History Lists and Stored Value question.

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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Alert went off for big spike but also for highlighted one
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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Dallas wrote:
Sat Sep 19, 2020 5:15 pm
You might need to upload the rules file for us to see all the timings etc as Anbell said earlier there is mothing wrong in the screenshot you've uploaded already, so it must lie in your other condition and/or the timings of them triggering
I wonder if it would work with signals - 1 signal for ltp vol over 1000, 1 signal for greater than ltp 2 secs ago by 80%. Then alert if both signals true. I’ll try that tomorrow. Thing is I intended to add these alerts to a watchlist but the way it’s going at the moment I’ll have an alert for every single runner !
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Please read ltp vol 2 secs ago.
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

tried a very simple test today.
Store vol of ltp
Alert if 1000 or greater.
Result
Alerts much smaller volumes.
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Dallas
Posts: 22674
Joined: Sun Aug 09, 2015 10:57 pm
Location: Working From Home

I've completely lost track with those images, it looks like they are from different files as they appear

One thing present through out the all looks to be that your are testing the traded volume at a price from 2 seconds ago - that won't work for what you want.

For example if a price is trading near the top or the bottom of a range, there could be £100 traded at the current ltp, it might then move 2 ticks in 2 secs with less than £50 matched in the process and traded amount at the current ltp might be over £3000 which would cause your alert to trigger.

Other issues would be if a big bet arrives and wipes out several prices you'll be testing the final amounts matched at the last traded price which could be just a few quid against several hundred or even thousand from what's been traded at a price 2 secs ago and your alert won't triggered despite it being a large bet

You just need to be testing the selections traded volume against what it was 'X' seconds ago, there's two examples here which you could start with

viewtopic.php?f=66&t=16237
viewtopic.php?f=66&t=16754
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Dallas wrote:
Sun Sep 20, 2020 11:25 am
I've completely lost track with those images, it looks like they are from different files as they appear

One thing present through out the all looks to be that your are testing the traded volume at a price from 2 seconds ago - that won't work for what you want.

For example if a price is trading near the top or the bottom of a range, there could be £100 traded at the current ltp, it might then move 2 ticks in 2 secs with less than £50 matched in the process and traded amount at the current ltp might be over £3000 which would cause your alert to trigger.

Other issues would be if a big bet arrives and wipes out several prices you'll be testing the final amounts matched at the last traded price which could be just a few quid against several hundred or even thousand from what's been traded at a price 2 secs ago and your alert won't triggered despite it being a large bet

You just need to be testing the selections traded volume against what it was 'X' seconds ago, there's two examples here which you could start with

viewtopic.php?f=66&t=16237
viewtopic.php?f=66&t=16754
Testing against x seconds ago (2) is exactly what I’ve been doing, and adding the condition that it must have increased by 1000. Tried it at 1 sec also and every refresh. The 1000 min increase does not work - try it !
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Dallas
Posts: 22674
Joined: Sun Aug 09, 2015 10:57 pm
Location: Working From Home

Valda wrote:
Sun Sep 20, 2020 11:50 am
Dallas wrote:
Sun Sep 20, 2020 11:25 am
I've completely lost track with those images, it looks like they are from different files as they appear

One thing present through out the all looks to be that your are testing the traded volume at a price from 2 seconds ago - that won't work for what you want.

For example if a price is trading near the top or the bottom of a range, there could be £100 traded at the current ltp, it might then move 2 ticks in 2 secs with less than £50 matched in the process and traded amount at the current ltp might be over £3000 which would cause your alert to trigger.

Other issues would be if a big bet arrives and wipes out several prices you'll be testing the final amounts matched at the last traded price which could be just a few quid against several hundred or even thousand from what's been traded at a price 2 secs ago and your alert won't triggered despite it being a large bet

You just need to be testing the selections traded volume against what it was 'X' seconds ago, there's two examples here which you could start with

viewtopic.php?f=66&t=16237
viewtopic.php?f=66&t=16754
Testing against x seconds ago (2) is exactly what I’ve been doing, and adding the condition that it must have increased by 1000. Tried it at 1 sec also and every refresh. The 1000 min increase does not work - try it !
I have created countless number of rules that trigger alert/bets when the volume increase by minimum amounts and they've all worked, its the use of testing the traded volume at the ltp thats causing at least some if not all your problems for the reasons outlined above
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Dallas wrote:
Sun Sep 20, 2020 12:06 pm
Valda wrote:
Sun Sep 20, 2020 11:50 am
Dallas wrote:
Sun Sep 20, 2020 11:25 am
I've completely lost track with those images, it looks like they are from different files as they appear

One thing present through out the all looks to be that your are testing the traded volume at a price from 2 seconds ago - that won't work for what you want.

