Trading historical data

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Brovashift
Posts: 475
Joined: Tue May 18, 2021 12:35 am

I recently asked the question if there was a way to re-trade / re-watch a days ladder activity over a trading session, other than simply auto changing markets in guardian and recording my screen, so that I could review and work on identifying my edge(s) at my convenience, if unable to be at my computer during the day.

I have recently found out that other software has/is implenting a new feature where this is possible, going back a number of years, and Im just wondering if this is something that BA will be considering, as it would make my life a lot easier lol. But also, market rivalry n all that ;)

Would be awesome if it could be added for us Pro users at some point in the future....

:)
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tlkjb
Posts: 86
Joined: Thu Aug 26, 2021 10:08 am

+1
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jimibt
Posts: 3674
Joined: Mon Nov 30, 2015 6:42 pm
Location: Narnia

i did make a play for this a while ago, but as you'll see from the replies, it's unlukely to happen due to the commercial cost of supplying historical data at 1 second level:

viewtopic.php?f=20&t=11983&p=101589

things of course may have changed since then - fingers xx'd..
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Euler
Posts: 24815
Joined: Wed Nov 10, 2010 1:39 pm
Location: Bet Angel HQ

It doesn't add value and it's expensive to implement. Other than that it's a great idea! ;)

Betfair are trying to charge us and you for the data that we all generated. I really disagree with this.

I have buckets of historical data, but I'm not allowed to share it with our own users. So I'm not going to pay Betfair, add development costs and force users to pay for something that I think should be free.

All those facts aside if you use this sort of data, in this sort of way, you are going to spend a significant amount of time finding out that the data just tells you the market is efficient.

Your edge should be else where, not data mining like this. It's statistical deja vu.
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Brovashift
Posts: 475
Joined: Tue May 18, 2021 12:35 am

I liked the way the forum software auto changed the software name to 'other' :lol: I wasn't sure if it was taboo to mention a rival software here :P

I think my request is less about "the data", and more about just wanting to watch ladder activity at my convenience to continue to identify repeating patterns. For my A trade for example, I only see it maybe a handfull of times per week, and if I am unable to dedicate time 12pm-6pm Mon-Fri for example, gathering a big enough sample size in order to quantify a potential edge pattern and identify if a profitable edge or not, will slow progress right up if only playing in Saturday and Sunday markets.

I am doing things very differently going into year 2, after straying off my original path and spending the 2nd half of my first year in what can only be descibed as psychological intoxication. Honestly, from about May - September looking back now it's like I was drunk and so consumed with all sorts, taking in too much info and pressing trades, that I couldn't see the wood through the trees. Peter you did tell me I was doing too much, and you were right, but I couldn't see it. I think chasing losses with real determination insulated me a bit from 'the fear', probably would've been better if I'd just blown up my account. Rip the plaster off!

I can see clearly now the rain has gone, and all the bad feelings have disapered :D I am doing a lot less now, and targeting very specific things in order to develop an edge. It's funny because I have known for years about needing an edge, quantifying your results, and categorising trade setups in order to assign appropriate risk to opportunities, but never understood how. I know now, and I also realise to achieve these things takes time and effort. I had similar problems developing a set of rules which also took me a long time to produce anything meaningful, that could fit on one page lol.

So retrading a days activity would be very useful to me going into the new year, but alternatively I guess I could just tune in when I have time and appreciate the time away where my mind can concentrate on other tasks, other than trading. That thought makes me very sad lol :cry:
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Euler
Posts: 24815
Joined: Wed Nov 10, 2010 1:39 pm
Location: Bet Angel HQ

We would happily implement the ability to record and replay a day's activity, that's quite easy to do. But Betfair won't let us do that either. It's very frustrating, as you can guess.
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