Swing Trade using Top & Bottom of Traded Range Guardian Automation Bot

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MobiusGrey
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Thought about this a lot recently and couldn't come up with anything elegant.It would appear to be a very good idea to be able to do this. I know there was a suggestion not so long ago to re BA being able to do similar with VWAP (i.e being able to vary when the measurement starts) I think having the option as to when to track highest and lowest traded prices is a very good idea too
I tried a few things last night to see if I could come up with anything, the closest I got was modifying a bot Dallas had made that uses historic relative odds looking back over (x) seconds as 3 or 4 separate rules but it doesn't quite give the desired effect in that it's not looking for a true range but only if that price has been traded at some point. The 'show last traded volume' setting on the ladder interface is incredibly handy set to clear after 300 milliseconds, not entirely sure how that would work if you could use it as a rule in Guardian somehow?
sniffer66
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Joined: Thu May 02, 2019 8:37 am

I was considering something along the lines of starting an SV at current price and replacing that value every time the price went above. That would give you the highest traded price since the rule started. Same for a lowering SV. You could test for traded volume at the same time

The problem with that approach is that it doesn't then account for a shifting range if both/one then lowered. Any reset trashes your previous range data :(

I tend to use the dark pink (by default) recently traded volume bar within the volume column to denote the recent range. If we could replicate that data in the automation that would be excellent
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mcgoo
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sniffer66 wrote:
Fri Jul 12, 2019 8:50 am
I was considering something along the lines of starting an SV at current price and replacing that value every time the price went above. That would give you the highest traded price since the rule started. Same for a lowering SV. You could test for traded volume at the same time

The problem with that approach is that it doesn't then account for a shifting range if both/one then lowered. Any reset trashes your previous range data :(

I tend to use the dark pink (by default) recently traded volume bar within the volume column to denote the recent range. If we could replicate that data in the automation that would be excellent
I tried doing something something similar on the fav and tried using signals +SV's for when the threshold was crossed in either direction.It quickly became unwieldy and let alone if you had to track more than one runner :shock: BA slowed and the clock began to stick (I've seen this before with other complex bots)so I gave up. I think that being able to track this, with the addition of OR conditions functionality, would greatly simplify the rule-set and give you the added functionality while keeping within performance limits. :ugeek:
sniffer66
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Joined: Thu May 02, 2019 8:37 am

mcgoo wrote:
Sat Jul 13, 2019 3:14 am
sniffer66 wrote:
Fri Jul 12, 2019 8:50 am
I was considering something along the lines of starting an SV at current price and replacing that value every time the price went above. That would give you the highest traded price since the rule started. Same for a lowering SV. You could test for traded volume at the same time

The problem with that approach is that it doesn't then account for a shifting range if both/one then lowered. Any reset trashes your previous range data :(

I tend to use the dark pink (by default) recently traded volume bar within the volume column to denote the recent range. If we could replicate that data in the automation that would be excellent
I tried doing something something similar on the fav and tried using signals +SV's for when the threshold was crossed in either direction.It quickly became unwieldy and let alone if you had to track more than one runner :shock: BA slowed and the clock began to stick (I've seen this before with other complex bots)so I gave up. I think that being able to track this, with the addition of OR conditions functionality, would greatly simplify the rule-set and give you the added functionality while keeping within performance limits. :ugeek:
That's the only way I can work out how to do it using the existing framework as well - increase an SV if the last traded price is above/below the previous value. I've seen the same thing with a complex bot I've written, it just slows right down.
I'm used to writing scripts with IF, ELSE IF, loops and calling sub routines or functions so finding this a little frustrating. But it is what it is.
I understand this is possible in Excel so it might be time to look into using that.
sniffer66
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Joined: Thu May 02, 2019 8:37 am

I've no idea if this is going to work in the real world yet as I only came up with the idea this morning and threw it together as a POC. I based it on the idea of current LTP over-writing a previously lower/higher value to denote the range - yet to test on a moving horse market due to time of day.
The problem with this approach is that it only addresses a growing range, not a shrinking one.

So....

