventable.
 
FYI: The "late session" reports did NOT fire today (expected to be another undocumented Microsoft task scheduler feature), so I manually fired off very late (1:02PM Pacific time), when I noticed the issue.
 
This AM around 11:05 AM Eastern time, (8:05 Pacific), some quirk occurred with TOS which may have resulted in "stale" data being used for this morning's entry reports. I will rerun the entry reports in a few minutes, as I think TOS may be reliable again. -- Thnks to Marcas for the heads-up on TOS issue.
 
You must log in or register to reply here.
Top
Contact Us