General comments and advisories. I won't say rules because this is a work in progress.

a) The idea is to position the fly to match the expected move (EM) in each direction. The EM is listed for every strike on any options trading platform, or if you like, you can calculate it yourself. For instance, the EM for SPY on 10/9 is $3.30. SO, assume the trade above was taken at the close on Friday, for expiry on Monday - 1dte. So, the front strike of each flo is at or inside the EM - with SPY closing at 429.50, my put front strike is @ $428, call front strike is at $432.

b) I have these flys set at $2 wide - that'd be $20 wide for SPX. It's probably more common for traders to set them up wider, more like $30 or $40 wide in SPX. But, I am doing something different - I am adding a long call or put at the outside strike, using the correlated instrument SPX. (The P/L model above shows SPY for singles, but I'd use XSP, for reasons I'll explain another day. Just know that SPY is offset from XSP/SPX - about $1.50 vs XSP and $15 vs SPX.

The steps above are essentially mechanical. I am not a coder but even I can see the above would be simple to code. What is not so simple is what to do on expiry day.

It would be possible to take a mechanical approach to closing the trade. Simplest would be to close the whole thing at a certain x hrs past the following day open. You could also mechanize some basic considerations about profit/loss. For now, I'm assuming I will exercise a lot of discretion in closing the trade. The 0dte Greeks have significant affect. Foremost, imo, is theta decay. This is described in this tastylive vid: