Trading What I see !?

[ShaunWhite]

What the hell is that thing?? Some OG gamers up in here

PP gamers, Pre-Pong.

[goat68]

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"!

market_Newcastle 30th Mar - 16_52 2m7f Hcap Hrd.jpg

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.

market_Warwick 30th Mar - 15_00 3m2f Nov Hcap Hrd.jpg

Bottom graphs are WOM..
So what does this all tell me, well... volume/activity comes into the market when previous races finish, doh!

[goat68]

Just noticed looking at the 15:00 chart, horse pairs fav1&2 and fav3&4 are both inversely proportional...!

[The Silk Run]

Nice Avatar G, luv it. May I ask where the strapline, USP Goat came from.

[goat68]

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!

[Kai]

Nice 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 wondered

[LinusP]

Nice 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 wondered

I always assumed it was from Gorillaz...

[Kai]

Nice 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 wondered

I always assumed it was from Gorillaz...

Same actually, art style looks the same, love their stuff.

[Jukebox]

I'd mistakenly believed that GOAT was a premature claim to Greatest Of All Time

[The Silk Run]

Nice 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 wondered

I always assumed it was from Gorillaz...

You are exactly right Linus, GOOD observation. The character is Noodles from Gorillaz
Ironically, I had been considering a profile makeover, so WATCH OUT ....

[goat68]

I'd mistakenly believed that GOAT was a premature claim to Greatest Of All Time

Maybe it's a sign of my destiny

[goat68]

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%

[Trader724]

It looks pretty decent, keep it up.

[goat68]

It looks pretty decent, keep it up.

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]

So....

Don't quite see what you mean. Which are the backtest numbers and which are the live numbers? Rather than a big list of daily results a chart of some sort would be easier to see what's happened.