Please critique my Algo!

Based on the provided code, it seems that 'Justin' is implementing a gamma scalping strategy using Tesla options. This strategy involves buying options and then hedging the delta of the options position by trading the underlying stock.

However, without knowing the specific issues 'Justin' is facing or the exact results of his backtests, it's hard to provide specific advice on how to reduce the risk or volatility of his strategy.

That being said, here are a few general suggestions that might help:

1. Adjust the option selection criteria: In the BuyCall method, 'Justin' is selecting the call option with the strike price closest to the underlying price and an expiry around 60 days out. He might want to experiment with different strike prices or expiry dates to see if that reduces the risk or volatility of the strategy.

2. Implement stop losses or take profits: 'Justin' could consider adding stop loss or take profit conditions to his strategy. For example, he could liquidate the options position if the loss exceeds a certain threshold or if the profit reaches a certain level.

3. Diversify the strategy: Right now, 'Justin' is only trading Tesla options. He might be able to reduce the risk or volatility of his strategy by trading options on other underlying assets as well.

4. Adjust the hedging strategy: In the HedgeDelta method, 'Justin' is hedging the delta of the options position by trading the underlying stock. He might want to adjust how often he hedges the delta or the size of the hedge to see if that reduces the risk or volatility of the strategy.

Remember, it's important to thoroughly backtest any changes to the strategy to ensure they actually improve the performance and don't introduce new risks.

I noticed in my order I'm buying Tesla for >800 when tesla has never been that expensive, can anyone find out why

Based on the provided code, it seems that 'Justin' is using market orders to trade Tesla stock in the HedgeDelta method. Market orders are filled at the best available price, which is not necessarily the last traded price or the current market price. If the market is volatile or illiquid, the fill price can be significantly different from the expected price.

However, it's unlikely that this would cause 'Justin' to buy Tesla for >800 if the stock has never been that expensive. It's possible that there's an issue with the data or with how the fill price is being calculated or reported.

Without more information, it's hard to say exactly what's causing this issue. 'Justin' might want to check the data he's using for backtesting and the logs of his algorithm to see if there are any anomalies or errors that could explain this issue.