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However, (and this is where Im a bit green still), binaries have a fixed expiry date, so our profits are in some sense bound to the time to expiry and get smaller the closer our trade entry get to it. On the other hand, the closer we get to expiry, our probability of reaching a certain target price increases as the path divergence from spot to expiry gets smaller. So, in my naive understanding, the algo you presented above should only work optimal for a given time in the day that is n periods away from expiry.

Im probably wrong but I would like to hear your opinion of why this is not the case. Ive done this with Barrier Options, its slower but quite effective.

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