Update - Index Options Scalpers (Friction Tests)

Hi All, A few days ago I posted about my Index Options Scalping Bots seeking feedback from you all. After many VERY helpful comments I see the absolute need to completely ensure that the system (individual bots & the cumulative) are truly secure in light of friction, both execution-wise and fees. I've made a few patches to the bots over the last few days, as i noticed a few bugs and areas of improvement. With those changes made, if you are able please review these friction stress tests that I ran across the live versions of all of the bots. I will flag a few things specifically: 1. Jeff and Linda across their first 20 trades are actually experiencing adverse friction (we are saving money, rather than paying it) and therefore the Live Execution column statistics for those bots actually beat the baseline backtest. This is an INCREDIBLY small sample, but still noteworthy. 2. Susan has not traded live yet, so her Live Execution column shows NA. 3. In a hypothetical world where Jeff & LIndas Live Execution continues to look as good as it does now (frankly not going to happen), their equity curves explode upwards, as small losers get flipped into small winners. Original posting here: [https://www.reddit.com/r/algotrading/comments/1uqes01/please\_peerreview\_my\_index\_options\_scalping\_bots/](https://www.reddit.com/r/algotrading/comments/1uqes01/please_peerreview_my_index_options_scalping_bots/) please let me know your thoughts and or comments! I appreciate all help!