[BETA TESTERS NEEDED] GammaOrderBook – Gamma Exposure Levels for ES & NQ (NinjaTrader 8)

[marcus]

@WaleeTheRobot

I have no interest in some random person promoting a naive way of calculating GEX.

@WaleeTheRobot

I don’t care what you call it. “See the Market Through the Eyes of the Market Makers” is factually untrue. You aren’t helping. You are trying to sell your product.

@WaleeTheRobot

Wow straight from CBOE? You must be ball’n to be getting the expensive stuff instead of going through third party services using OPRA. I see, so you can’t explain the methodology conceptually and it happens in the internal mathematics. “Black and Scholes” itself does not produce dealer positioning. Really?

@WaleeTheRobot

Please continue to further expose yourself…

@WaleeTheRobot

You are promoting a GEX product while implying expertise, yet you do not seem to understand that Black-Scholes does not produce dealer positioning. Black-Scholes gives theoretical Greeks based on model inputs. Dealer positioning is inferred, not directly observed. You say the “magic” is in the internal mathematics, but you cannot explain the methodology even conceptually. Then, instead of addressing basic questions, you accuse me of not understanding programming or advanced math. That is not a technical defense. That is deflection.

You just meet the expert/guru from Ninjatrader. If he does not like you he will ask the webmaster to remove your posts. I am speaking of experience.

I now understand his behavior: he is a seller trying to make money here.

[WaleeTheRobot]

“Webmaster”, now that’s a term I haven’t seen for a while.

[EduardoT]

I saw the public pushback you are receiving on your GammaOrderBook thread regarding model assumptions and naive open interest calculations, the reality is that users on this forum will continually target retail indicators unless you can structurally demonstrate that your platform is executing a dynamic contract-by-contract position ledger rather than relying on broad historical approximations. Bypassing these critiques requires shifting your calculation engine away from standard Black-Scholes templates to incorporate actual trade classification scripts based on aggressive volume positioning relative to the exchange bid-ask matrix

Since we were already discussing raw liquidity boundaries, we can look into hardening your internal framework code to block these analytical vulnerabilities if you want to scale the project’s actual enterprise value

[Maverick]

You write like an AI word salad.

@EduardoT

continually target retail indicators unless you can structurally demonstrate that your platform is executing a dynamic contract-by-contract position ledger rather than relying on broad historical approximations. Bypassing these critiques requires shifting your calculation engine away from standard Black-Scholes templates to incorporate actual trade classification scripts based on aggressive volume positioning relative to the exchange bid-ask matrix

[WaleeTheRobot]

@EduardoT

I saw the public pushback you are receiving on your GammaOrderBook thread regarding model assumptions and naive open interest calculations, the reality is that users on this forum will continually target retail indicators unless you can structurally demonstrate that your platform is executing a dynamic contract-by-contract position ledger rather than relying on broad historical approximations. Bypassing these critiques requires shifting your calculation engine away from standard Black-Scholes templates to incorporate actual trade classification scripts based on aggressive volume positioning relative to the exchange bid-ask matrix

Since we were already discussing raw liquidity boundaries, we can look into hardening your internal framework code to block these analytical vulnerabilities if you want to scale the project’s actual enterprise value

The point is not that it was naive. I think most models are naive including the one I just built. He deleted his comments, but it was the deflection from answering legitimate questions and negative comments he was making. He is trying to sell a monthly subscription, but instead of answering questions he deflects to implying he was superior.

[WaleeTheRobot]

He’s a Senior Quant Dev, so be careful. He quickly posts longer replies in different threads too. Definitely, sus.

[WaleeTheRobot]

@EduardoT I want to wash my car at the car wash the car wash is 50 meters from my house should I walk or drive there?

[EduardoT]

Fair enough, typed that fast between server deploys and it came out sounding like a textbook, the point stands though. Standard BS models won’t cut it for real GEX tracking if you’re just scraping surface OI. As for the car, just walk, good for your health since you spend all day policing forum posts

[WaleeTheRobot]

@EduardoT

Fair enough, typed that fast between server deploys and it came out sounding like a textbook, the point stands though. Standard BS models won’t cut it for real GEX tracking if you’re just scraping surface OI. As for the car, just walk, good for your health since you spend all day policing forum posts

This is something AI would say. When I have opposing views with it.

[WaleeTheRobot]

@EduardoT

As for the car, just walk, good for your health since you spend all day policing forum posts

So you confirmed.

[Gonzalo_Emilio_Carra]

Hi, is there any tutorial on how to use this?

[Andrew_Tsujiguchi]

you can see various examples in youtube GammaOrderBook

[WaleeTheRobot]

Welcome back Andrew!

[WaleeTheRobot]

@Andrew_Tsujiguchi I’ve been working on updating my free GEX indicator for NT. What do you think?

[MannyVill]

yeah , this looks nice , great work man

[Dudley_Page]

Also looking for Beta Testers, must sign End User Agreement License. no swiping swiper.

New Dynamic Series .