Bet Angel - Automation : High/Low Traded prices pre-off vs in-running

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timjhiggins
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Joined: Fri Oct 12, 2018 11:04 pm

Tue Jul 21, 2020 12:09 pm

Hi
I am wondering if any in-running specialists have faced the problem of and found a solution for the fact that Betangel does not distinguish between pre off and in-running low(or high) traded prices. I have developed an in-running back strategy based on the in running high and low prices built on the Betfair published in running high/low data. However as Betangel just uses one stored value being the overall lowest traded price it means there is not always an accurate value of the in-runnin lows. Having compared Betangel and Betfair data by far the biggest differences are caused by this issue.
Also wondering if Betangel would consider providing separate stored values for pre-play and in-running to align more closely with Betfair published data.
Hope the above is (at least somewhat) clear and thanks for any help

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Dallas
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Tue Jul 21, 2020 12:19 pm

You could create a rules file to store just the in-running high/low prices just by arming it to start triggering when the market goes in-play
viewtopic.php?f=58&t=19254

The reason it will initially look different on Betfair is they also have a min traded vol criteria before counting a price as a IR high/low, where as a stored value rule will store the high/low traded price even if its just pennys.
But you can also expand on the stored value example above and add in your own criteria for the min traded volume required at a price

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timjhiggins
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Joined: Fri Oct 12, 2018 11:04 pm

Tue Jul 21, 2020 12:44 pm

Thanks Dallas. This is very helpful.One question on the traded volume criteria. How can I record all volumes at all prices in running below a set price so as to arm and fire the back trigger ? My selections are not know until the race is off and prices start to move. So my rule is based on 'any selection' trading at(or below) x% below SP .
Thanks

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timjhiggins
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Joined: Fri Oct 12, 2018 11:04 pm

Thu Jul 23, 2020 10:32 pm

I am stuck on this I have to admit so any help from any experts out there much appreciated. One option might be to try to use traded volumes from the ladder for all prices below my trigger price but i would need to reset all volumes to zero at the off. Feels very complicated and unwieldy. Maybe I have to live with there not being an efficient way of doing this and just accept the error rate.
I think it would be a good feature for a new version of BA. It does seem to come up on the forum periodically.

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Euler
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Fri Jul 24, 2020 8:43 am

Surely the lowest price in running will be the favourite to win and it will be at the bottom of its traded range and therefore no volume below it?

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timjhiggins
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Joined: Fri Oct 12, 2018 11:04 pm

Fri Jul 24, 2020 11:48 am

Not as straightforward as that unfortunately. I am not looking to back just the fav and the low price in the traded range doesn't remove the low volume rishk.
I am going to play around with thew new volume value in the historic relative odds condition to see if this could be used. So for example if the LTP<=X and >£200 increase in volume in the last 1 seconds this might indicate that LTP is not a low volume trade. Will run in practise mode and let you know how I get on.

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timjhiggins
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Joined: Fri Oct 12, 2018 11:04 pm

Tue Jul 28, 2020 1:49 pm

Circling back on this as promised. It seems that the new volume stored value does meet my needs. Having run it over the past few days in both practise mode it definitely helps when combined with LTP and Low traded value. I used a volume comparison for now vs 1 second ago and a volume increase of >£100. the threshold can be tweaked for accuracy but definite potential here. Happy coincidence that this new feature was included in the latest version of BA :) :)

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