PP gamers, Pre-Pong.
Trading What I see !?
Sorry to interrupt the chit-chat, although it did make me choose myself an avatar!
So i've been busy adding previous race finish data to my race data recording and it shows some interesting although very subtle observations, i've attached a couple of good examples:
30th Mar 16:52:
"Red" triangle in top graph is previous race finish'es triangle length is 1min, as you can see previous race finishes at about -15mins and immediately triggers "activity" in prices. Note, prices are LTP as I find it shows more activity better, ie.more "spikey"! 30th Mar 15:00:
This one shows the previous 3 finishes, -27mins, -19mins, and -5mins.
-27mins finish has little impact on this market, as expected. -19mins finish has a reasonable input of activity, -5mins has a significant drive of activity, as expected... this image also shows the typical dead on 2mins activity. Bottom graphs are WOM..
So what does this all tell me, well... volume/activity comes into the market when previous races finish, doh!
So i've been busy adding previous race finish data to my race data recording and it shows some interesting although very subtle observations, i've attached a couple of good examples:
30th Mar 16:52:
"Red" triangle in top graph is previous race finish'es triangle length is 1min, as you can see previous race finishes at about -15mins and immediately triggers "activity" in prices. Note, prices are LTP as I find it shows more activity better, ie.more "spikey"! 30th Mar 15:00:
This one shows the previous 3 finishes, -27mins, -19mins, and -5mins.
-27mins finish has little impact on this market, as expected. -19mins finish has a reasonable input of activity, -5mins has a significant drive of activity, as expected... this image also shows the typical dead on 2mins activity. Bottom graphs are WOM..
So what does this all tell me, well... volume/activity comes into the market when previous races finish, doh!
- The Silk Run
- Posts: 919
- Joined: Mon May 14, 2018 12:53 am
- Location: United Kingdom
Nice Avatar G, luv it. May I ask where the strapline, USP Goat came from.
A random choice, goats are funny animals, they eat anything!The Silk Run wrote: ↑Sat Apr 03, 2021 1:16 amNice Avatar G, luv it. May I ask where the strapline, USP Goat came from.
Is yours from some anime? Or just a random pic? Always wonderedThe Silk Run wrote: ↑Sat Apr 03, 2021 1:16 amNice Avatar G, luv it. May I ask where the strapline, USP Goat came from.
I always assumed it was from Gorillaz...Kai wrote: ↑Sat Apr 03, 2021 11:26 amIs yours from some anime? Or just a random pic? Always wonderedThe Silk Run wrote: ↑Sat Apr 03, 2021 1:16 amNice Avatar G, luv it. May I ask where the strapline, USP Goat came from.
Same actually, art style looks the same, love their stuff.LinusP wrote: ↑Sat Apr 03, 2021 11:37 amI always assumed it was from Gorillaz...Kai wrote: ↑Sat Apr 03, 2021 11:26 amIs yours from some anime? Or just a random pic? Always wonderedThe Silk Run wrote: ↑Sat Apr 03, 2021 1:16 amNice Avatar G, luv it. May I ask where the strapline, USP Goat came from.
- The Silk Run
- Posts: 919
- Joined: Mon May 14, 2018 12:53 am
- Location: United Kingdom
You are exactly right Linus, GOOD observation. The character is Noodles from GorillazLinusP wrote: ↑Sat Apr 03, 2021 11:37 amI always assumed it was from Gorillaz...Kai wrote: ↑Sat Apr 03, 2021 11:26 amIs yours from some anime? Or just a random pic? Always wonderedThe Silk Run wrote: ↑Sat Apr 03, 2021 1:16 amNice Avatar G, luv it. May I ask where the strapline, USP Goat came from.
Ironically, I had been considering a profile makeover, so WATCH OUT ....
So this is the backtest for my current strategy which started on 1st April, "live" results fairly closely match this from the 1st, including today being the worst day!
