Hi,
Hope you're well.
I'm doing some tests in the development of a LTD strategy. Was testing on two games this morning. Scunthorpe v Grimbsy and Exeter v Stevenage. I've noticed a couple of issues.
Firstly, I have a rule that exits when green up loss is greater than or equal to the stake. i.e. exit when losses get to 100% of stake. The rule is firing ok and seems to be working, however not sure on the market! Think in both games the draw price went right down after the goal (to 1.25) so the exit rule triggered. The chart for the draw market does not indicate this happened. Any idea what's going on? How can we avoid getting killed on daft fills when market moves like this.
Second issue I've seen is that the green up rule does not fully green up. It will just back the draw to exit at a given price - and where perhaps the market moves I am left not fully greened up with liability on home/away.
Hope this makes sense. Very confused at the mo!
Cheers
Greening up and market prices
Advanced automation available in Guardian - Chat with others and share files here.
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