As part of this release, we added additional functionality around Gamma Exposure trading. If you're not familiar with GEX based trading, you may want check out this new Youtube playlist. While we are just in the beginning stages of experimenting with how we can combine GEX trading with automation, we see an opportunity for the additional information GEX provides to improve our overall results as options traders.

Here is an example GEX backtest that trades a short put spread and produces solid returns with a low drawdown. It looks for an opportunity to trade when the strike with the maximum put GEX is 2x more than any other strike and the reward/risk ratio available is 50% or higher. The backtest combines the results of looking for the trade at 9:45am and 10:00am so it could easily be automated to run a scanner with time period of 9:45am to 10:00am (or later).

You can also now click on any day to drill to the closed position list for that particular day.

This was highly requested and is now available within bots.