VWAP - Initiation point

[Laugro1968]

Are you talking about VWAP used by Automation (rather than anything elsewhere in Bet Angel such as excel)?

Betfair don't timestamp the traded volume in the data that can be downloaded from the API, so you'd need the ability to checkpoint the volume ladder at a specific point in time (triggered as a rule I suppose) and calculate the VWAP as a delta to that.
You'd only be able to store one checkpoint for the selection (each checkpoint would overwrite the last). If we allowed a ongoing sliding timewindow, the amount of data required to be stored would soon mount up.

At what point in time before the start of the race would you considering checkpointing? Not that it really matters as it'd occur when the rule triggers, but you'd have to ensure the rule could actually run and wasn't limited by restricted refresh. You could trigger based on a market volume condition if required... again as long as the market was allowed to refresh so that the volume could be tested.

Anyway, yes it's possible (as a single checkpoint), but it'll need some +1s as there's a bit of complexity to overcome.

Hi,

I am +1 on an adjustable VWAP initiation point in time!

Thank you!
Laurent

[iDooze]

+1 vote over here for the VWAP initiation point.

Cheers

[stefan084]

+1

[BetScalper]

+ 1

[Nero Tulip]

This is usually called 'Anchored VWAP' - you anchor it at a time stamp of your choosing.. or have multiple anchors.. would be a useful addition.

[teambulldog]

+1

[sniffer66]

+1

[49ers]

+ 1 This would be a useful addition.

[Korattt]

+1

[sniffer66]

+1

Its in the latest beta. Spent yesterday playing with it

[jimibt]

+1

Its in the latest beta. Spent yesterday playing with it

how did it work out for you, in comparison to the static initiation point??

I've still to use it, so interested to hear of folks observations.

[sniffer66]

+1

Its in the latest beta. Spent yesterday playing with it

how did it work out for you, in comparison to the static initiation point??

I've still to use it, so interested to hear of folks observations.

Working well so far. Just trying to establish the best timings on when to checkpoint, and if muliple checkpointing at set times is going to be of benefit.
At the moment I'm observing how it runs manually by posting the current VWAP and LTP at the top of each ladder and recording each race so I can go back and observe crossovers in slowmo, gauging drifts/steams and entry/exit points, with a view to automate.

I don't think I can add a stored value to a custom chart as I think would be good to be able to plot LTP vs VWAP and see the crossover charted - easy to absorbe than looking at the numbers.

[STARBUCK62]

+1

[jimibt]

+1

yup -you can now in v1.55

[dropss81]

How is possible to get my matched Back/Lay AVG odd (VWAP) / selection as a stored value as are displayed on matched /Unmatched bets window .Does anyone have them calculated ..I would highly appreciate to get the idea how to calculate myself.

Thanks