Losing strategies wanted
- ruthlessimon
- Posts: 2094
- Joined: Wed Mar 23, 2016 3:54 pm
Just noticed the scale is off, gonna quickly find out why that's the case
But you want to give it away?ruthlessimon wrote: ↑Mon Apr 30, 2018 5:47 pmSwap the lay for a back, there aren't stops & targets hence why it's completely inverted - I personally, along with another member have doubts as to whether this is an inherent bias or just the byproduct of randomness
- ruthlessimon
- Posts: 2094
- Joined: Wed Mar 23, 2016 3:54 pm
I'd bet Peter already knows; & the problem is this pattern is consistent on data where it shouldn't.
Changing the variables don't affect the equity curve. I've got 30 variations of this strategy, all they're all negative (each roughly the same amount) - & the ones I hoped would be zero expectancy aren't.
Hence why I think wtf is going on with this!!
(btw the scaling error was 97, not 397 )
Changing the variables don't affect the equity curve. I've got 30 variations of this strategy, all they're all negative (each roughly the same amount) - & the ones I hoped would be zero expectancy aren't.
Hence why I think wtf is going on with this!!
(btw the scaling error was 97, not 397 )
- ruthlessimon
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For 10 iterations (delayed entry), in a sheer profitability sense, they all fall roughly around -200ticks, hence why there are serious questions - iteration 0 (a blind time-based lay) shouldn't be that negative imo
- ruthlessimon
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- Joined: Wed Mar 23, 2016 3:54 pm
Just got today's afternoon data (not used in the above graphs). 5 trades, 3 losers, 2 scratches - 15:40 got marked as a large loser -13ticks
(iteration 8)
(iteration 8)
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Is it as simple as you are "positively selecting" the wrong markets for strategy due to entry criteria?
I've got a similar problem I'm trying to figure out and that's my best guess atm - still working on it...
I've got a similar problem I'm trying to figure out and that's my best guess atm - still working on it...
- ruthlessimon
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- Joined: Wed Mar 23, 2016 3:54 pm
Just to clarify what do you mean by "positive selection"?
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- Posts: 1068
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Say you are laying 5 ticks under market price and get matched, then (in general) you are more likely to be matched by by selections that come in and then keep on coming in (as opposed to heading back out)... i.e. you are being "positively" selected against.... just a thought - I think something like this is happening in one of my strategies...
In assurance terms : a sick person is more likely to buy sickness insurance...
Also, are you offering money or taking price on offer - what would a 1 tick difference at entry do for your results?
In assurance terms : a sick person is more likely to buy sickness insurance...
Also, are you offering money or taking price on offer - what would a 1 tick difference at entry do for your results?
- ruthlessimon
- Posts: 2094
- Joined: Wed Mar 23, 2016 3:54 pm
Ah I see
No this is not the case in the above strategies; & in fact, it's the complete opposite. Which is why I expected these strategies to be profitable - hence why I thought they'd be great for this thread
The iterations above are 1 tick differences - i.e. Critera met, + 1 drift tick = Iteration 1, Critera met + 5 drift tick = Iteration 5 etc etc
My data is streamlined to LTP so I'm unsure - i.e.
No this is not the case in the above strategies; & in fact, it's the complete opposite. Which is why I expected these strategies to be profitable - hence why I thought they'd be great for this thread
The iterations above are 1 tick differences - i.e. Critera met, + 1 drift tick = Iteration 1, Critera met + 5 drift tick = Iteration 5 etc etc
My data is streamlined to LTP so I'm unsure - i.e.
I have often thought that doing the opposite to a person losing would work but there are a lot of factors. the main one is getting matched in the first place. Im not an expert but I think the main money in this game is knowing how to spot the bad trades by newbies. The people that try Betfair for the first time and have just done a one-off random bet, especially.
- ruthlessimon
- Posts: 2094
- Joined: Wed Mar 23, 2016 3:54 pm
An interesting strat one of my spreadsheets chucked out today
- ruthlessimon
- Posts: 2094
- Joined: Wed Mar 23, 2016 3:54 pm
A tasty one!
So bad even excel's going on tilt after 400ish races
.. I've got farrr too much time on my hands
So bad even excel's going on tilt after 400ish races
.. I've got farrr too much time on my hands
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- ShaunWhite
- Posts: 9731
- Joined: Sat Sep 03, 2016 3:42 am
I've been trying to develop something that lays favourites once the price drifts. I've looked at all sorts of trigger points based on the IPMAX data of winning favourites. If I go for the 'sweet' spot - like an early warning something may be off with the favourite - I can't make it work. If I go for an ultra cautious record setting trigger point, I win little very frequently but still lose long term.
The only conclusion I have is I should actually BACK favs on odds drift. This should lose regularly but every so often win big. I've also tried this but lost long term.
Maybe TPD is the answer...
The only conclusion I have is I should actually BACK favs on odds drift. This should lose regularly but every so often win big. I've also tried this but lost long term.
Maybe TPD is the answer...
- wearthefoxhat
- Posts: 3219
- Joined: Sun Feb 18, 2018 9:55 am
zippus wrote: ↑Thu Jan 06, 2022 6:09 amI've been trying to develop something that lays favourites once the price drifts. I've looked at all sorts of trigger points based on the IPMAX data of winning favourites. If I go for the 'sweet' spot - like an early warning something may be off with the favourite - I can't make it work. If I go for an ultra cautious record setting trigger point, I win little very frequently but still lose long term.
The only conclusion I have is I should actually BACK favs on odds drift. This should lose regularly but every so often win big. I've also tried this but lost long term.
Maybe TPD is the answer...
There was a poster on the forum who would back the favourite IP using automation (think it was PeterLe) and aim to get the big prices up to 1000-1. It seemed to occur more frequently that the 1000-1 odds suggested. So you could be on to something.