fatpat

Premium	HSF	223	224	225	226	227	228	229	230	231	232	233	234	235	236	237
212	LP224	100	0	0	0	0	0	0	0	0	0	0	0	0	0	0
255	SP226	-300	-200	-100	0	0	0	0	0	0	0	0	0	0	0	0
327	SP228	-500	-400	-300	-200	-100	0	0	0	0	0	0	0	0	0	0
480	LP230	700	600	500	400	300	200	100	0	0	0	0	0	0	0	0
225	LC236	0	0	0	0	0	0	0	0	0	0	0	0	0	0	100
411	SC232	0	0	0	0	0	0	0	0	0	0	-100	-200	-300	-400	-500
320	SC234	0	0	0	0	0	0	0	0	0	0	0	0	-100	-200	-300
360	LP230	0	0	0	0	0	0	0	0	100	200	300	400	500	600	700
	Profit	1800	1800	6800	11800	11800	11800	6800	1800	6800	11800	11800	11800	6800	1800	1800

tsuikinman

真係可以做到有贏無輸嘅程式，多謝哂fatpat 兄，以後會多d跟你學習

fatpat

引用:

原帖由 tsuikinman 於 2011-3-9 08:10 發表
真係可以做到有贏無輸嘅程式，多謝哂fatpat 兄，以後會多d跟你學習

It can be achieved only after you and other C-Hing posted the signal out .

Without the trend and your signals, it is pure luck .

But with the help of your signals, it should have a high success rate

fatpat

Still looking for HSIFUT to close at 22600 for maximum profit

fatpat

Strike  Call OI Put OI Total OI
21000      725   6174     6899
21200        64   5712     5776
21400        69   5267     5336
21600        61   3769     3830
21800      744   6592     7336
22000    1164 *7082     8246 Most Put OI
22200      879   4532     5411
22400    1199   3455     4654
22600    1918   6027     7945
22800    2475   2487     4962
23000  *7433  *6704 *14137 Most Call OI / Net OI
23200    3646   3123     6769
23400    4446   2541     6987
23600    4348   3432     7780
23800    5067   1083     6150
24000  *7062   3107  *10169 Most Call OI

Just like C-Hing said, MAR target trading range is 220 - 240
Seems like MAR close at 230 is of best interest.

fatpat

引用:

原帖由 fatpat 於 2011-3-4 09:43 發表

Initial credit $1M

Trade                         Margin
  1       LP224 @212 $    10600 (212pt x $50/pt = $10600)   <-- Expired
  2       SP226 @255 $      2960                                                   <-- Expired
  3       SP228 @327 $    53455                                                   <-- Expired
  4       LC230 @480 $    74037 (480pt x $50/pt = $24000)   <-- 234-230 = +400pts
  5       LC236 @225 $  100038 (225pt x $50/pt = $11250)   <-- Expired
  6       SC232 @411 $    70120                                                   <-- 230-232 = -200pts
  7       SC234 @320 $    53706                                                   <-- Expired
  8       LP230 @360 $      5920                                                   <-- Expired
Nett 36pt + Bonus (Mar close within 22400 - 23600)            <--            Nett +200pts ...

Finally close around 23400, max profit gain ~236pts = $11,800

Assume use half of the credit (1M) $500,000 to buy 80sets,
total profit = 80 x $11800 = $944,000

Around 94% gain .

Too bad the demo account expired and cannot check the final balance

Even worse, it is not my real money account

[ 本帖最後由 fatpat 於 2011-3-31 09:31 編輯 ]

fatpat

Debit (-ve) is NORMAL!!

I 'm still learning to use the TA (Technical Analysis, aka graph)
so I use all the prediction from our C-Hings :-)

Since Apr up +1000pts already (from 23000 to 24000)
assume Apr close at 24000

This month will try

Current price (Apr 4 1426)
                       Bid     Ask
1) L246C @179 / 181
2) S244C @247 / 250
3) S240C @431 / 436
4) L238C @549 / 557
Thus all contracts buy / sell at market will give a debit -60pts

5) L242P @445 / 453
6) S240P @350 / 354
7) S236P @202 / 206
8) L234P @151 / 155
Thus all contracts buy / sell at market will give a debit -56pts

This set will win at range 23456 - 24540

fatpat

引用:

原帖由 fatpat 於 2011-4-4 14:37 發表
Debit (-ve) is NORMAL!!

I 'm still learning to use the TA (Technical Analysis, aka graph)
so I use all the prediction from our C-Hings :-)

Since Apr up +1000pts already (from 23000 to 24000)
assume  ...

To make it a credit (+ve) condor / cost less,
Will try to SC / LP at around HSIFUT 24130 (DH 24135),
so using the delta to estimate the premium ,
then LC / SP at around closing.

Most C-Hings predict a correction later today .

fatpat

Even better, all the US index are at their resistance level.

I'm looking for a dip tonight and tomorrow.

So LC / SP after the holiday seems a good deal too .

Of course, there is risk to do the naked call ,
but if my prediction is wrong, we can do something
to save our contracts later.

fatpat

引用:

原帖由 fatpat 於 2011-4-4 14:37 發表
This set will win at range 23456 - 24540  ...

This set will win at range 23516 - 24486