For example if a price is trading near the top or the bottom of a range, there could be £100 traded at the current ltp, it might then move 2 ticks in 2 secs with less than £50 matched in the process and traded amount at the current ltp might be over £3000 which would cause your alert to trigger.

Other issues would be if a big bet arrives and wipes out several prices you'll be testing the final amounts matched at the last traded price which could be just a few quid against several hundred or even thousand from what's been traded at a price 2 secs ago and your alert won't triggered despite it being a large bet

You just need to be testing the selections traded volume against what it was 'X' seconds ago, there's two examples here which you could start with

viewtopic.php?f=66&t=16237
viewtopic.php?f=66&t=16754
Testing against x seconds ago (2) is exactly what I’ve been doing, and adding the condition that it must have increased by 1000. Tried it at 1 sec also and every refresh. The 1000 min increase does not work - try it !
I have created countless number of rules that trigger alert/bets when the volume increase by minimum amounts and they've all worked, its the use of testing the traded volume at the ltp thats causing at least some if not all your problems for the reasons outlined above
Yes I know you have and very excellent they are. But in this instance I am looking to identify large spikes in traded volume Where the volume traded at ltp is greater than 1000. (Be a much larger figure in soccer markets for instance ). I’m not interested in an 80% increase on an ltp vol of 50.
Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Valda wrote:
Sun Sep 20, 2020 12:12 pm
Dallas wrote:
Sun Sep 20, 2020 12:06 pm
Valda wrote:
Sun Sep 20, 2020 11:50 am


Testing against x seconds ago (2) is exactly what I’ve been doing, and adding the condition that it must have increased by 1000. Tried it at 1 sec also and every refresh. The 1000 min increase does not work - try it !
I have created countless number of rules that trigger alert/bets when the volume increase by minimum amounts and they've all worked, its the use of testing the traded volume at the ltp thats causing at least some if not all your problems for the reasons outlined above
Yes I know you have and very excellent they are. But in this instance I am looking to identify large spikes in traded volume Where the volume traded at ltp is greater than 1000. (Be a much larger figure in soccer markets for instance ). I’m not interested in an 80% increase on an ltp vol of 50.
Sorry - should have said thanks for your help. Think I may be trying to do something that you just can’t do I’m BA. Back to the drawing board.
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Dallas
Posts: 22674
Joined: Sun Aug 09, 2015 10:57 pm
Location: Working From Home

Valda wrote:
Sun Sep 20, 2020 12:32 pm
Valda wrote:
Sun Sep 20, 2020 12:12 pm
Dallas wrote:
Sun Sep 20, 2020 12:06 pm


I have created countless number of rules that trigger alert/bets when the volume increase by minimum amounts and they've all worked, its the use of testing the traded volume at the ltp thats causing at least some if not all your problems for the reasons outlined above
Yes I know you have and very excellent they are. But in this instance I am looking to identify large spikes in traded volume Where the volume traded at ltp is greater than 1000. (Be a much larger figure in soccer markets for instance ). I’m not interested in an 80% increase on an ltp vol of 50.
Sorry - should have said thanks for your help. Think I may be trying to do something that you just can’t do I’m BA. Back to the drawing board.
Works perfectly fine when i've just done it

The alert went off when the traded volume increased by more than £1000 on Southampton
By checking what it was £1000 greater at the ltp than it was 1 second ago using a value held in the history list 1
(history list 2 is just for illustration purposes so you know its checking the same odds)

The only other condition used is that the price its traded at had more than £2k

Log.JPG
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Valda
Posts: 106
Joined: Mon Sep 17, 2018 8:11 pm

Dallas wrote:
Sun Sep 20, 2020 12:52 pm
Valda wrote:
Sun Sep 20, 2020 12:32 pm
Valda wrote:
Sun Sep 20, 2020 12:12 pm


Yes I know you have and very excellent they are. But in this instance I am looking to identify large spikes in traded volume Where the volume traded at ltp is greater than 1000. (Be a much larger figure in soccer markets for instance ). I’m not interested in an 80% increase on an ltp vol of 50.
Sorry - should have said thanks for your help. Think I may be trying to do something that you just can’t do I’m BA. Back to the drawing board.
Works perfectly fine when i've just done it

The alert went off when the traded volume increased by more than £1000 on Southampton
By checking what it was £1000 greater at the ltp than it was 1 second ago using a value held in the history list 1
(history list 2 is just for illustration purposes so you know its checking the same odds)

The only other condition used is that the price its traded at had more than £2k


Log.JPG
Ok I’ll give that a try - again thanks for answering.
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