Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
The code is looking to the underlying contract when creating the search string. By changing to EWH4 the code goes to the EW section for creating the search string rather than the ES section.
If you add the following code under the ES section in the original code you could use 4 or 5 characters in column A (e.g. EWG4 or EW1G4 ... you'll still need EWH4 in column B) without changing any other code and it should calculate properly:
Dudetooth, your v3 fixed the milk contract option value being wrong for options that settled at cabinet. It was showing 100 and now it correctly shows 10.
No problem ... after you posted the link that detailed the Type 8 records I realized I didn't read it through as thoroughly as I should have, so I went back trough the code to see what I could extract from the risk arrays rather than trying to calculate trying to speed things up ... cabinet values happened to be some of the data it grabs now.
Dudetooth, you mention speeding things up. I was under the impression that the file read access was the bottleneck in the calc process. Sequentially searching thru 500k lines of text is a slow process. I've looked at pulling the span files into a sql db and querying it to speed up the process and may do that at some point, but I've got other project to do before that.
I have a 2 year old PC, and I am able to run through about 3700 options in an hour. One thing I did to speed it up was add a "pre-processor" - since I am only interested in options with delta < .05, I skip any that will be above this criteria. Cuts the time required by about 66%.
Thanks again to @Dudetooth for this incredible tool. I am rarely wowed by free stuff, but his spreadsheet has improved my decision making by a ton:
Before I started using his spreadsheet, I had to manually hunt and peck for options to sell. My median ROI for those trades was 4.0%. I considered that pretty good.
Now, with the spreadsheet, I can find many higher quality options. Since I started using dude's spreadsheet, my median ROI has gone up to 5.5%!!!!!! I know it is because it is easier now to find the right options.
Sorry, I did not think you were criticizing his work. Faster is always better, and a database may be the way to go. I wish I was able to do that - that's why I had to pre-process instead.