2021/03/06 : Sat : 2.50
2021/03/07 : Sun : -0.92
2021/03/08 : Mon : 1.46
2021/03/09 : Tue : -0.91
2021/03/10 : Wed : 5.23
2021/03/11 : Thr : 5.24
2021/03/12 : Fri : -0.34
2021/03/13 : Sat : 6.97
2021/03/14 : Sun : -1.28
2021/03/17 : Wed : 1.05
2021/03/18 : Thr : 5.97
2021/03/19 : Fri : 4.97
2021/03/20 : Sat : 0.46
2021/03/21 : Sun : 0.19
2021/03/22 : Mon : -2.49
2021/03/23 : Tue : -0.20
2021/03/24 : Wed : 3.98
2021/03/25 : Thr : 0.56
2021/03/26 : Fri : -0.63
2021/03/27 : Sat : -1.75
2021/03/28 : Sun : -0.81
2021/03/29 : Mon : 6.41
2021/03/30 : Tue : 1.75
2021/03/31 : Wed : -0.21
2021/04/01 : Thr : 0.12
2021/04/02 : Fri : 0.02
2021/04/03 : Sat : 1.26
2021/04/04 : Sun : -0.50
2021/04/05 : Mon : -0.37
2021/04/06 : Tue : -2.53
==> Worst day = -2.53
==> Best day = 6.97
==> Winning days = 17
==> Losing days = 13
Sun : -3.32
Mon : 5.01
Tue : -1.89
Wed : 10.06
Thr : 11.89
Fri : 4.02
Sat : 9.44
Profit = 35.23
Wins = 157
Avg Win = 0.50
Losses = 104
Avg Loss = -0.41
S/Rate = 60%
Total trades = 261 from 1064 analysed markets
% turnOv = 0.61%
2021/03/06 : Sat : 2.50
2021/03/07 : Sun : -0.92
2021/03/08 : Mon : 1.46
2021/03/09 : Tue : -0.91
2021/03/10 : Wed : 5.23
2021/03/11 : Thr : 5.24
2021/03/12 : Fri : -0.34
2021/03/13 : Sat : 6.97
2021/03/14 : Sun : -1.28
2021/03/17 : Wed : 1.05
2021/03/18 : Thr : 5.97
2021/03/19 : Fri : 4.97
2021/03/20 : Sat : 0.46
2021/03/21 : Sun : 0.19
2021/03/22 : Mon : -2.49
2021/03/23 : Tue : -0.20
2021/03/24 : Wed : 3.98
2021/03/25 : Thr : 0.56
2021/03/26 : Fri : -0.63
2021/03/27 : Sat : -1.75
2021/03/28 : Sun : -0.81
2021/03/29 : Mon : 6.41
2021/03/30 : Tue : 1.75
2021/03/31 : Wed : -0.21
2021/04/01 : Thr : 0.12
2021/04/02 : Fri : 0.02
2021/04/03 : Sat : 1.26
2021/04/04 : Sun : -0.50
2021/04/05 : Mon : -0.37
2021/04/06 : Tue : -2.53
==> Worst day = -2.53
==> Best day = 6.97
==> Winning days = 17
==> Losing days = 13
Sun : -3.32
Mon : 5.01
Tue : -1.89
Wed : 10.06
Thr : 11.89
Fri : 4.02
Sat : 9.44
Profit = 35.23
Wins = 157
Avg Win = 0.50
Losses = 104
Avg Loss = -0.41
S/Rate = 60%
Total trades = 261 from 1064 analysed markets
% turnOv = 0.61%
Overall looks good doesn't it.. however since actually running it live 1stApril, it's not doing well... This seems to be a consistent trend, in that you find an algo that seems to show promise over the last month or so, it then performs pants going forward.. It's as-if algo creation is efficient, in that 1000s of algo creators are doing the same thing based on the last month, which thus makes forward trading -ve... So what I need to come up with is a strategy that is "not in the last month" ..yeah?
- ShaunWhite
- Posts: 9731
- Joined: Sat Sep 03, 2016 3:42 am