Sets 4 SV's, 2 long term and 2 short term. The short term values loop every 0.2s and overwrite themselves if the upper & Lower LTP's have moved - building a growing range.
The long term SV's then get written with current short term values every x seconds (120s to 60s based on time to off) and reset the short term at the same time.
The reset short term values start to rebuild a new range from scratch while I can use the long term values in a bet condition. Long term values get re-written with the new range x seconds later

Obviously it's always a little out of date but have tried to mitigate that a little by writing any new breach to the long term values immediately. It's any contraction of the range that takes time to build.
All the timings used are purely finger in the air at the moment

As I've said I've yet to test but comments\updates happily accepted. Or just tell me it aint gonna work :)
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Korattt
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Dallas,

Is there any way of spreading the exits further up the ladder as a percentage over a number of ticks like so?,

A174732C-B47B-4C46-A67C-E30E65A15C21.jpeg

.. instead of placing the exit further up in one lump like you’ve illustrated, I’ve done it with a context entry as a servant but unable to fathom this out as a automation rule within guardian?, pm me if you wish
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Dallas
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Korattt wrote:
Thu Nov 14, 2019 8:24 pm
Dallas,

Is there any way of spreading the exits further up the ladder as a percentage over a number of ticks like so?,


A174732C-B47B-4C46-A67C-E30E65A15C21.jpeg


.. instead of placing the exit further up in one lump like you’ve illustrated, I’ve done it with a context entry as a servant but unable to fathom this out as a automation rule within guardian?, pm me if you wish
Yes there are few ways of doing it, using the way this bot is already set up the easiest would be to use multiple but identical back bet rules
So the first would place a back bet of £2 and offset by 1 tick
The second woukd also place a back bet of £2 and offset by 2 ticks
And so on

Then do the same with the lay bet rule
Korattt
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got you, so it’s a case of splitting up the stake then exiting as either a tick or % offset further up, I knew it could be possible, just had a bit of a senior moment, many thanks for the prompt response
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Dallas
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Korattt wrote:
Thu Nov 14, 2019 8:55 pm
got you, so it’s a case of splitting up the stake then exiting as either a tick or % offset further up, I knew it could be possible, just had a bit of a senior moment, many thanks for the prompt response
Yes you could use either ticks or % but essentially split the stake up into the number of spread you wan, you could even weight it so the back bets with 1 and 2 tick offsets use a higher portion of the stake than those offsetting further away
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wearthefoxhat
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Joined: Sun Feb 18, 2018 9:55 am

Some feedback on this automation.

I was looking for automation that would give me an entry point that I could then follow on the ladder candlestick graphs. As this was a swing trade, it would give me time to intervene if I could see the trend reversing. I removed the stop loss and kept the green up/red up rule before the off.

The file has a 7 tick swing, I found that 4 ticks would suffice, sometimes it would move over 10 ticks but very rarely.

The ladder candlestick graph gave me visual confirmation of the selection in the market and I simply greened up manually.

I didn't let it go in-play.

I also noticed when the 5 minute announcement was called, some movements were big. Also when the 30 seconds call came, it reversed. This lends itself to the auto bots firing their orders in and with 30 seconds to go, greening up or dumping their position.

The ones that were B2L trades ran good races, if they didn't win, they weren't beaten far. So maybe the smart money triggered these.

The L2B ones would invariably complete the swing trade pre-off, so these ones I'd have more confidence in automating and let it run without intervention, although it's likely, less opportunities.

No real reason to change much else as it gives me the options I need. All race types seem to be okay too.
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breakbacktennis
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Hi All

Just a thought on this Automation. Is there any way of firing in orders that outline the top and bottom of a range for later analysis. Even if these bets are unmatched just so you can see what the range of the selection was from x minutes out to post time.
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Thebest147
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Joined: Thu Nov 05, 2015 8:01 am

Hi Dallas could this be used inplay, thank you
adryan87
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Joined: Mon Apr 27, 2015 8:11 pm

This is not working 😅😅 Why to post this If this not working?😅😅
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Dallas
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adryan87 wrote:
Fri Oct 15, 2021 2:19 pm
This is not working 😅😅 Why to post this If this not working?😅😅
All files get fully and extensively tested before they are uploaded so I always know they work perfectly and exactly as description in the OP

This one has also been downloaded by 874 other people and its working perfectly for all them to
adryan87
Posts: 57
Joined: Mon Apr 27, 2015 8:11 pm

And someone can confirm he made a profit? Anyway,tested manually on 2 races,so sorry for my reaction..
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